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) Other Yes 42316.56 Day 27 Yes 1087.05 91-180 Days L-7 48614.48 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15605.19 Day 27 No 820.87 91-180 Days L-8 18225.43 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39553.71 Day 27 No 1685.68 7-30 Days L-9 37311.38 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37800.97 Day 27 No 787.58 7-30 Days LC-1 42330.51 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42457.81 Day 27 No 684.61 <7 Days LC-2 39573.92 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24310.89 Day 27 No 1775.85 91-180 Days N-1 22597.64 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27361.16 Day 27 Yes 2233.80 7-30 Days N-2 28513.73 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8341.24 Day 27 Yes 366.23 7-30 Days N-3 7848.93 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29155.09 Day 27 Yes 1344.04 7-30 Days N-4 32430.30 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15885.95 Day 27 No 1549.01 <7 Days N-5 13371.66 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11920.02 Day 27 Yes 531.00 <7 Days N-6 13336.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6698.07 Day 27 No 166.81 <7 Days N-7 7217.77 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8578.98 Day 27 No 136.23 <7 Days P-1 7042.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13610.65 Day 27 Yes 1115.09 31-90 Days P-2 12800.24 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23293.70 Day 27 Yes 509.34 <7 Days S-8 24303.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30735.11 Day 27 No 1101.52 91-180 Days Y-1 31434.95 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19534.98 Day 27 No 1439.44 31-90 Days Y-2 22680.02 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4693.98 Day 27 No 34.34 <7 Days Y-3 5399.06 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 2332.29 Day 27 Yes 200.55 91-180 Days Y-4 2658.89 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32205.57 Day 27 No 1794.23 31-90 Days Z-1 27975.33 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14106.03 Day 27 No 1323.87 31-90 Days A-2 12700.90 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15708.58 Day 27 Yes 894.49 91-180 Days A-3 16185.83 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24961.90 Day 27 No 1725.79 7-30 Days A-4 27543.95 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2683.93 Day 27 No 26.22 7-30 Days A-5 3143.38 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36632.71 Day 27 Yes 2731.00 91-180 Days CB-1 38481.71 Full No Investment Banking