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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22347.45 Day 26 Yes 2146.15 7-30 Days IG-4 24568.45 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 24114.87 Day 26 No 134.78 91-180 Days IG-5 27879.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43843.62 Day 26 No 3123.47 91-180 Days IG-6 45494.39 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3744.64 Day 26 Yes 348.47 91-180 Days IG-7 3710.43 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40403.23 Day 26 Yes 1035.33 <7 Days IG-8 43576.93 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11026.11 Day 26 Yes 843.02 <7 Days L-1 12169.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5323.10 Day 26 No 182.31 7-30 Days L-10 5477.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3355.14 Day 26 No 241.77 31-90 Days L-11 2956.73 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5996.69 Day 26 Yes 80.08 7-30 Days L-2 5213.26 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43402.90 Day 26 No 1053.55 <7 Days L-3 35984.04 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 34718.22 Day 26 No 1085.19 31-90 Days L-4 36685.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26270.02 Day 26 No 89.49 91-180 Days L-5 23405.25 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11905.64 Day 26 No 816.95 <7 Days L-6 14044.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3411.43 Day 26 No 13.84 7-30 Days L-7 2766.15 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33953.45 Day 26 Yes 2374.13 <7 Days L-8 34042.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13606.65 Day 26 No 687.24 31-90 Days L-9 12216.87 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29881.47 Day 26 Yes 959.50 31-90 Days LC-1 35012.98 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20330.75 Day 26 Yes 659.49 31-90 Days LC-2 20127.32 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14665.31 Day 26 Yes 141.05 7-30 Days N-1 15418.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30693.32 Day 26 No 1761.68 91-180 Days N-2 35089.83 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 808.39 Day 26 Yes 2.39 <7 Days N-3 781.31 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18358.09 Day 26 No 1022.95 91-180 Days N-4 21023.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38782.39 Day 26 Yes 1142.60 91-180 Days N-5 38007.35 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11836.25 Day 26 Yes 631.43 7-30 Days N-6 12633.69 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33945.70 Day 26 Yes 347.33 31-90 Days N-7 37271.73 Full Yes Liberty Capital Markets Inc. Treasury