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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 7154.52 Day 24 No 687.26 <7 Days P-1 8430.62 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12799.87 Day 24 Yes 1197.04 31-90 Days P-2 12921.05 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22063.79 Day 24 Yes 247.77 91-180 Days S-8 23485.20 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16242.83 Day 24 No 661.33 7-30 Days Y-1 18975.19 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10290.34 Day 24 Yes 681.19 7-30 Days Y-2 11767.49 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 25108.21 Day 24 No 882.22 7-30 Days Y-3 23341.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3801.77 Day 24 No 241.67 31-90 Days Y-4 3292.87 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37964.37 Day 24 No 169.42 91-180 Days Z-1 38010.52 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14936.61 Day 24 No 548.11 91-180 Days A-2 13232.18 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 14576.73 Day 24 No 1433.38 91-180 Days A-3 13679.65 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17344.77 Day 24 Yes 120.18 <7 Days A-4 16615.44 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 20373.82 Day 24 No 1011.08 31-90 Days A-5 21750.88 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28876.12 Day 24 Yes 2611.63 91-180 Days CB-1 26742.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 31097.18 Day 24 No 2886.91 31-90 Days CB-2 32691.36 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17110.76 Day 24 No 1563.96 31-90 Days CB-3 17304.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10333.83 Day 24 No 550.49 31-90 Days E-1 10497.65 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40473.14 Day 24 Yes 3873.55 31-90 Days E-2 39296.40 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 26420.96 Day 24 No 1089.96 31-90 Days G-1 26054.28 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22617.48 Day 24 Yes 2091.99 <7 Days G-2 22674.80 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17730.18 Day 24 No 1618.90 31-90 Days G-3 16115.59 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35558.90 Day 24 Yes 3526.18 7-30 Days IG-1 37875.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20812.90 Day 24 Yes 1674.38 7-30 Days IG-2 19950.83 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39676.84 Day 24 No 3027.09 31-90 Days S-1 37519.22 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15185.16 Day 24 Yes 1364.45 91-180 Days S-2 12469.04 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13284.57 Day 24 Yes 729.07 7-30 Days S-3 13943.16 Full No Wholesale Lending