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 20823.41 68 - 74 Days Yes 527.15 <7 Days CB-1 21276.84 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32318.84 68 - 74 Days Yes 2845.46 <7 Days CB-2 29581.04 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19368.47 68 - 74 Days Yes 1197.27 91-180 Days CB-3 17851.45 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18396.28 68 - 74 Days Yes 362.94 7-30 Days E-1 18967.20 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21643.29 68 - 74 Days Yes 72.53 7-30 Days E-2 23854.30 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30020.38 68 - 74 Days Yes 1238.19 7-30 Days G-1 29570.44 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30335.39 68 - 74 Days No 707.75 31-90 Days G-2 25328.64 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22850.72 68 - 74 Days Yes 1756.52 <7 Days G-3 24220.64 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37052.02 68 - 74 Days No 1983.65 <7 Days IG-1 43725.41 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14393.24 68 - 74 Days Yes 911.08 91-180 Days IG-2 16966.90 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39133.21 68 - 74 Days Yes 2067.41 31-90 Days S-1 42260.32 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42039.83 68 - 74 Days Yes 2395.72 <7 Days S-2 46261.25 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25079.58 68 - 74 Days Yes 2426.28 <7 Days S-3 24662.06 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29033.86 68 - 74 Days No 2643.81 <7 Days S-4 31019.66 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30036.97 68 - 74 Days No 1266.07 <7 Days S-5 31783.16 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8147.61 68 - 74 Days No 585.64 <7 Days S-6 9108.34 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12665.07 68 - 74 Days Yes 1164.11 7-30 Days S-7 14662.22 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 24080.92 75 - 82 Days No 2383.89 7-30 Days A-0-Q 21051.02 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25478.23 75 - 82 Days No 2084.66 91-180 Days A-1-Q 29931.16 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17568.98 75 - 82 Days Yes 926.87 7-30 Days A-2-Q 16450.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12519.56 75 - 82 Days No 782.03 7-30 Days A-3-Q 11342.80 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33360.96 75 - 82 Days Yes 1250.32 91-180 Days A-4-Q 28026.03 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8344.84 75 - 82 Days No 510.79 91-180 Days A-5-Q 7818.32 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14818.34 75 - 82 Days No 928.83 7-30 Days CB-1-Q 16414.25 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28657.85 75 - 82 Days Yes 1479.21 <7 Days CB-2-Q 28851.10 None Yes Liberty Wealth Management LLC Capital Markets