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) Non-Regulated Fund No 26380.82 Day 45 Yes 1336.78 <7 Days S-3-Q 25209.83 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39149.23 Day 45 Yes 2898.65 7-30 Days S-4-Q 46520.45 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32539.20 Day 45 No 2454.67 <7 Days CB-3-Q 33648.49 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29144.01 Day 45 Yes 529.39 7-30 Days G-1-Q 29270.75 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11350.23 Day 45 Yes 560.01 <7 Days G-2-Q 12004.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4705.06 Day 45 No 132.59 91-180 Days G-3-Q 3787.94 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4827.67 Day 45 Yes 432.76 31-90 Days S-5-Q 3865.44 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2140.65 Day 45 No 123.61 7-30 Days S-6-Q 2127.83 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19437.84 Day 45 No 144.27 91-180 Days S-7-Q 18867.07 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10348.38 Day 45 Yes 453.87 91-180 Days E-1-Q 8408.44 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39117.62 Day 45 No 91.23 7-30 Days E-2-Q 42363.72 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22660.26 Day 45 Yes 2132.57 7-30 Days IG-1-Q 26112.95 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35994.88 Day 45 Yes 1736.88 31-90 Days IG-2-Q 36736.34 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32629.20 Day 45 Yes 2820.50 31-90 Days C-1 28845.58 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15391.15 Day 45 Yes 1406.82 <7 Days CB-4 12545.33 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7803.83 Day 45 Yes 131.32 <7 Days E-10 6606.72 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20037.60 Day 45 Yes 857.72 91-180 Days E-3 18861.82 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9285.26 Day 45 Yes 159.93 <7 Days E-4 9242.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37747.52 Day 45 Yes 1563.99 <7 Days E-5 43431.97 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6242.81 Day 45 No 300.35 7-30 Days E-6 5961.85 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29403.20 Day 45 No 509.13 7-30 Days E-7 27499.39 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38329.56 Day 45 Yes 765.10 <7 Days E-8 36784.10 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33543.18 Day 45 Yes 3315.06 31-90 Days E-9 33438.93 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23370.18 Day 45 No 1953.78 <7 Days G-4 24298.37 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31424.57 Day 45 No 482.08 91-180 Days IG-3 27717.37 Full No Treasury