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 2149.88 121 - 150 Days No 43.86 31-90 Days A-0-Q 2464.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 35158.23 121 - 150 Days Yes 343.42 31-90 Days A-1-Q 36107.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43177.34 121 - 150 Days Yes 448.01 31-90 Days A-2-Q 47022.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 34687.18 121 - 150 Days No 1366.12 7-30 Days A-3-Q 31656.61 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 23717.53 121 - 150 Days No 305.27 31-90 Days A-4-Q 25090.39 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 21321.22 121 - 150 Days No 598.20 31-90 Days A-5-Q 20689.34 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 22362.04 121 - 150 Days Yes 1348.43 91-180 Days CB-1-Q 23033.48 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39569.63 121 - 150 Days No 1208.06 91-180 Days CB-2-Q 33272.80 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10111.37 121 - 150 Days No 818.64 <7 Days S-1-Q 8730.65 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 14672.47 121 - 150 Days No 622.86 91-180 Days S-2-Q 12242.94 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13738.14 121 - 150 Days No 144.06 <7 Days S-3-Q 13675.01 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 19274.02 121 - 150 Days No 1841.92 <7 Days S-4-Q 22268.98 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 7367.17 121 - 150 Days No 506.95 31-90 Days CB-3-Q 6410.66 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 32905.61 121 - 150 Days Yes 2336.77 91-180 Days G-1-Q 31282.62 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 4001.90 121 - 150 Days No 161.82 31-90 Days G-2-Q 4765.42 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33938.96 121 - 150 Days Yes 602.25 <7 Days G-3-Q 28582.62 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9883.34 121 - 150 Days No 371.97 31-90 Days S-5-Q 11518.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 39413.23 121 - 150 Days Yes 1044.12 91-180 Days S-6-Q 39979.68 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10808.02 121 - 150 Days Yes 4.05 91-180 Days S-7-Q 9956.79 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 13209.19 121 - 150 Days No 1277.99 7-30 Days E-1-Q 14730.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17464.35 121 - 150 Days Yes 1334.54 31-90 Days E-2-Q 20749.63 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39058.48 121 - 150 Days No 3682.42 91-180 Days IG-1-Q 39160.67 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 38762.57 121 - 150 Days No 1351.58 7-30 Days IG-2-Q 45544.53 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41917.44 121 - 150 Days Yes 4150.42 7-30 Days C-1 42729.41 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 7070.85 121 - 150 Days Yes 571.26 <7 Days CB-4 6825.21 None Yes Liberty Wealth Management LLC Trading