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 Yes 32107.93 Day 40 No 1283.69 91-180 Days IG-1 25863.17 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 38504.67 Day 40 Yes 3815.17 <7 Days IG-2 39056.99 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36651.60 Day 40 Yes 3570.29 7-30 Days S-1 43654.59 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8859.62 Day 40 No 301.21 7-30 Days S-2 8830.96 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7682.90 Day 40 Yes 24.37 91-180 Days S-3 6164.55 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 9718.07 Day 40 No 266.03 <7 Days S-4 11411.81 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22625.55 Day 40 Yes 1245.03 91-180 Days S-5 21358.83 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7355.01 Day 40 Yes 506.65 <7 Days S-6 6103.46 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21309.64 Day 40 No 1679.40 91-180 Days S-7 18386.19 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41344.99 Day 41 Yes 2938.06 7-30 Days A-0-Q 41122.59 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 4821.31 Day 41 Yes 67.32 7-30 Days A-1-Q 5781.36 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26447.39 Day 41 No 1981.86 7-30 Days A-2-Q 23989.50 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 18230.86 Day 41 Yes 1552.88 91-180 Days A-3-Q 20605.75 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12163.59 Day 41 No 1205.88 7-30 Days A-4-Q 11393.29 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23089.98 Day 41 No 600.81 31-90 Days A-5-Q 26754.15 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2984.84 Day 41 Yes 99.93 31-90 Days CB-1-Q 3246.91 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14529.45 Day 41 Yes 1347.67 31-90 Days CB-2-Q 16132.23 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12321.56 Day 41 No 481.79 7-30 Days S-1-Q 12801.70 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 14095.99 Day 41 Yes 342.73 31-90 Days S-2-Q 16813.05 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3848.21 Day 41 No 95.93 31-90 Days S-3-Q 3724.05 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12308.31 Day 41 Yes 1086.47 7-30 Days S-4-Q 12182.60 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20830.23 Day 41 No 1282.91 91-180 Days CB-3-Q 24484.13 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4951.04 Day 41 Yes 408.70 31-90 Days G-1-Q 4973.31 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12205.93 Day 41 Yes 149.92 91-180 Days G-2-Q 12409.49 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 15629.51 Day 41 Yes 1312.40 91-180 Days G-3-Q 16869.26 Partial No Wholesale Lending