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 4770.39 Day 1 Yes 274.81 7-30 Days P-1 4471.44 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39667.25 Day 1 Yes 3134.51 31-90 Days P-2 36222.36 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31319.52 Day 1 Yes 942.01 <7 Days S-8 36970.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39117.02 Day 1 Yes 3093.96 91-180 Days Y-1 37735.10 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1042.81 Day 1 Yes 55.83 31-90 Days Y-2 873.83 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 18245.31 Day 1 No 51.46 91-180 Days Y-3 15255.50 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42582.80 Day 1 Yes 2784.70 <7 Days Y-4 44202.26 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 3850.29 Day 1 No 351.61 7-30 Days Z-1 4364.80 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23776.95 Day 1 No 1429.78 91-180 Days A-2 25057.14 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39875.28 Day 1 No 93.43 31-90 Days A-3 41620.83 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 29286.51 Day 1 Yes 110.00 <7 Days A-4 31203.12 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22839.91 Day 1 No 1969.97 7-30 Days A-5 26437.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 42655.70 Day 1 No 1437.53 7-30 Days CB-1 42736.85 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24272.14 Day 1 No 635.97 31-90 Days CB-2 24952.32 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 11168.36 Day 1 Yes 158.82 91-180 Days CB-3 9692.11 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40613.87 Day 1 Yes 2766.14 31-90 Days E-1 43407.24 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 20932.65 Day 1 Yes 1736.73 91-180 Days E-2 17250.06 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 36155.10 Day 1 No 1947.44 91-180 Days G-1 28942.00 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 25840.76 Day 1 No 2497.35 31-90 Days G-2 23728.15 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 26479.32 Day 1 Yes 2383.26 31-90 Days G-3 23265.50 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12475.57 Day 1 Yes 24.30 7-30 Days IG-1 12973.19 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 25583.09 Day 1 Yes 1380.43 7-30 Days IG-2 28746.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15358.16 Day 1 Yes 742.44 91-180 Days S-1 16707.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 22071.52 Day 1 No 1811.91 91-180 Days S-2 25969.94 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28675.06 Day 1 Yes 1677.97 7-30 Days S-3 25689.40 Full Yes Liberty Mortgage Services Corp. Wholesale Lending