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 No 35093.47 >3 Yr <= 4 Yr No 1175.83 31-90 Days S-7-Q 32598.71 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25491.96 >3 Yr <= 4 Yr Yes 1940.93 91-180 Days E-1-Q 21419.81 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1640.79 >3 Yr <= 4 Yr No 46.29 7-30 Days E-2-Q 1518.71 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 31331.96 >3 Yr <= 4 Yr No 1201.69 31-90 Days IG-1-Q 27879.08 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 5762.51 >3 Yr <= 4 Yr No 404.32 31-90 Days IG-2-Q 6186.71 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 27288.68 >3 Yr <= 4 Yr No 868.25 91-180 Days C-1 30271.07 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 40473.23 >3 Yr <= 4 Yr No 91.40 7-30 Days CB-4 46603.78 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22658.53 >3 Yr <= 4 Yr Yes 1312.66 91-180 Days E-10 21616.59 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36843.08 >3 Yr <= 4 Yr Yes 251.34 31-90 Days E-3 31426.40 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43696.37 >3 Yr <= 4 Yr No 4012.25 31-90 Days E-4 50340.02 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10034.37 >3 Yr <= 4 Yr Yes 380.18 91-180 Days E-5 10402.35 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 25720.01 >3 Yr <= 4 Yr Yes 1136.06 31-90 Days E-6 22080.04 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 21259.25 >3 Yr <= 4 Yr Yes 967.77 31-90 Days E-7 21971.04 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 37738.27 >3 Yr <= 4 Yr No 2063.84 31-90 Days E-8 42787.94 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5348.33 >3 Yr <= 4 Yr Yes 172.30 91-180 Days E-9 6165.28 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14345.99 >3 Yr <= 4 Yr No 826.66 7-30 Days G-4 13864.74 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14207.35 >3 Yr <= 4 Yr Yes 315.33 7-30 Days IG-3 13782.52 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 39366.35 >3 Yr <= 4 Yr No 1799.93 31-90 Days IG-4 40702.61 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38780.97 >3 Yr <= 4 Yr Yes 1348.37 91-180 Days IG-5 41583.62 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3667.66 >3 Yr <= 4 Yr Yes 35.37 7-30 Days IG-6 3680.51 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 12060.54 >3 Yr <= 4 Yr No 931.51 91-180 Days IG-7 11335.33 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30891.41 >3 Yr <= 4 Yr Yes 1532.28 31-90 Days IG-8 36093.16 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 16640.62 >3 Yr <= 4 Yr No 1225.13 91-180 Days L-1 14855.68 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6603.29 >3 Yr <= 4 Yr Yes 275.05 31-90 Days L-10 7080.47 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 22081.10 >3 Yr <= 4 Yr No 1275.42 7-30 Days L-11 23194.58 Full Yes Liberty Capital Markets Inc. Trading