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 42831.24 91 - 120 Days Yes 512.57 31-90 Days N-3 41051.35 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 17237.20 91 - 120 Days No 836.20 <7 Days N-4 16575.45 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25456.47 91 - 120 Days Yes 403.97 91-180 Days N-5 28443.25 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 11877.11 91 - 120 Days Yes 688.31 <7 Days N-6 9541.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35809.17 91 - 120 Days No 1767.60 7-30 Days N-7 31981.18 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 7459.91 91 - 120 Days Yes 360.12 91-180 Days P-1 6691.07 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43105.01 91 - 120 Days No 3666.94 91-180 Days P-2 44528.24 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40474.36 91 - 120 Days Yes 176.26 31-90 Days S-8 38184.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 5497.47 91 - 120 Days Yes 227.81 31-90 Days Y-1 5169.94 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14862.52 91 - 120 Days Yes 27.34 31-90 Days Y-2 13164.21 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37082.58 91 - 120 Days No 1563.96 91-180 Days Y-3 41440.59 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6966.50 91 - 120 Days No 73.43 <7 Days Y-4 6920.24 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 7480.12 91 - 120 Days Yes 350.20 31-90 Days Z-1 8400.52 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22192.64 91 - 120 Days No 364.31 91-180 Days A-2 25278.62 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 8786.53 91 - 120 Days No 290.44 31-90 Days A-3 10445.80 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5191.41 91 - 120 Days No 284.18 31-90 Days A-4 5288.03 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 25788.13 91 - 120 Days No 1666.90 31-90 Days A-5 23662.08 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42979.77 91 - 120 Days Yes 801.09 91-180 Days CB-1 51393.14 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 33889.22 91 - 120 Days Yes 275.68 7-30 Days CB-2 39189.80 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 17914.56 91 - 120 Days No 1776.87 91-180 Days CB-3 16808.69 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 25421.11 91 - 120 Days Yes 2427.35 7-30 Days E-1 29854.74 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 42368.56 91 - 120 Days No 743.31 7-30 Days E-2 38183.43 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18844.18 91 - 120 Days No 1095.91 31-90 Days G-1 15802.52 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 33401.82 91 - 120 Days Yes 3218.64 91-180 Days G-2 35686.38 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 29758.80 91 - 120 Days No 1379.90 7-30 Days G-3 31688.01 Full Yes Liberty International Finance Ltd. Capital Markets