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 12027.31 Day 14 Yes 1131.18 7-30 Days A-0-Q 12508.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 32585.30 Day 14 No 1797.40 <7 Days A-1-Q 38401.01 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 34638.02 Day 14 Yes 3423.88 7-30 Days A-2-Q 31961.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 23777.40 Day 14 No 1238.26 <7 Days A-3-Q 27625.91 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 30284.22 Day 14 Yes 1185.26 91-180 Days A-4-Q 26265.52 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17384.44 Day 14 Yes 1197.96 31-90 Days A-5-Q 16082.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 42754.69 Day 14 Yes 1095.54 7-30 Days CB-1-Q 35254.22 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 17190.37 Day 14 Yes 1147.13 7-30 Days CB-2-Q 15599.53 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 41544.20 Day 14 No 1178.44 7-30 Days S-1-Q 38178.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5050.73 Day 14 Yes 18.09 91-180 Days S-2-Q 4352.51 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 4182.72 Day 14 Yes 236.46 91-180 Days S-3-Q 4638.99 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1343.55 Day 14 No 20.91 91-180 Days S-4-Q 1579.35 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 9342.51 Day 14 No 929.03 <7 Days CB-3-Q 8717.30 Partial No Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32195.14 Day 14 Yes 1773.97 7-30 Days G-1-Q 33861.15 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 43690.99 Day 14 No 122.65 7-30 Days G-2-Q 38129.08 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 24272.10 Day 14 Yes 727.28 <7 Days G-3-Q 21534.41 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 32456.28 Day 14 No 162.72 31-90 Days S-5-Q 27796.84 None No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 26588.11 Day 14 No 1114.77 31-90 Days S-6-Q 22338.60 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 4168.67 Day 14 Yes 78.35 <7 Days S-7-Q 3499.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 6838.61 Day 14 No 172.04 91-180 Days E-1-Q 6938.15 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 15270.35 Day 14 Yes 103.65 7-30 Days E-2-Q 16505.16 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 6722.24 Day 14 Yes 174.35 31-90 Days IG-1-Q 7805.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 39556.25 Day 14 Yes 3878.97 31-90 Days IG-2-Q 33983.22 None No Trading
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 39807.17 Day 14 Yes 2088.29 91-180 Days C-1 45931.86 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 42814.91 Day 14 No 1863.21 31-90 Days CB-4 38982.69 Full No Wholesale Lending