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 Yes 22847.03 Day 21 Yes 1181.33 <7 Days N-5 20963.42 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 173.09 Day 21 No 11.70 91-180 Days N-6 196.24 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 24329.92 Day 21 No 929.50 7-30 Days N-7 20929.66 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 14157.32 Day 21 No 164.99 91-180 Days P-1 15371.12 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9807.03 Day 21 No 405.08 7-30 Days P-2 11437.27 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 35449.85 Day 21 No 1576.83 31-90 Days S-8 40905.33 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 10134.39 Day 21 No 67.64 91-180 Days Y-1 10081.27 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 26757.53 Day 21 Yes 1924.07 <7 Days Y-2 23696.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 18784.57 Day 21 No 1440.70 31-90 Days Y-3 16312.73 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9577.89 Day 21 Yes 678.17 31-90 Days Y-4 8011.98 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 21335.92 Day 21 No 1933.00 7-30 Days Z-1 22980.84 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 32579.83 Day 21 No 850.29 31-90 Days A-2 26064.80 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 16401.19 Day 21 Yes 408.37 91-180 Days A-3 16680.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 28530.35 Day 21 No 186.53 7-30 Days A-4 32568.82 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 36400.24 Day 21 No 1335.47 7-30 Days A-5 34800.69 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 27714.39 Day 21 Yes 2063.97 31-90 Days CB-1 26464.84 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 42785.54 Day 21 No 3204.94 7-30 Days CB-2 39150.47 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 8701.49 Day 21 Yes 382.07 31-90 Days CB-3 7288.45 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 18478.43 Day 21 No 272.86 31-90 Days E-1 18828.37 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 28408.83 Day 21 Yes 448.95 91-180 Days E-2 28199.62 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 30141.52 Day 21 No 1366.79 31-90 Days G-1 33501.79 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 20111.50 Day 21 Yes 1097.03 91-180 Days G-2 16247.87 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Yes 38489.54 Day 21 No 325.58 31-90 Days G-3 31901.29 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 30269.67 Day 21 Yes 536.33 31-90 Days IG-1 24458.69 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other No 9857.06 Day 21 Yes 303.87 31-90 Days IG-2 9871.96 Partial Yes Liberty International Finance Ltd. Trading