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 40163.14 121 - 150 Days Yes 825.82 7-30 Days IG-5 34618.13 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 740.62 121 - 150 Days No 22.34 91-180 Days IG-6 718.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 8233.23 121 - 150 Days No 102.02 <7 Days IG-7 8455.90 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 31003.78 121 - 150 Days Yes 22.04 31-90 Days IG-8 27007.92 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 40753.77 121 - 150 Days Yes 3453.74 7-30 Days L-1 47107.12 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 3442.85 121 - 150 Days Yes 238.64 <7 Days L-10 3471.82 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 5300.48 121 - 150 Days No 195.01 31-90 Days L-11 6057.35 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 36241.62 121 - 150 Days No 2399.88 <7 Days L-2 36483.21 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 35885.81 121 - 150 Days No 487.89 31-90 Days L-3 38573.03 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 26602.85 121 - 150 Days No 2045.28 91-180 Days L-4 29234.76 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 43301.32 121 - 150 Days Yes 1808.96 <7 Days L-5 48071.30 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 31708.43 121 - 150 Days Yes 679.38 7-30 Days L-6 28243.59 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 22210.15 121 - 150 Days No 1258.85 7-30 Days L-7 19482.87 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 34024.49 121 - 150 Days No 1728.68 <7 Days L-8 31161.71 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 38050.12 121 - 150 Days No 2514.02 91-180 Days L-9 37047.13 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 33231.28 121 - 150 Days Yes 248.69 91-180 Days LC-1 31802.02 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 17525.91 121 - 150 Days Yes 757.73 91-180 Days LC-2 16410.54 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 36118.90 121 - 150 Days No 127.61 91-180 Days N-1 30230.21 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 43598.20 121 - 150 Days No 2007.05 31-90 Days N-2 45725.72 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 13862.54 121 - 150 Days No 958.39 7-30 Days N-3 15704.47 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 13323.26 121 - 150 Days No 61.49 <7 Days N-4 13609.37 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 35923.91 121 - 150 Days No 3550.66 31-90 Days N-5 31089.91 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 2782.46 121 - 150 Days Yes 175.96 31-90 Days N-6 2276.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 11887.27 121 - 150 Days Yes 1050.45 31-90 Days N-7 9668.29 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 23763.01 121 - 150 Days Yes 2078.13 31-90 Days P-1 19138.49 Full No Trading