Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40810.17 Perpetual No 2179.12 7-30 Days L-1 34083.22 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15467.56 Perpetual No 661.47 <7 Days L-10 12469.02 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1826.86 Perpetual No 175.21 91-180 Days L-11 1930.92 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39783.33 Perpetual No 2871.31 31-90 Days L-2 45448.09 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36938.68 Perpetual Yes 2806.88 31-90 Days L-3 43850.16 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8278.61 Perpetual No 669.12 <7 Days L-4 9349.32 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18307.13 Perpetual Yes 15.63 31-90 Days L-5 21173.17 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37244.11 Perpetual Yes 1164.96 7-30 Days L-6 33684.50 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43786.25 Perpetual Yes 4260.96 7-30 Days L-7 45279.91 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16189.16 Perpetual No 189.85 <7 Days L-8 18594.57 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27689.58 Perpetual No 2757.46 <7 Days L-9 32537.39 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33591.28 Perpetual Yes 2442.92 91-180 Days LC-1 34760.04 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22419.43 Perpetual No 679.99 <7 Days LC-2 19926.11 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20106.06 Perpetual No 1947.82 <7 Days N-1 23080.07 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41179.88 Perpetual No 3302.51 31-90 Days N-2 44926.24 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29410.63 Perpetual Yes 2302.62 7-30 Days N-3 29775.33 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17000.88 Perpetual Yes 916.08 91-180 Days N-4 17881.38 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38878.22 Perpetual Yes 2058.29 31-90 Days N-5 34923.45 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30307.03 Perpetual Yes 2839.84 7-30 Days N-6 24628.00 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43558.18 Perpetual No 3952.18 7-30 Days N-7 45151.89 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14447.48 Perpetual Yes 830.27 31-90 Days P-1 13830.10 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 926.47 Perpetual No 45.88 31-90 Days P-2 908.17 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28464.11 Perpetual No 2340.36 31-90 Days S-8 27036.58 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35152.62 Perpetual No 1941.53 31-90 Days Y-1 34832.55 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15158.59 Perpetual Yes 838.06 <7 Days Y-2 16273.83 Full No Capital Markets