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
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8771.33 Day 8 Yes 566.54 31-90 Days IG-8 10175.09 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18399.55 Day 8 No 804.85 31-90 Days L-1 16639.43 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 34236.85 Day 8 No 2359.32 <7 Days L-10 38001.91 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19622.24 Day 8 Yes 1393.03 <7 Days L-11 23232.08 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 17865.65 Day 8 Yes 1693.19 <7 Days L-2 18683.88 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 39194.14 Day 8 No 3409.74 31-90 Days L-3 46836.52 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 19995.52 Day 8 No 1154.99 7-30 Days L-4 17184.06 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 9946.00 Day 8 No 981.10 7-30 Days L-5 11540.27 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 13348.12 Day 8 Yes 676.75 91-180 Days L-6 10697.59 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 5114.74 Day 8 No 202.33 31-90 Days L-7 4130.22 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 106.26 Day 8 Yes 6.26 31-90 Days L-8 97.93 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9126.86 Day 8 No 547.73 31-90 Days L-9 10281.72 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 32195.03 Day 8 Yes 1766.15 <7 Days LC-1 29065.14 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38659.90 Day 8 No 2783.94 7-30 Days LC-2 39164.06 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32643.09 Day 8 Yes 1623.09 91-180 Days N-1 26689.53 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 4409.98 Day 8 No 218.88 <7 Days N-2 4728.41 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24350.01 Day 8 Yes 2049.26 7-30 Days N-3 23050.63 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 14821.50 Day 8 Yes 1373.26 <7 Days N-4 15398.50 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 40158.67 Day 8 No 1743.89 7-30 Days N-5 40989.68 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 6583.57 Day 8 No 431.63 91-180 Days N-6 7631.06 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 41887.53 Day 8 Yes 602.79 91-180 Days N-7 49404.07 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28448.72 Day 8 No 1553.93 <7 Days P-1 23945.96 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42846.12 Day 8 No 1350.40 <7 Days P-2 48360.15 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21453.33 Day 8 No 1635.55 31-90 Days S-8 18738.78 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 8747.70 Day 8 Yes 477.69 31-90 Days Y-1 7666.94 Full No Capital Markets