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 36778.51 180 - 270 Days No 780.52 91-180 Days Y-1 39104.47 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 31479.11 180 - 270 Days No 249.31 91-180 Days Y-2 31505.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41578.76 180 - 270 Days No 33.02 31-90 Days Y-3 39599.41 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 39297.03 180 - 270 Days No 2743.90 31-90 Days Y-4 36353.49 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 8841.40 180 - 270 Days No 230.52 91-180 Days Z-1 9904.94 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 37318.37 180 - 270 Days No 1104.15 91-180 Days A-2 34938.15 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 28672.34 180 - 270 Days No 2167.76 7-30 Days A-3 33246.75 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 2789.60 180 - 270 Days No 164.78 7-30 Days A-4 3086.24 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 3976.31 180 - 270 Days No 71.12 31-90 Days A-5 3189.39 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39042.69 180 - 270 Days Yes 1825.27 7-30 Days CB-1 31326.54 Full No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 36164.85 180 - 270 Days No 3526.38 91-180 Days CB-2 42145.32 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28016.89 180 - 270 Days No 717.65 91-180 Days CB-3 26059.75 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 28540.21 180 - 270 Days No 1152.64 91-180 Days E-1 33161.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 27180.73 180 - 270 Days Yes 1453.43 31-90 Days E-2 25389.36 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 43599.81 180 - 270 Days Yes 1527.57 91-180 Days G-1 35882.42 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 22298.88 180 - 270 Days No 863.39 91-180 Days G-2 18783.45 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19459.10 180 - 270 Days No 1017.85 91-180 Days G-3 18500.57 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41713.56 180 - 270 Days Yes 1155.73 91-180 Days IG-1 46122.35 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 35936.94 180 - 270 Days Yes 1990.52 91-180 Days IG-2 36871.01 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 13628.46 180 - 270 Days Yes 305.17 <7 Days S-1 11528.65 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19284.32 180 - 270 Days No 503.09 7-30 Days S-2 20163.69 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 28481.70 180 - 270 Days No 2661.22 31-90 Days S-3 27367.67 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6511.50 180 - 270 Days No 49.41 31-90 Days S-4 7659.36 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12020.70 180 - 270 Days Yes 147.90 <7 Days S-5 12188.31 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22228.79 180 - 270 Days No 237.17 <7 Days S-6 18051.02 Full No Treasury