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 38813.65 Day 25 Yes 2877.15 7-30 Days Y-3 43685.17 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35759.16 Day 25 No 2363.90 31-90 Days Y-4 36028.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6705.78 Day 25 No 482.14 7-30 Days Z-1 6189.84 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3528.69 Day 25 No 317.10 7-30 Days A-2 3729.91 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 12360.06 Day 25 Yes 508.41 <7 Days A-3 10125.85 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 31856.88 Day 25 No 2453.26 7-30 Days A-4 25846.31 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22066.67 Day 25 Yes 1872.22 91-180 Days A-5 26429.29 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3399.96 Day 25 Yes 308.41 <7 Days CB-1 3986.40 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 19626.87 Day 25 Yes 1232.37 7-30 Days CB-2 16802.13 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16425.72 Day 25 No 464.10 91-180 Days CB-3 13875.17 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24460.62 Day 25 No 1364.93 7-30 Days E-1 28255.97 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6529.32 Day 25 No 220.94 <7 Days E-2 7072.48 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36834.20 Day 25 Yes 957.54 7-30 Days G-1 43180.07 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 6933.85 Day 25 No 603.28 <7 Days G-2 8185.25 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6012.34 Day 25 Yes 28.45 <7 Days G-3 6030.85 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6467.07 Day 25 No 114.82 91-180 Days IG-1 6998.61 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30401.34 Day 25 Yes 2262.54 31-90 Days IG-2 29476.87 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41143.35 Day 25 No 4023.08 91-180 Days S-1 40775.50 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23876.92 Day 25 No 2129.74 7-30 Days S-2 24628.66 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10501.37 Day 25 Yes 449.42 7-30 Days S-3 11905.05 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 292.20 Day 25 Yes 21.83 <7 Days S-4 260.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28815.23 Day 25 Yes 204.89 91-180 Days S-5 27852.48 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 542.22 Day 25 No 20.04 7-30 Days S-6 553.09 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30993.95 Day 25 Yes 1254.85 <7 Days S-7 27238.54 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1853.05 Day 26 No 0.46 91-180 Days A-0-Q 2042.66 Full Yes Liberty Wealth Management LLC Wholesale Lending