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 No 4563.56 Day 44 Yes 61.57 91-180 Days S-3-Q 5258.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41521.41 Day 44 Yes 3612.37 <7 Days S-4-Q 38721.20 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5677.17 Day 44 Yes 241.24 7-30 Days CB-3-Q 5669.08 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28294.88 Day 44 Yes 2525.01 <7 Days G-1-Q 28375.77 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27164.93 Day 44 Yes 1187.15 7-30 Days G-2-Q 27282.15 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13651.64 Day 44 No 254.89 31-90 Days G-3-Q 12855.93 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2615.60 Day 44 No 120.80 <7 Days S-5-Q 2880.91 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42003.14 Day 44 No 2269.09 7-30 Days S-6-Q 41396.53 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34445.16 Day 44 No 1225.75 7-30 Days S-7-Q 30607.72 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36756.76 Day 44 Yes 2648.61 7-30 Days E-1-Q 32741.30 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 102.05 Day 44 Yes 5.89 31-90 Days E-2-Q 95.46 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12844.73 Day 44 Yes 1224.57 91-180 Days IG-1-Q 12436.24 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31834.17 Day 44 No 3125.24 <7 Days IG-2-Q 32781.53 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23630.10 Day 44 No 2156.28 91-180 Days C-1 19478.09 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39721.74 Day 44 No 1883.55 31-90 Days CB-4 38331.83 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34955.10 Day 44 No 193.65 91-180 Days E-10 35510.30 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42809.33 Day 44 Yes 492.79 31-90 Days E-3 46183.17 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39094.41 Day 44 No 1575.19 91-180 Days E-4 35943.17 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8126.44 Day 44 Yes 713.41 7-30 Days E-5 8702.90 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27078.16 Day 44 No 1700.34 31-90 Days E-6 30375.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24526.74 Day 44 Yes 609.36 7-30 Days E-7 21318.56 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43835.99 Day 44 Yes 505.84 7-30 Days E-8 38209.62 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20549.13 Day 44 Yes 408.37 <7 Days E-9 21474.52 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3622.85 Day 44 Yes 59.25 91-180 Days G-4 3513.41 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34731.08 Day 44 No 492.19 7-30 Days IG-3 29962.39 Full No Capital Markets