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 35213.78 121 - 150 Days Yes 2952.84 <7 Days L-10 41513.10 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 26459.44 121 - 150 Days Yes 1809.94 7-30 Days L-11 24993.70 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 27815.95 121 - 150 Days No 1838.36 91-180 Days L-2 29732.97 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 33411.35 121 - 150 Days No 1188.62 31-90 Days L-3 37689.43 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 37653.28 121 - 150 Days Yes 2005.64 31-90 Days L-4 30251.43 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 23889.90 121 - 150 Days No 1810.91 7-30 Days L-5 22173.95 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41149.55 121 - 150 Days No 3020.81 7-30 Days L-6 46380.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37630.97 121 - 150 Days No 2272.67 <7 Days L-7 39576.09 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22618.93 121 - 150 Days No 56.88 31-90 Days L-8 25036.95 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39293.49 121 - 150 Days No 284.14 7-30 Days L-9 34543.65 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15054.89 121 - 150 Days Yes 752.70 <7 Days LC-1 13627.01 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24746.83 121 - 150 Days Yes 2241.96 31-90 Days LC-2 25324.17 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 23951.57 121 - 150 Days No 1198.99 7-30 Days N-1 21248.08 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 26905.01 121 - 150 Days No 1100.62 7-30 Days N-2 30347.34 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 1135.67 121 - 150 Days No 55.12 <7 Days N-3 1341.00 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43326.94 121 - 150 Days No 3013.35 <7 Days N-4 47299.33 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 43017.67 121 - 150 Days Yes 2883.37 <7 Days N-5 45677.84 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15952.45 121 - 150 Days No 1214.12 <7 Days N-6 16116.07 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 35531.43 121 - 150 Days No 1632.90 31-90 Days N-7 40647.84 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 12605.26 121 - 150 Days Yes 27.19 <7 Days P-1 10644.29 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 30884.60 121 - 150 Days Yes 2460.32 31-90 Days P-2 27807.99 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41503.58 121 - 150 Days No 279.83 31-90 Days S-8 39907.26 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5771.48 121 - 150 Days Yes 458.72 <7 Days Y-1 6529.23 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36197.87 121 - 150 Days No 1767.16 91-180 Days Y-2 38290.86 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 42253.68 121 - 150 Days Yes 636.77 91-180 Days Y-3 44657.12 Full Yes Liberty Mortgage Services Corp. Trading