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) Small Business Yes 13975.99 75 - 82 Days No 605.27 <7 Days N-1 14592.00 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 4234.31 75 - 82 Days No 2.69 7-30 Days N-2 4982.50 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 37885.39 75 - 82 Days No 2069.07 7-30 Days N-3 40742.24 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 19476.82 75 - 82 Days Yes 1527.14 7-30 Days N-4 17039.11 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 12023.75 75 - 82 Days Yes 426.38 31-90 Days N-5 13918.17 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 18899.54 75 - 82 Days No 1107.30 7-30 Days N-6 20890.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 28059.54 75 - 82 Days Yes 630.84 <7 Days N-7 23381.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 28000.48 75 - 82 Days No 1319.71 31-90 Days P-1 25168.81 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 14230.95 75 - 82 Days No 1338.93 7-30 Days P-2 12461.69 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 3999.13 75 - 82 Days Yes 279.46 91-180 Days S-8 4769.90 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 20051.79 75 - 82 Days No 491.93 <7 Days Y-1 19610.83 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 8976.29 75 - 82 Days Yes 217.45 7-30 Days Y-2 8186.34 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 3734.91 75 - 82 Days No 210.58 91-180 Days Y-3 4396.60 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 43976.99 75 - 82 Days Yes 1251.53 91-180 Days Y-4 48118.11 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 4788.72 75 - 82 Days No 198.34 <7 Days Z-1 5177.82 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 36478.70 75 - 82 Days No 1001.16 91-180 Days A-2 40385.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 39691.59 75 - 82 Days Yes 3767.10 91-180 Days A-3 46859.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 43663.26 75 - 82 Days No 2822.97 <7 Days A-4 36284.96 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 27693.48 75 - 82 Days No 1519.99 <7 Days A-5 26253.09 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 12578.69 75 - 82 Days No 48.73 7-30 Days CB-1 13421.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 38622.79 75 - 82 Days Yes 3097.07 91-180 Days CB-2 41994.27 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 3999.23 75 - 82 Days No 381.82 91-180 Days CB-3 3775.32 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 3051.41 75 - 82 Days Yes 217.85 7-30 Days E-1 3173.17 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 28688.14 75 - 82 Days No 1491.72 <7 Days E-2 33432.36 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 32755.78 75 - 82 Days Yes 2125.39 <7 Days G-1 33622.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending