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 12356.29 Day 26 Yes 1196.89 7-30 Days IG-6 13828.22 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38885.76 Day 26 No 1220.40 31-90 Days IG-7 36133.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34818.69 Day 26 No 1950.57 31-90 Days IG-8 38124.26 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36450.16 Day 26 Yes 1665.73 7-30 Days L-1 32008.85 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36121.54 Day 26 Yes 3081.27 <7 Days L-10 43048.32 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 36222.38 Day 26 Yes 2113.89 91-180 Days L-11 35766.77 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10946.00 Day 26 No 689.89 7-30 Days L-2 10574.23 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1732.23 Day 26 No 11.74 91-180 Days L-3 1768.56 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4222.04 Day 26 Yes 320.10 31-90 Days L-4 3426.56 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40823.90 Day 26 Yes 1054.66 7-30 Days L-5 42059.36 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4455.17 Day 26 Yes 64.79 7-30 Days L-6 4143.95 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19487.29 Day 26 No 1550.27 91-180 Days L-7 18438.23 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42350.07 Day 26 Yes 2947.21 31-90 Days L-8 40976.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 4362.80 Day 26 No 37.34 31-90 Days L-9 4449.80 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16604.95 Day 26 Yes 416.90 31-90 Days LC-1 13579.80 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20900.32 Day 26 Yes 40.74 31-90 Days LC-2 18020.70 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8438.24 Day 26 Yes 538.75 7-30 Days N-1 9254.10 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18216.80 Day 26 No 1298.00 <7 Days N-2 17170.95 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 15355.21 Day 26 Yes 1016.43 <7 Days N-3 13046.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9039.24 Day 26 No 778.43 91-180 Days N-4 10152.96 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25095.79 Day 26 Yes 2024.67 7-30 Days N-5 26329.44 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32244.23 Day 26 Yes 1320.55 91-180 Days N-6 38480.57 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34959.07 Day 26 No 1208.13 31-90 Days N-7 31192.55 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26582.53 Day 26 No 1499.53 91-180 Days P-1 24592.88 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5376.57 Day 26 No 318.95 91-180 Days P-2 4543.20 Full No Trading