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 4464.91 Day 41 No 175.27 7-30 Days S-5-Q 4006.04 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24166.80 Day 41 No 2268.54 <7 Days S-6-Q 27696.84 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7049.74 Day 41 No 179.71 31-90 Days S-7-Q 6852.34 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17793.17 Day 41 Yes 826.36 91-180 Days E-1-Q 14506.04 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27587.80 Day 41 Yes 1774.01 7-30 Days E-2-Q 28419.55 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29613.08 Day 41 No 270.05 31-90 Days IG-1-Q 29807.03 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34224.08 Day 41 No 1121.04 7-30 Days IG-2-Q 40796.92 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6434.37 Day 41 No 490.17 91-180 Days C-1 7343.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13048.89 Day 41 No 554.56 <7 Days CB-4 15046.93 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7139.79 Day 41 Yes 356.21 31-90 Days E-10 8140.10 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29080.32 Day 41 Yes 898.83 31-90 Days E-3 29946.86 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40053.16 Day 41 Yes 1881.62 7-30 Days E-4 33529.30 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 34108.34 Day 41 Yes 119.79 <7 Days E-5 39136.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7446.78 Day 41 Yes 478.14 <7 Days E-6 7223.74 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10400.15 Day 41 Yes 420.53 31-90 Days E-7 11090.75 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 449.55 Day 41 Yes 11.20 <7 Days E-8 482.57 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22592.27 Day 41 Yes 906.39 31-90 Days E-9 23259.64 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 21481.96 Day 41 No 234.83 31-90 Days G-4 19986.69 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 36275.03 Day 41 Yes 1453.36 91-180 Days IG-3 41202.79 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 29473.25 Day 41 No 767.97 <7 Days IG-4 30948.83 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37940.78 Day 41 Yes 318.50 31-90 Days IG-5 42680.99 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 1075.50 Day 41 Yes 17.18 91-180 Days IG-6 1200.33 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 11144.26 Day 41 No 993.22 91-180 Days IG-7 12189.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10161.90 Day 41 No 948.58 <7 Days IG-8 8259.67 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42488.57 Day 41 Yes 2614.39 91-180 Days L-1 43524.59 None Yes Liberty Mortgage Services Corp. Treasury