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 No 37629.01 Day 3 No 1167.63 31-90 Days N-2 37772.90 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 11215.64 Day 3 Yes 965.12 31-90 Days N-3 9677.56 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 8812.88 Day 3 Yes 283.00 <7 Days N-4 8629.76 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28373.29 Day 3 Yes 2483.71 31-90 Days N-5 32889.14 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 18570.90 Day 3 No 1566.30 <7 Days N-6 15770.31 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12524.22 Day 3 No 278.85 7-30 Days N-7 13296.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2529.19 Day 3 No 164.69 7-30 Days P-1 2479.43 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 38379.76 Day 3 Yes 3774.78 <7 Days P-2 35483.90 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10149.53 Day 3 No 397.45 <7 Days S-8 9869.39 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6073.66 Day 3 No 584.69 91-180 Days Y-1 7182.29 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 591.11 Day 3 No 49.42 31-90 Days Y-2 575.19 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24969.68 Day 3 No 784.82 31-90 Days Y-3 24573.65 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30713.41 Day 3 Yes 1805.93 <7 Days Y-4 25493.94 Full No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 20177.99 Day 3 No 681.81 <7 Days Z-1 22398.47 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28435.79 Day 3 No 236.11 31-90 Days A-2 28174.00 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 4280.00 Day 3 Yes 239.23 91-180 Days A-3 4897.05 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 34034.27 Day 3 Yes 428.70 31-90 Days A-4 40322.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8206.90 Day 3 Yes 731.89 <7 Days A-5 7901.34 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32895.25 Day 3 Yes 59.51 <7 Days CB-1 34890.92 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 3216.59 Day 3 No 126.04 91-180 Days CB-2 2620.36 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24219.62 Day 3 No 1832.78 31-90 Days CB-3 27351.88 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16694.63 Day 3 Yes 688.41 91-180 Days E-1 14197.06 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9028.85 Day 3 No 208.31 91-180 Days E-2 7460.45 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 14057.11 Day 3 No 628.82 31-90 Days G-1 13701.46 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36492.49 Day 3 Yes 1152.69 7-30 Days G-2 40827.05 Full Yes Liberty Capital Markets Inc. Wholesale Lending