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 21570.55 >5 Yr No 1212.87 31-90 Days A-4-Q 24947.57 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 30887.55 >5 Yr No 2226.85 91-180 Days A-5-Q 35291.91 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 15181.49 >5 Yr Yes 1475.31 31-90 Days CB-1-Q 15670.35 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 32590.49 >5 Yr No 3211.53 7-30 Days CB-2-Q 39068.27 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 23352.79 >5 Yr No 1971.30 31-90 Days S-1-Q 21637.09 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 40660.11 >5 Yr Yes 3659.89 <7 Days S-2-Q 37437.36 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34732.34 >5 Yr No 1316.05 31-90 Days S-3-Q 27946.34 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 20603.57 >5 Yr Yes 94.06 7-30 Days S-4-Q 20362.72 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 40753.63 >5 Yr Yes 2219.49 31-90 Days CB-3-Q 45060.18 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39672.89 >5 Yr Yes 416.29 <7 Days G-1-Q 35825.06 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 39953.21 >5 Yr No 990.58 91-180 Days G-2-Q 35016.84 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19876.45 >5 Yr Yes 327.51 7-30 Days G-3-Q 17464.05 None No Capital Markets
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24864.08 >5 Yr No 2115.09 7-30 Days S-5-Q 24763.45 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 12002.72 >5 Yr No 1117.55 7-30 Days S-6-Q 12722.83 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 25179.44 >5 Yr Yes 135.15 7-30 Days S-7-Q 22905.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 226.38 >5 Yr No 20.56 7-30 Days E-1-Q 267.88 Full No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 5097.07 >5 Yr No 60.52 7-30 Days E-2-Q 5924.43 None No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2378.31 >5 Yr No 33.49 <7 Days IG-1-Q 1974.08 None No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 24752.82 >5 Yr No 853.14 91-180 Days IG-2-Q 28724.59 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 5688.02 >5 Yr No 24.63 7-30 Days C-1 5551.71 Partial No Trading
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 34255.63 >5 Yr No 809.46 7-30 Days CB-4 38487.99 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 42831.65 >5 Yr No 4032.07 91-180 Days E-10 39215.13 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 38867.47 >5 Yr No 1268.51 <7 Days E-3 42432.26 None No Investment Banking
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 22731.18 >5 Yr Yes 661.91 91-180 Days E-4 20674.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 18643.27 >5 Yr Yes 376.45 7-30 Days E-5 22164.12 None Yes Liberty Capital Markets Inc. Capital Markets