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 21647.32 Day 59 Yes 26.32 91-180 Days C-1 22293.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 44035.57 Day 59 Yes 2779.81 7-30 Days CB-4 44966.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 12911.63 Day 59 Yes 151.99 91-180 Days E-10 14612.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39688.75 Day 59 No 532.15 7-30 Days E-3 32365.70 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12580.08 Day 59 No 631.54 <7 Days E-4 14070.18 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 6284.05 Day 59 No 398.34 7-30 Days E-5 5080.03 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 27661.93 Day 59 No 498.33 <7 Days E-6 29889.65 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1509.80 Day 59 No 27.96 91-180 Days E-7 1698.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 38503.03 Day 59 Yes 2659.94 <7 Days E-8 41751.84 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 18673.22 Day 59 No 272.82 31-90 Days E-9 18279.34 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 5954.49 Day 59 Yes 438.53 <7 Days G-4 6965.88 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23380.22 Day 59 Yes 180.38 <7 Days IG-3 21570.46 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38347.24 Day 59 Yes 1934.29 31-90 Days IG-4 38034.41 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 41146.46 Day 59 No 3830.11 31-90 Days IG-5 45914.60 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 28292.59 Day 59 Yes 1696.83 <7 Days IG-6 32759.30 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 16202.57 Day 59 No 656.16 7-30 Days IG-7 18860.43 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 24557.73 Day 59 No 1059.28 31-90 Days IG-8 21153.29 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 30475.28 Day 59 Yes 164.88 7-30 Days L-1 27369.30 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 1350.34 Day 59 Yes 117.73 <7 Days L-10 1197.43 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 12397.52 Day 59 No 832.96 31-90 Days L-11 13012.48 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21227.47 Day 59 Yes 1118.63 91-180 Days L-2 23732.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41981.18 Day 59 No 2145.97 91-180 Days L-3 37654.22 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13180.32 Day 59 No 562.91 <7 Days L-4 12001.23 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17083.71 Day 59 No 141.14 31-90 Days L-5 14302.49 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 13961.83 Day 59 Yes 585.56 31-90 Days L-6 13152.22 None No Treasury