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 23626.10 Day 52 Yes 1814.16 <7 Days S-8 26799.41 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24320.34 Day 52 Yes 608.29 31-90 Days Y-1 25430.13 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37812.80 Day 52 No 842.91 <7 Days Y-2 30786.24 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34267.06 Day 52 No 86.60 7-30 Days Y-3 39171.35 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27124.38 Day 52 Yes 2262.37 7-30 Days Y-4 31835.80 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27775.54 Day 52 No 692.02 31-90 Days Z-1 28864.68 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36513.55 Day 52 No 954.82 7-30 Days A-2 34003.17 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17990.19 Day 52 Yes 360.76 7-30 Days A-3 19564.95 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42729.81 Day 52 Yes 3242.69 <7 Days A-4 38385.53 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1249.24 Day 52 No 19.16 7-30 Days A-5 1002.60 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4327.14 Day 52 Yes 230.35 <7 Days CB-1 3970.28 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5286.70 Day 52 No 20.88 7-30 Days CB-2 4664.13 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40206.35 Day 52 No 3.17 <7 Days CB-3 33597.44 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5673.64 Day 52 Yes 138.40 <7 Days E-1 4895.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2124.43 Day 52 No 137.93 91-180 Days E-2 2469.48 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26921.47 Day 52 Yes 1210.67 91-180 Days G-1 24486.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27371.98 Day 52 Yes 1589.35 31-90 Days G-2 26239.60 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 18770.39 Day 52 Yes 895.20 91-180 Days G-3 16265.90 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17394.45 Day 52 Yes 431.58 91-180 Days IG-1 20304.04 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12028.16 Day 52 Yes 857.58 <7 Days IG-2 13165.37 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 7460.16 Day 52 No 510.95 91-180 Days S-1 6088.49 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28217.90 Day 52 Yes 842.17 <7 Days S-2 28724.24 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15868.03 Day 52 Yes 995.90 <7 Days S-3 15159.86 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35483.80 Day 52 Yes 1069.18 <7 Days S-4 40887.08 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26465.94 Day 52 No 225.39 31-90 Days S-5 23216.68 Partial Yes Liberty International Finance Ltd. Wholesale Lending