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 42065.73 Day 39 Yes 963.51 <7 Days N-1 47144.64 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28201.13 Day 39 No 1973.52 31-90 Days N-2 27780.69 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 28601.51 Day 39 Yes 1165.38 <7 Days N-3 26097.42 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18394.14 Day 39 No 64.04 <7 Days N-4 17461.43 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 2567.70 Day 39 No 98.34 31-90 Days N-5 2906.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13715.32 Day 39 Yes 448.53 31-90 Days N-6 15147.94 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7604.98 Day 39 Yes 315.71 91-180 Days N-7 8804.87 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39696.35 Day 39 No 3375.10 31-90 Days P-1 38373.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37644.90 Day 39 Yes 1354.41 91-180 Days P-2 40707.06 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4431.28 Day 39 Yes 379.50 31-90 Days S-8 4285.32 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 20651.44 Day 39 Yes 1911.74 7-30 Days Y-1 22848.72 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9270.86 Day 39 Yes 625.30 <7 Days Y-2 8504.50 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25085.51 Day 39 No 1333.79 <7 Days Y-3 28645.54 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 32173.74 Day 39 No 2740.20 31-90 Days Y-4 29415.85 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25116.08 Day 39 Yes 213.33 7-30 Days Z-1 22198.31 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 40186.96 Day 39 No 1032.71 31-90 Days A-2 45226.37 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1496.26 Day 39 No 46.39 91-180 Days A-3 1768.71 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43651.10 Day 39 No 3939.61 31-90 Days A-4 51919.88 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14295.82 Day 39 No 903.19 31-90 Days A-5 15816.87 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 10042.69 Day 39 No 467.40 91-180 Days CB-1 9958.47 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38655.42 Day 39 No 94.56 <7 Days CB-2 33349.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21414.66 Day 39 Yes 1422.79 7-30 Days CB-3 23957.72 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16225.64 Day 39 Yes 824.45 31-90 Days E-1 16387.95 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19973.94 Day 39 No 723.77 7-30 Days E-2 17205.91 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8407.16 Day 39 Yes 555.01 31-90 Days G-1 9272.27 Partial Yes Liberty International Finance Ltd. Trading