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 33857.13 83 - 90 Days Yes 1605.10 7-30 Days IG-1 34115.60 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21229.41 83 - 90 Days Yes 676.66 91-180 Days IG-2 21269.09 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43350.69 83 - 90 Days Yes 3305.36 91-180 Days S-1 51473.99 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24469.17 83 - 90 Days No 560.35 31-90 Days S-2 26875.74 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 3136.65 83 - 90 Days Yes 4.93 <7 Days S-3 3728.33 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30682.53 83 - 90 Days No 2457.74 <7 Days S-4 34215.80 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32499.05 83 - 90 Days No 267.93 91-180 Days S-5 27391.42 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 1410.36 83 - 90 Days No 44.53 7-30 Days S-6 1540.84 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39885.34 83 - 90 Days No 1122.31 <7 Days S-7 41190.21 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 29685.33 91 - 120 Days Yes 2401.48 <7 Days A-0-Q 27900.89 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6074.94 91 - 120 Days Yes 460.49 7-30 Days A-1-Q 6173.78 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2475.48 91 - 120 Days Yes 15.44 <7 Days A-2-Q 2688.28 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 37032.95 91 - 120 Days No 2340.46 7-30 Days A-3-Q 36337.17 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41904.19 91 - 120 Days No 764.41 31-90 Days A-4-Q 34250.76 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38587.34 91 - 120 Days No 1881.35 91-180 Days A-5-Q 32152.78 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24258.98 91 - 120 Days No 1560.33 <7 Days CB-1-Q 23757.21 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31492.26 91 - 120 Days Yes 1710.90 <7 Days CB-2-Q 35750.92 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23343.20 91 - 120 Days No 904.47 <7 Days S-1-Q 27275.66 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5079.76 91 - 120 Days Yes 507.64 31-90 Days S-2-Q 4207.04 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 29781.43 91 - 120 Days No 2720.45 91-180 Days S-3-Q 30914.20 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 24548.10 91 - 120 Days Yes 1423.72 31-90 Days S-4-Q 21287.11 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 15935.38 91 - 120 Days Yes 125.53 91-180 Days CB-3-Q 14706.50 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 43959.33 91 - 120 Days Yes 229.41 31-90 Days G-1-Q 52386.08 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8704.82 91 - 120 Days Yes 683.94 <7 Days G-2-Q 8457.25 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 11815.46 91 - 120 Days Yes 467.54 31-90 Days G-3-Q 13955.26 None Yes Liberty International Finance Ltd. Capital Markets