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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26732.35 >2 Yr <= 3 Yr No 866.50 91-180 Days N-5 30542.88 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28387.92 >2 Yr <= 3 Yr No 2819.70 31-90 Days N-6 33621.99 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37824.63 >2 Yr <= 3 Yr No 2581.10 <7 Days N-7 36069.76 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9254.89 >2 Yr <= 3 Yr No 630.25 31-90 Days P-1 10619.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14185.06 >2 Yr <= 3 Yr Yes 363.94 <7 Days P-2 14612.35 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27014.97 >2 Yr <= 3 Yr Yes 1268.60 31-90 Days S-8 30441.65 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21323.39 >2 Yr <= 3 Yr No 128.91 <7 Days Y-1 18518.28 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33697.21 >2 Yr <= 3 Yr No 737.40 <7 Days Y-2 36094.46 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16548.78 >2 Yr <= 3 Yr No 1488.52 31-90 Days Y-3 19536.09 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 26459.45 >2 Yr <= 3 Yr Yes 832.59 31-90 Days Y-4 25045.89 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27677.92 >2 Yr <= 3 Yr No 1447.88 7-30 Days Z-1 27057.22 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31748.30 >2 Yr <= 3 Yr No 836.89 31-90 Days A-2 37503.41 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 11163.01 >2 Yr <= 3 Yr Yes 816.19 7-30 Days A-3 13308.70 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13933.72 >2 Yr <= 3 Yr No 976.36 <7 Days A-4 13460.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32762.73 >2 Yr <= 3 Yr No 1180.57 31-90 Days A-5 32953.61 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37293.08 >2 Yr <= 3 Yr Yes 2821.02 <7 Days CB-1 42030.51 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 33063.22 >2 Yr <= 3 Yr No 828.83 7-30 Days CB-2 38662.36 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15352.49 >2 Yr <= 3 Yr No 383.41 31-90 Days CB-3 15731.27 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9783.03 >2 Yr <= 3 Yr Yes 305.43 31-90 Days E-1 10640.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 25647.05 >2 Yr <= 3 Yr Yes 164.97 <7 Days E-2 20932.93 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2400.05 >2 Yr <= 3 Yr Yes 223.29 91-180 Days G-1 2809.72 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21935.41 >2 Yr <= 3 Yr No 33.09 31-90 Days G-2 22955.23 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1125.98 >2 Yr <= 3 Yr Yes 9.23 <7 Days G-3 1207.03 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2107.01 >2 Yr <= 3 Yr Yes 9.42 31-90 Days IG-1 1861.91 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3022.07 >2 Yr <= 3 Yr Yes 106.56 7-30 Days IG-2 2588.63 Full Yes Liberty Capital Markets Inc. Capital Markets