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 28457.94 Day 54 No 149.48 7-30 Days L-4 22897.96 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25733.83 Day 54 No 1011.25 <7 Days L-5 20978.67 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22820.07 Day 54 Yes 2254.43 91-180 Days L-6 27107.51 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4361.95 Day 54 Yes 398.63 91-180 Days L-7 4861.49 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27531.81 Day 54 Yes 1454.10 7-30 Days L-8 24446.45 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4281.63 Day 54 Yes 294.52 <7 Days L-9 3636.21 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 23955.12 Day 54 No 2275.11 7-30 Days LC-1 26032.12 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 22176.01 Day 54 No 1815.10 7-30 Days LC-2 21794.57 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29902.50 Day 54 No 2864.81 7-30 Days N-1 27494.92 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18410.08 Day 54 No 892.98 31-90 Days N-2 20190.80 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8606.72 Day 54 Yes 509.40 7-30 Days N-3 8291.60 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30339.10 Day 54 Yes 1102.01 <7 Days N-4 30554.64 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10216.90 Day 54 Yes 713.87 <7 Days N-5 12172.30 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38791.83 Day 54 Yes 3180.07 31-90 Days N-6 43852.81 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39098.37 Day 54 Yes 308.21 7-30 Days N-7 44407.63 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 20404.58 Day 54 Yes 1194.56 <7 Days P-1 24369.20 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36946.44 Day 54 No 596.72 <7 Days P-2 38201.26 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39554.14 Day 54 Yes 2619.66 91-180 Days S-8 46989.87 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27480.55 Day 54 Yes 2736.16 7-30 Days Y-1 24191.67 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 95.20 Day 54 No 8.42 7-30 Days Y-2 95.99 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18095.10 Day 54 No 139.72 <7 Days Y-3 17526.77 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14150.53 Day 54 Yes 1298.64 91-180 Days Y-4 11750.85 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40551.33 Day 54 Yes 1954.32 7-30 Days Z-1 44413.06 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28816.42 Day 54 Yes 490.39 91-180 Days A-2 23272.30 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2086.05 Day 54 Yes 192.75 91-180 Days A-3 1690.17 Full No Trading