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) Non-Regulated Fund No 23150.41 Day 36 Yes 260.73 7-30 Days S-5 26782.36 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10200.78 Day 36 No 594.47 91-180 Days S-6 10458.89 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13313.97 Day 36 No 603.06 91-180 Days S-7 10738.68 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16980.04 Day 37 No 8.97 91-180 Days A-0-Q 16127.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15079.93 Day 37 No 686.46 7-30 Days A-1-Q 17435.86 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35767.46 Day 37 No 1503.28 7-30 Days A-2-Q 38243.96 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25181.41 Day 37 Yes 973.12 31-90 Days A-3-Q 20891.06 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18792.57 Day 37 No 506.91 7-30 Days A-4-Q 16247.00 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1008.04 Day 37 Yes 12.03 31-90 Days A-5-Q 1047.68 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19907.83 Day 37 No 1455.44 31-90 Days CB-1-Q 19565.79 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15766.73 Day 37 No 863.26 <7 Days CB-2-Q 18733.31 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36662.71 Day 37 Yes 444.54 <7 Days S-1-Q 31051.93 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32916.47 Day 37 Yes 45.09 91-180 Days S-2-Q 29126.79 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13179.72 Day 37 Yes 809.41 91-180 Days S-3-Q 15135.26 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28815.81 Day 37 No 1195.53 7-30 Days S-4-Q 31300.20 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43336.64 Day 37 Yes 1344.95 7-30 Days CB-3-Q 41137.00 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27906.29 Day 37 Yes 1248.68 7-30 Days G-1-Q 29456.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36726.55 Day 37 No 1962.94 91-180 Days G-2-Q 41813.79 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38321.70 Day 37 No 478.01 91-180 Days G-3-Q 43198.43 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21524.34 Day 37 Yes 1717.95 7-30 Days S-5-Q 24359.06 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31753.55 Day 37 Yes 1001.33 <7 Days S-6-Q 29498.13 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31288.56 Day 37 No 1341.07 31-90 Days S-7-Q 34365.70 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24817.24 Day 37 Yes 77.69 31-90 Days E-1-Q 26217.74 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5783.10 Day 37 No 283.37 <7 Days E-2-Q 5178.01 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28896.08 Day 37 Yes 2194.92 <7 Days IG-1-Q 25965.90 Partial No Investment Banking