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 32147.98 Day 4 Yes 1111.39 31-90 Days G-3-Q 35376.88 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 20685.31 Day 4 Yes 1367.48 31-90 Days S-5-Q 24283.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 23152.72 Day 4 No 816.74 91-180 Days S-6-Q 18910.40 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 28690.09 Day 4 No 308.90 <7 Days S-7-Q 33027.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40527.43 Day 4 No 3861.29 31-90 Days E-1-Q 40552.68 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5563.30 Day 4 No 271.69 31-90 Days E-2-Q 4509.13 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 36611.50 Day 4 Yes 2120.71 31-90 Days IG-1-Q 31770.29 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40925.85 Day 4 No 688.43 91-180 Days IG-2-Q 36284.08 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 15211.20 Day 4 No 623.28 31-90 Days C-1 16853.37 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6945.29 Day 4 No 349.93 31-90 Days CB-4 7631.72 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 33572.41 Day 4 No 89.92 31-90 Days E-10 30925.20 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39797.12 Day 4 Yes 1923.68 91-180 Days E-3 43750.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39571.57 Day 4 Yes 1768.62 <7 Days E-4 45172.33 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 21245.24 Day 4 Yes 822.96 91-180 Days E-5 21141.53 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 43477.48 Day 4 Yes 1759.08 <7 Days E-6 35073.64 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24486.81 Day 4 Yes 2094.99 91-180 Days E-7 24506.24 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22441.06 Day 4 Yes 2146.44 7-30 Days E-8 24737.45 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 2617.91 Day 4 Yes 74.24 7-30 Days E-9 2553.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32360.11 Day 4 Yes 324.95 31-90 Days G-4 37857.48 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40597.22 Day 4 No 307.87 91-180 Days IG-3 42116.17 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 40177.66 Day 4 Yes 2365.73 91-180 Days IG-4 42420.30 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26349.32 Day 4 No 1439.64 <7 Days IG-5 29715.63 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37985.58 Day 4 Yes 2584.06 91-180 Days IG-6 35584.29 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6789.30 Day 4 Yes 392.74 31-90 Days IG-7 6787.48 Full No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 22141.71 Day 4 No 1260.00 <7 Days IG-8 18044.36 Partial Yes Liberty Mortgage Services Corp. Treasury