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 31705.22 >= 1 Yr <= 2 Yr No 1.85 31-90 Days L-3 34930.19 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 14358.22 >= 1 Yr <= 2 Yr No 1353.15 31-90 Days L-4 13497.02 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 43724.34 >= 1 Yr <= 2 Yr Yes 2023.85 31-90 Days L-5 38049.38 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33840.16 >= 1 Yr <= 2 Yr Yes 856.48 7-30 Days L-6 31106.89 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29293.75 >= 1 Yr <= 2 Yr Yes 1662.77 31-90 Days L-7 24055.22 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 42500.55 >= 1 Yr <= 2 Yr Yes 1944.54 31-90 Days L-8 39984.28 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 27248.63 >= 1 Yr <= 2 Yr No 779.15 <7 Days L-9 23123.07 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 15970.10 >= 1 Yr <= 2 Yr No 910.34 31-90 Days LC-1 12884.69 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8397.36 >= 1 Yr <= 2 Yr No 173.20 7-30 Days LC-2 8717.14 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 37750.66 >= 1 Yr <= 2 Yr Yes 1526.96 31-90 Days N-1 37084.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 17070.24 >= 1 Yr <= 2 Yr No 681.39 91-180 Days N-2 15783.91 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 33994.43 >= 1 Yr <= 2 Yr Yes 457.42 91-180 Days N-3 40237.52 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 41012.25 >= 1 Yr <= 2 Yr No 1397.90 7-30 Days N-4 41914.26 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 9712.81 >= 1 Yr <= 2 Yr Yes 468.89 31-90 Days N-5 11154.01 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 10037.41 >= 1 Yr <= 2 Yr No 142.20 91-180 Days N-6 9076.51 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 8443.51 >= 1 Yr <= 2 Yr No 213.70 91-180 Days N-7 7902.13 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39406.74 >= 1 Yr <= 2 Yr Yes 2686.12 31-90 Days P-1 37928.65 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 21585.37 >= 1 Yr <= 2 Yr Yes 1576.73 91-180 Days P-2 25519.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 40343.13 >= 1 Yr <= 2 Yr No 2015.76 <7 Days S-8 45704.16 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 43708.67 >= 1 Yr <= 2 Yr Yes 2608.27 31-90 Days Y-1 46834.20 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 39503.88 >= 1 Yr <= 2 Yr No 2447.07 7-30 Days Y-2 41466.03 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 36630.86 >= 1 Yr <= 2 Yr Yes 2020.63 7-30 Days Y-3 41024.70 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 17174.97 >= 1 Yr <= 2 Yr No 549.09 <7 Days Y-4 14131.19 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 29713.76 >= 1 Yr <= 2 Yr No 1983.74 31-90 Days Z-1 33916.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail Yes 31338.62 >= 1 Yr <= 2 Yr No 2388.27 91-180 Days A-2 33378.45 Full No Trading