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 16866.33 91 - 120 Days Yes 87.75 31-90 Days A-5-Q 14181.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43345.33 91 - 120 Days No 577.67 <7 Days CB-1-Q 41604.93 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37929.07 91 - 120 Days No 2649.64 31-90 Days CB-2-Q 39471.55 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14033.86 91 - 120 Days No 737.03 31-90 Days S-1-Q 12969.22 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 3954.33 91 - 120 Days No 305.45 <7 Days S-2-Q 4349.37 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7920.50 91 - 120 Days Yes 347.07 <7 Days S-3-Q 6660.17 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 21257.39 91 - 120 Days No 1821.73 91-180 Days S-4-Q 20742.05 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 10520.15 91 - 120 Days Yes 297.78 <7 Days CB-3-Q 10059.16 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13785.72 91 - 120 Days Yes 810.20 91-180 Days G-1-Q 13929.18 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 4628.41 91 - 120 Days Yes 77.14 91-180 Days G-2-Q 4239.84 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 20626.70 91 - 120 Days No 1698.86 7-30 Days G-3-Q 22661.05 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27920.69 91 - 120 Days Yes 978.97 91-180 Days S-5-Q 26272.78 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28603.11 91 - 120 Days No 1087.70 31-90 Days S-6-Q 27142.49 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 662.64 91 - 120 Days No 47.63 7-30 Days S-7-Q 538.67 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 30284.97 91 - 120 Days Yes 762.63 91-180 Days E-1-Q 25877.51 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36899.00 91 - 120 Days No 1688.80 31-90 Days E-2-Q 31012.72 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25450.68 91 - 120 Days Yes 643.28 7-30 Days IG-1-Q 22855.05 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31468.11 91 - 120 Days Yes 3025.64 <7 Days IG-2-Q 29706.85 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40009.18 91 - 120 Days No 1838.00 31-90 Days C-1 45968.35 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5998.08 91 - 120 Days No 464.93 91-180 Days CB-4 4883.40 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13360.10 91 - 120 Days No 949.71 31-90 Days E-10 13718.46 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 16443.17 91 - 120 Days Yes 1498.34 31-90 Days E-3 17745.18 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29595.79 91 - 120 Days Yes 2584.82 91-180 Days E-4 35505.12 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13443.00 91 - 120 Days No 27.23 <7 Days E-5 11256.53 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 13070.10 91 - 120 Days Yes 570.01 7-30 Days E-6 13415.75 Full Yes Liberty Mortgage Services Corp. Capital Markets