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 6151.26 Day 11 Yes 558.93 7-30 Days Z-1 5659.41 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39796.17 Day 11 No 2276.45 7-30 Days A-2 32511.69 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5224.51 Day 11 Yes 485.66 31-90 Days A-3 5890.14 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22192.90 Day 11 Yes 1464.34 7-30 Days A-4 18527.68 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 17803.19 Day 11 Yes 459.64 91-180 Days A-5 16483.51 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4758.80 Day 11 No 48.60 7-30 Days CB-1 3920.11 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 16567.59 Day 11 Yes 1391.14 <7 Days CB-2 13743.73 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 31537.34 Day 11 Yes 3066.27 31-90 Days CB-3 28192.99 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16882.74 Day 11 Yes 1233.92 31-90 Days E-1 20001.09 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12719.06 Day 11 Yes 360.85 7-30 Days E-2 12153.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 36749.39 Day 11 Yes 1617.10 31-90 Days G-1 35131.68 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13005.50 Day 11 Yes 475.35 31-90 Days G-2 14222.39 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28335.48 Day 11 No 9.92 91-180 Days G-3 32211.46 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12100.44 Day 11 Yes 901.71 91-180 Days IG-1 12395.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27997.02 Day 11 Yes 1336.22 91-180 Days IG-2 23140.31 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 5931.27 Day 11 No 465.85 91-180 Days S-1 5921.49 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24910.35 Day 11 No 41.53 91-180 Days S-2 26066.73 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 40175.43 Day 11 Yes 1182.41 31-90 Days S-3 43539.41 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35688.08 Day 11 Yes 1120.78 31-90 Days S-4 42276.10 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10872.27 Day 11 Yes 976.23 91-180 Days S-5 9978.03 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 27282.62 Day 11 No 8.64 <7 Days S-6 31127.68 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 12497.85 Day 11 No 827.92 7-30 Days S-7 14224.23 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 13670.19 Day 12 No 852.38 91-180 Days A-0-Q 12561.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13247.22 Day 12 No 11.13 7-30 Days A-1-Q 12841.19 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24265.88 Day 12 Yes 605.70 91-180 Days A-2-Q 20841.48 Partial Yes Liberty Capital Markets Inc. Treasury