Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40626.71 >= 1 Yr <= 2 Yr No 1744.43 91-180 Days E-1-Q 42009.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25741.73 >= 1 Yr <= 2 Yr Yes 1234.67 <7 Days E-2-Q 22314.93 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 15044.97 >= 1 Yr <= 2 Yr No 169.05 <7 Days IG-1-Q 14638.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14491.63 >= 1 Yr <= 2 Yr No 1267.34 31-90 Days IG-2-Q 14244.04 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28934.90 >= 1 Yr <= 2 Yr No 587.96 91-180 Days C-1 25828.65 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 30443.38 >= 1 Yr <= 2 Yr No 980.70 <7 Days CB-4 25428.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36905.04 >= 1 Yr <= 2 Yr Yes 2887.05 91-180 Days E-10 39846.13 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36997.64 >= 1 Yr <= 2 Yr No 361.20 <7 Days E-3 37805.85 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22610.80 >= 1 Yr <= 2 Yr Yes 155.11 91-180 Days E-4 18972.36 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15443.27 >= 1 Yr <= 2 Yr Yes 679.44 <7 Days E-5 13726.78 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 453.24 >= 1 Yr <= 2 Yr No 2.13 7-30 Days E-6 452.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 34509.76 >= 1 Yr <= 2 Yr Yes 3253.19 31-90 Days E-7 38262.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37943.20 >= 1 Yr <= 2 Yr No 1242.65 91-180 Days E-8 42676.93 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14111.29 >= 1 Yr <= 2 Yr No 1235.65 91-180 Days E-9 16275.01 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16524.69 >= 1 Yr <= 2 Yr Yes 352.92 91-180 Days G-4 13581.40 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 4878.04 >= 1 Yr <= 2 Yr Yes 314.07 31-90 Days IG-3 4726.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9403.29 >= 1 Yr <= 2 Yr No 697.65 7-30 Days IG-4 7723.77 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37881.65 >= 1 Yr <= 2 Yr Yes 809.28 31-90 Days IG-5 33224.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17641.94 >= 1 Yr <= 2 Yr No 1192.26 <7 Days IG-6 20761.74 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 1754.73 >= 1 Yr <= 2 Yr Yes 23.10 7-30 Days IG-7 1502.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25895.29 >= 1 Yr <= 2 Yr No 1188.27 31-90 Days IG-8 23876.06 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41956.13 >= 1 Yr <= 2 Yr No 2771.30 31-90 Days L-1 41798.24 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 9896.72 >= 1 Yr <= 2 Yr No 505.79 <7 Days L-10 11603.51 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35891.90 >= 1 Yr <= 2 Yr No 3317.57 <7 Days L-11 40172.56 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43589.42 >= 1 Yr <= 2 Yr No 664.97 7-30 Days L-2 36320.32 Full Yes Liberty International Finance Ltd. Wholesale Lending