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 2677.66 Day 47 Yes 248.06 <7 Days CB-2-Q 2344.21 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16237.38 Day 47 No 1151.60 7-30 Days S-1-Q 17175.51 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 35172.22 Day 47 No 2682.09 31-90 Days S-2-Q 28440.15 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1530.77 Day 47 Yes 14.14 91-180 Days S-3-Q 1670.87 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13701.53 Day 47 No 505.62 31-90 Days S-4-Q 15393.54 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10881.54 Day 47 No 683.27 7-30 Days CB-3-Q 9622.08 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17446.14 Day 47 Yes 493.16 7-30 Days G-1-Q 15494.75 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8236.51 Day 47 Yes 429.02 7-30 Days G-2-Q 8731.62 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14885.55 Day 47 No 491.49 7-30 Days G-3-Q 13162.40 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43517.80 Day 47 No 673.98 31-90 Days S-5-Q 47686.32 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23264.49 Day 47 No 1369.76 31-90 Days S-6-Q 22262.20 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42490.91 Day 47 No 603.89 31-90 Days S-7-Q 36699.75 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11952.94 Day 47 Yes 167.93 31-90 Days E-1-Q 10459.43 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13168.34 Day 47 Yes 545.44 7-30 Days E-2-Q 14817.22 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3578.84 Day 47 No 56.41 <7 Days IG-1-Q 3432.69 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20837.94 Day 47 Yes 946.78 7-30 Days IG-2-Q 18862.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8242.47 Day 47 Yes 791.75 <7 Days C-1 8858.90 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13755.86 Day 47 Yes 289.22 91-180 Days CB-4 14435.24 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25629.85 Day 47 No 268.80 91-180 Days E-10 28845.08 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1885.53 Day 47 Yes 90.80 31-90 Days E-3 2216.42 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11390.63 Day 47 Yes 292.99 7-30 Days E-4 10376.28 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7266.46 Day 47 Yes 484.38 <7 Days E-5 6730.06 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15888.50 Day 47 Yes 1517.66 31-90 Days E-6 15921.72 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39315.88 Day 47 Yes 1713.50 7-30 Days E-7 36890.38 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 9803.71 Day 47 No 20.42 <7 Days E-8 8329.79 None Yes Liberty Mortgage Services Corp. Trading