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) Non-Financial Corporate Yes 18058.98 Day 1 Yes 1727.26 91-180 Days N-5 21293.33 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33393.78 Day 1 No 1037.08 <7 Days N-6 36729.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36312.62 Day 1 No 2839.68 31-90 Days N-7 35917.05 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 9415.21 Day 1 No 476.43 <7 Days P-1 9167.84 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32012.09 Day 1 No 2483.47 <7 Days P-2 32756.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41637.86 Day 1 Yes 3222.73 31-90 Days S-8 43790.30 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3843.69 Day 1 No 138.70 7-30 Days Y-1 4508.10 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 19346.80 Day 1 No 1311.85 7-30 Days Y-2 15483.16 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23341.00 Day 1 Yes 1870.13 31-90 Days Y-3 19004.79 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5834.43 Day 1 Yes 68.83 <7 Days Y-4 5377.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42717.75 Day 1 Yes 4050.90 91-180 Days Z-1 46608.23 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16194.31 Day 1 No 787.22 <7 Days A-2 17485.31 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4690.52 Day 1 No 467.32 <7 Days A-3 4486.99 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36943.33 Day 1 No 2823.74 7-30 Days A-4 42736.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39773.64 Day 1 No 2357.53 <7 Days A-5 41025.96 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41362.49 Day 1 Yes 2427.05 <7 Days CB-1 35288.89 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33346.23 Day 1 No 1907.95 7-30 Days CB-2 37247.42 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37289.71 Day 1 Yes 1234.79 31-90 Days CB-3 32075.30 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37561.02 Day 1 Yes 1106.47 31-90 Days E-1 34900.79 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 29455.42 Day 1 No 2587.06 91-180 Days E-2 24634.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4600.47 Day 1 Yes 388.88 <7 Days G-1 5429.82 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42840.86 Day 1 No 1401.30 31-90 Days G-2 41744.59 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 43184.48 Day 1 Yes 1906.87 31-90 Days G-3 38895.78 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13914.43 Day 1 No 860.97 7-30 Days IG-1 12010.81 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10138.96 Day 1 Yes 737.16 <7 Days IG-2 10110.91 None No Wholesale Lending