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 No 1542.09 Day 39 Yes 130.19 7-30 Days E-5 1600.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40880.59 Day 39 No 3638.47 91-180 Days E-6 43052.21 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39264.41 Day 39 Yes 2798.78 91-180 Days E-7 41460.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28816.00 Day 39 No 2612.32 <7 Days E-8 27914.96 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41143.24 Day 39 Yes 2670.70 7-30 Days E-9 46606.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37071.55 Day 39 No 1096.60 31-90 Days G-4 43957.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7813.48 Day 39 No 773.70 91-180 Days IG-3 8920.45 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22088.51 Day 39 Yes 2051.00 <7 Days IG-4 21148.31 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2485.30 Day 39 Yes 139.89 <7 Days IG-5 2402.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11826.73 Day 39 No 814.61 <7 Days IG-6 10581.71 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32366.13 Day 39 No 1221.44 91-180 Days IG-7 38125.40 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39182.74 Day 39 No 15.30 31-90 Days IG-8 33890.95 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18686.40 Day 39 Yes 319.11 7-30 Days L-1 19369.54 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10657.66 Day 39 Yes 435.04 <7 Days L-10 12408.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42913.19 Day 39 Yes 2856.44 91-180 Days L-11 42386.42 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13485.21 Day 39 No 578.93 <7 Days L-2 10810.20 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10969.07 Day 39 Yes 226.28 31-90 Days L-3 9117.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37833.35 Day 39 No 2083.44 91-180 Days L-4 32417.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5436.76 Day 39 Yes 250.31 91-180 Days L-5 4868.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32771.74 Day 39 No 530.89 91-180 Days L-6 39272.06 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27092.38 Day 39 No 267.61 31-90 Days L-7 29791.55 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28309.89 Day 39 No 293.85 31-90 Days L-8 26655.10 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41068.85 Day 39 No 2187.85 7-30 Days L-9 41474.29 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16163.33 Day 39 Yes 1560.59 <7 Days LC-1 17061.28 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18134.08 Day 39 Yes 1104.01 7-30 Days LC-2 17273.25 None No Treasury