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 14015.21 Day 3 No 465.63 31-90 Days N-7 12705.78 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31387.80 Day 3 Yes 1369.15 91-180 Days P-1 31312.23 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41836.44 Day 3 Yes 2324.67 91-180 Days P-2 36480.68 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7480.74 Day 3 No 362.39 31-90 Days S-8 8812.54 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8085.45 Day 3 Yes 190.38 <7 Days Y-1 6742.69 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10765.88 Day 3 No 479.78 31-90 Days Y-2 9982.72 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35686.41 Day 3 No 225.50 31-90 Days Y-3 35425.17 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9393.35 Day 3 Yes 812.57 91-180 Days Y-4 7992.36 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5177.56 Day 3 Yes 75.75 <7 Days Z-1 5315.35 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41014.00 Day 3 Yes 2341.36 <7 Days A-2 38482.10 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40453.05 Day 3 Yes 168.90 31-90 Days A-3 42112.51 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35236.26 Day 3 Yes 2625.77 31-90 Days A-4 30836.03 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26066.84 Day 3 No 1228.53 91-180 Days A-5 21202.93 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3169.60 Day 3 No 105.15 7-30 Days CB-1 3221.65 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 35790.21 Day 3 No 3042.45 31-90 Days CB-2 28833.82 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40019.56 Day 3 No 1351.17 91-180 Days CB-3 47365.86 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1054.32 Day 3 Yes 33.28 31-90 Days E-1 1024.12 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27575.32 Day 3 No 143.56 7-30 Days E-2 26612.80 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11160.35 Day 3 No 844.97 7-30 Days G-1 11496.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29150.50 Day 3 No 969.92 31-90 Days G-2 24959.16 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30911.09 Day 3 Yes 1616.23 91-180 Days G-3 31815.20 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 12494.04 Day 3 No 149.54 <7 Days IG-1 11001.31 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3574.94 Day 3 No 194.89 91-180 Days IG-2 4118.35 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18674.18 Day 3 Yes 1166.15 7-30 Days S-1 18448.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24854.25 Day 3 No 455.70 <7 Days S-2 22467.87 Full Yes Liberty Capital Markets Inc. Treasury