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 1934.77 121 - 150 Days Yes 151.09 <7 Days Y-4 2133.98 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 42414.32 121 - 150 Days Yes 2752.16 91-180 Days Z-1 34350.42 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14389.62 121 - 150 Days Yes 720.24 31-90 Days A-2 14272.48 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22023.91 121 - 150 Days No 1629.75 31-90 Days A-3 19741.68 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37196.57 121 - 150 Days Yes 1603.08 <7 Days A-4 31593.54 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 33308.96 121 - 150 Days No 168.76 <7 Days A-5 35135.82 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3545.38 121 - 150 Days No 43.55 91-180 Days CB-1 3636.42 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2174.75 121 - 150 Days Yes 123.18 31-90 Days CB-2 2169.91 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31.84 121 - 150 Days No 3.07 <7 Days CB-3 37.39 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38063.72 121 - 150 Days Yes 1180.37 <7 Days E-1 36525.04 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15465.58 121 - 150 Days No 103.17 7-30 Days E-2 18140.63 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30187.78 121 - 150 Days Yes 1076.15 <7 Days G-1 34179.45 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26.65 121 - 150 Days No 2.56 7-30 Days G-2 30.45 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 625.19 121 - 150 Days Yes 4.69 <7 Days G-3 612.18 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 6718.34 121 - 150 Days No 262.88 91-180 Days IG-1 7889.64 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36511.21 121 - 150 Days No 49.95 7-30 Days IG-2 30789.14 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1133.30 121 - 150 Days No 42.43 91-180 Days S-1 1090.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43236.54 121 - 150 Days Yes 559.40 31-90 Days S-2 46672.54 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28284.66 121 - 150 Days No 2647.21 91-180 Days S-3 27169.96 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15065.64 121 - 150 Days Yes 882.12 <7 Days S-4 17741.79 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23660.14 121 - 150 Days Yes 1500.08 7-30 Days S-5 23641.64 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24792.88 121 - 150 Days No 1314.26 7-30 Days S-6 29261.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18426.16 121 - 150 Days No 722.80 91-180 Days S-7 15166.07 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39241.25 151 - 179 Days No 1921.69 31-90 Days A-0-Q 41609.62 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28466.73 151 - 179 Days Yes 2054.84 91-180 Days A-1-Q 25605.58 Partial Yes Liberty Capital Markets Inc. Capital Markets