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
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Broker-Dealer Yes 34257989097.09 <1 Year Yes 8678938899.21 31-90 Days Other ABS Collateral 4461232477.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7308.32 Open Yes 462.93 7-30 Days A-0-Q 5976.64 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 11405.07 Open Yes 1075.49 91-180 Days A-1-Q 9963.41 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 3414.59 Open No 137.32 31-90 Days A-2-Q 3184.73 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1458.46 Open No 41.11 <7 Days A-3-Q 1464.46 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1365.15 Open Yes 110.80 91-180 Days A-4-Q 1475.73 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 23197.18 Open Yes 1570.47 <7 Days A-5-Q 24780.69 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34743.28 Open No 2070.93 7-30 Days CB-1-Q 32603.86 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9324.90 Open Yes 453.26 31-90 Days CB-2-Q 8972.29 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22429.80 Open No 11.38 91-180 Days S-1-Q 20492.45 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 33020.94 Open No 1727.87 31-90 Days S-2-Q 36517.22 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 2306.70 Open No 37.08 7-30 Days S-3-Q 2355.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35438.69 Open Yes 2577.51 <7 Days S-4-Q 39677.59 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31610.76 Open No 3130.44 7-30 Days CB-3-Q 36397.63 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 37019.69 Open Yes 916.81 <7 Days G-1-Q 30877.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17999.42 Open No 819.28 7-30 Days G-2-Q 18227.39 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8805.40 Open Yes 22.82 <7 Days G-3-Q 7516.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 5818.84 Open Yes 557.18 7-30 Days S-5-Q 6089.70 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37680.31 Open Yes 1782.67 31-90 Days S-6-Q 30473.61 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26787.87 Open Yes 116.15 91-180 Days S-7-Q 24212.58 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34546.69 Open Yes 3231.06 91-180 Days E-1-Q 37694.26 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42728.92 Open Yes 2468.29 91-180 Days E-2-Q 34263.36 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12102.43 Open Yes 731.89 7-30 Days IG-1-Q 11850.75 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11395.57 Open No 805.75 31-90 Days IG-2-Q 13283.53 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 16494.01 Open Yes 1110.55 31-90 Days C-1 18454.30 Full Yes Liberty International Finance Ltd. Wholesale Lending