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 Yes 14421.40 Day 29 No 425.00 <7 Days N-7 14379.73 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14622.66 Day 29 No 568.38 <7 Days P-1 13912.20 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35025.73 Day 29 No 1294.72 31-90 Days P-2 41617.73 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4517.17 Day 29 No 214.03 91-180 Days S-8 4672.52 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6396.84 Day 29 No 336.57 91-180 Days Y-1 5476.02 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26446.92 Day 29 No 1548.16 91-180 Days Y-2 25922.80 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14226.65 Day 29 Yes 881.56 <7 Days Y-3 11980.79 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 11122.72 Day 29 Yes 255.10 31-90 Days Y-4 10398.73 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3033.85 Day 29 No 255.66 31-90 Days Z-1 2953.21 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32658.08 Day 29 Yes 1497.49 31-90 Days A-2 32236.28 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29660.93 Day 29 No 1686.60 <7 Days A-3 26960.02 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3336.10 Day 29 No 107.55 91-180 Days A-4 3596.67 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43474.75 Day 29 Yes 3838.01 31-90 Days A-5 45443.78 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26447.10 Day 29 No 378.30 <7 Days CB-1 30414.54 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34984.76 Day 29 No 1862.34 <7 Days CB-2 33514.86 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10591.79 Day 29 Yes 47.88 <7 Days CB-3 12132.42 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4892.15 Day 29 Yes 141.53 <7 Days E-1 4375.12 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32650.86 Day 29 No 2333.84 91-180 Days E-2 29960.52 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 36377.11 Day 29 No 2855.33 <7 Days G-1 34362.17 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28386.44 Day 29 Yes 1333.20 91-180 Days G-2 26225.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36729.75 Day 29 No 1335.30 7-30 Days G-3 29987.35 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28921.45 Day 29 Yes 2193.11 <7 Days IG-1 31752.97 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25479.70 Day 29 No 1193.96 <7 Days IG-2 27668.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27753.83 Day 29 Yes 2208.95 7-30 Days S-1 25423.88 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 22080.91 Day 29 No 320.50 7-30 Days S-2 21692.79 Partial Yes Liberty Mortgage Services Corp. Investment Banking