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 5716.52 61 - 67 Days Yes 98.52 7-30 Days P-2 6681.39 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20296.53 61 - 67 Days No 1506.69 7-30 Days S-8 17565.92 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36399.42 61 - 67 Days Yes 419.50 31-90 Days Y-1 40312.42 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27935.20 61 - 67 Days No 36.52 <7 Days Y-2 22934.52 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25562.29 61 - 67 Days Yes 2338.16 7-30 Days Y-3 26976.01 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29967.36 61 - 67 Days No 2341.30 7-30 Days Y-4 29694.58 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6782.58 61 - 67 Days Yes 627.60 <7 Days Z-1 8071.26 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 10037.71 61 - 67 Days Yes 277.88 91-180 Days A-2 8357.85 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 277.29 61 - 67 Days No 2.29 7-30 Days A-3 281.72 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6590.18 61 - 67 Days No 654.25 31-90 Days A-4 5781.72 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7877.67 61 - 67 Days Yes 321.32 31-90 Days A-5 7070.63 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 32046.51 61 - 67 Days Yes 2313.40 31-90 Days CB-1 34860.07 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42392.75 61 - 67 Days No 3144.18 31-90 Days CB-2 40484.05 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7606.31 61 - 67 Days Yes 114.07 7-30 Days CB-3 8234.24 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28622.50 61 - 67 Days Yes 2046.83 31-90 Days E-1 33622.77 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 681.62 61 - 67 Days No 61.17 31-90 Days E-2 787.09 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34092.95 61 - 67 Days No 1823.70 31-90 Days G-1 33244.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7001.24 61 - 67 Days Yes 34.84 31-90 Days G-2 8146.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36119.02 61 - 67 Days No 1346.54 <7 Days G-3 42874.75 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20364.67 61 - 67 Days Yes 343.40 7-30 Days IG-1 18412.40 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40064.12 61 - 67 Days Yes 2298.02 31-90 Days IG-2 33239.95 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38680.97 61 - 67 Days Yes 2570.01 31-90 Days S-1 39630.65 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11308.49 61 - 67 Days No 1090.95 31-90 Days S-2 12237.15 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9093.52 61 - 67 Days Yes 150.09 91-180 Days S-3 9798.82 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20180.08 61 - 67 Days No 1850.02 31-90 Days S-4 20913.72 Partial Yes Liberty Wealth Management LLC Wholesale Lending