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 22061.04 Day 56 No 750.67 7-30 Days IG-2 24450.87 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30296.81 Day 56 No 1770.46 31-90 Days S-1 25134.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8881.82 Day 56 Yes 567.08 7-30 Days S-2 7109.76 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 44131.66 Day 56 No 893.29 7-30 Days S-3 43174.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32302.32 Day 56 Yes 2473.71 31-90 Days S-4 32368.62 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 20145.45 Day 56 Yes 1310.60 7-30 Days S-5 23652.07 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16819.82 Day 56 No 166.30 <7 Days S-6 19683.64 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38364.18 Day 56 No 1064.89 7-30 Days S-7 38690.24 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26476.81 Day 57 No 2412.13 91-180 Days A-0-Q 22742.21 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5640.65 Day 57 No 355.11 <7 Days A-1-Q 4952.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43248.59 Day 57 Yes 2320.91 7-30 Days A-2-Q 44687.42 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6621.86 Day 57 No 494.41 <7 Days A-3-Q 7158.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21221.97 Day 57 No 690.47 <7 Days A-4-Q 21725.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13080.14 Day 57 Yes 313.47 <7 Days A-5-Q 13489.05 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3790.54 Day 57 Yes 100.73 91-180 Days CB-1-Q 3392.08 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33292.65 Day 57 Yes 214.43 31-90 Days CB-2-Q 31534.31 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41322.37 Day 57 Yes 2514.48 91-180 Days S-1-Q 46681.45 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 16602.21 Day 57 Yes 1173.05 91-180 Days S-2-Q 18393.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39941.53 Day 57 Yes 995.75 31-90 Days S-3-Q 41382.44 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39985.28 Day 57 Yes 3951.38 31-90 Days S-4-Q 41182.04 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37833.35 Day 57 No 2591.29 91-180 Days CB-3-Q 39044.43 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34780.42 Day 57 No 555.13 91-180 Days G-1-Q 37716.19 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38858.47 Day 57 Yes 2473.72 7-30 Days G-2-Q 46160.90 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35168.57 Day 57 No 3164.40 <7 Days G-3-Q 40614.79 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 40306.03 Day 57 Yes 1261.03 31-90 Days S-5-Q 41443.13 Full Yes Liberty Capital Markets Inc. Investment Banking