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 2705.33 83 - 90 Days No 223.16 <7 Days A-3 2722.83 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 95.16 83 - 90 Days No 8.48 31-90 Days A-4 86.35 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 20681.32 83 - 90 Days Yes 2040.67 31-90 Days A-5 19910.63 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33913.88 83 - 90 Days Yes 1739.62 31-90 Days CB-1 29392.26 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34024.66 83 - 90 Days No 1130.70 <7 Days CB-2 39222.41 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40086.62 83 - 90 Days Yes 39.34 91-180 Days CB-3 44472.20 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38199.65 83 - 90 Days Yes 3191.28 <7 Days E-1 41291.86 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17347.35 83 - 90 Days Yes 800.69 91-180 Days E-2 15124.05 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 13065.74 83 - 90 Days Yes 1304.13 91-180 Days G-1 12684.17 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39129.67 83 - 90 Days Yes 760.71 31-90 Days G-2 38323.60 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32732.57 83 - 90 Days No 1176.67 91-180 Days G-3 35971.94 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21043.96 83 - 90 Days No 1848.60 <7 Days IG-1 24837.07 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7331.38 83 - 90 Days Yes 615.60 <7 Days IG-2 7249.57 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34514.91 83 - 90 Days Yes 1547.39 31-90 Days S-1 33915.21 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35548.91 83 - 90 Days Yes 3311.52 <7 Days S-2 34717.62 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20475.96 83 - 90 Days No 952.84 <7 Days S-3 19267.41 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4407.99 83 - 90 Days No 123.75 31-90 Days S-4 3777.42 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20076.39 83 - 90 Days No 44.41 <7 Days S-5 21707.17 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19353.86 83 - 90 Days No 139.38 7-30 Days S-6 22095.01 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37987.64 83 - 90 Days Yes 3494.15 <7 Days S-7 35465.15 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 11641.57 91 - 120 Days No 293.90 7-30 Days A-0-Q 13907.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31648.53 91 - 120 Days No 2196.81 <7 Days A-1-Q 26368.80 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11532.48 91 - 120 Days No 920.34 31-90 Days A-2-Q 12112.87 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 42592.37 91 - 120 Days No 830.04 31-90 Days A-3-Q 50871.24 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13639.89 91 - 120 Days No 58.87 31-90 Days A-4-Q 13953.19 Partial No Treasury