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 15088.79 Day 12 Yes 1006.59 31-90 Days E-5 14338.60 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26725.81 Day 12 Yes 2224.59 91-180 Days E-6 31241.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7401.21 Day 12 No 682.88 31-90 Days E-7 6961.78 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 7345.05 Day 12 Yes 609.38 <7 Days E-8 8492.85 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 10294.98 Day 12 No 504.90 7-30 Days E-9 11906.92 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 600.54 Day 12 Yes 6.55 91-180 Days G-4 717.51 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 32603.57 Day 12 No 2081.88 31-90 Days IG-3 26434.32 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33830.99 Day 12 No 1789.64 31-90 Days IG-4 39740.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 16123.59 Day 12 No 949.03 31-90 Days IG-5 14093.98 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32752.72 Day 12 Yes 170.22 31-90 Days IG-6 32168.06 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26059.33 Day 12 No 1275.36 31-90 Days IG-7 23696.85 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12105.53 Day 12 No 217.39 91-180 Days IG-8 9748.10 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24395.93 Day 12 Yes 2110.40 <7 Days L-1 26670.25 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 8945.28 Day 12 Yes 575.56 31-90 Days L-10 7860.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12803.53 Day 12 Yes 1189.80 <7 Days L-11 12041.81 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6762.23 Day 12 Yes 252.72 91-180 Days L-2 5522.76 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 10718.03 Day 12 Yes 333.10 <7 Days L-3 10714.92 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6458.23 Day 12 Yes 158.98 91-180 Days L-4 5228.76 None No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 12381.34 Day 12 No 173.98 7-30 Days L-5 14181.90 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 33475.02 Day 12 Yes 1191.23 91-180 Days L-6 34664.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 13471.60 Day 12 No 987.27 <7 Days L-7 14081.25 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4348.17 Day 12 Yes 184.21 31-90 Days L-8 4202.60 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30870.09 Day 12 Yes 410.79 7-30 Days L-9 32252.94 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 28449.06 Day 12 No 777.07 31-90 Days LC-1 30127.00 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 37246.57 Day 12 No 394.62 7-30 Days LC-2 36459.08 None Yes Liberty Wealth Management LLC Capital Markets