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 21598.96 121 - 150 Days Yes 2149.03 <7 Days A-2-Q 21514.44 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 42743.48 121 - 150 Days No 2133.30 7-30 Days A-3-Q 42111.08 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 41382.00 121 - 150 Days No 3126.95 <7 Days A-4-Q 33576.50 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18805.30 121 - 150 Days Yes 1619.96 91-180 Days A-5-Q 18737.25 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19410.74 121 - 150 Days Yes 814.62 7-30 Days CB-1-Q 19407.50 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14361.21 121 - 150 Days No 668.74 <7 Days CB-2-Q 13675.39 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7494.71 121 - 150 Days No 478.48 91-180 Days S-1-Q 8728.70 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40993.02 121 - 150 Days Yes 3303.78 91-180 Days S-2-Q 45606.98 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26857.26 121 - 150 Days No 1502.39 7-30 Days S-3-Q 25840.01 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 249.75 121 - 150 Days Yes 14.53 91-180 Days S-4-Q 233.28 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 523.12 121 - 150 Days No 47.33 7-30 Days CB-3-Q 426.22 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 33873.87 121 - 150 Days No 883.45 91-180 Days G-1-Q 32240.09 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 1733.71 121 - 150 Days No 6.03 <7 Days G-2-Q 1681.39 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3452.45 121 - 150 Days Yes 93.18 91-180 Days G-3-Q 3335.57 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 10041.60 121 - 150 Days Yes 163.63 31-90 Days S-5-Q 8237.86 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18601.96 121 - 150 Days Yes 565.95 <7 Days S-6-Q 20463.02 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5039.54 121 - 150 Days Yes 177.54 91-180 Days S-7-Q 5461.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 7687.49 121 - 150 Days No 327.25 <7 Days E-1-Q 7761.56 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 23200.24 121 - 150 Days No 408.00 91-180 Days E-2-Q 24271.26 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4270.59 121 - 150 Days Yes 341.22 31-90 Days IG-1-Q 4438.95 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 2601.42 121 - 150 Days Yes 249.90 91-180 Days IG-2-Q 2729.41 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 3985.56 121 - 150 Days No 184.53 7-30 Days C-1 4461.45 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 31733.22 121 - 150 Days Yes 81.03 31-90 Days CB-4 30237.99 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 34185.14 121 - 150 Days Yes 2045.24 <7 Days E-10 32349.42 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 13426.36 121 - 150 Days No 182.31 91-180 Days E-3 15105.14 None No Capital Markets