Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.W.1: Asset-Backed Commercial Paper (ABCP) Single-Seller

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
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB No 18794309114.16 1-5 Years Yes 2590436337.29 91-180 Days Credit Card Receivables 4160215620.94 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 29585237659.71 >5 Years No 3357850004.83 7-30 Days Auto Loans 3524815986.66 Partial Yes IntW-5176 Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor Yes 13502460688.56 <1 Year Yes 3989138982.76 31-90 Days Credit Card Receivables 2119225339.67 None Yes IntW-4164 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE No 40550152873.07 >5 Years Yes 1687211430.30 <7 Days Auto Loans 403784285.11 None Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18638606667.72 <1 Year No 3038492884.72 31-90 Days Other ABS Collateral 3151117601.96 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE No 39913559914.78 <1 Year No 1199465343.38 <7 Days Mortgage-Backed Securities 3919092367.12 Full No IntW-4060 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 28244352779.02 >5 Years Yes 7845656747.36 <7 Days Auto Loans 1778601134.49 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE No 23464540947.10 <1 Year Yes 4872078259.20 7-30 Days Mortgage-Backed Securities 753742361.67 None Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Financial Market Utility No 32797983844.40 1-5 Years No 7944857822.26 91-180 Days Mortgage-Backed Securities 4536535481.83 Partial No IntW-2909 Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 5493207548.18 >5 Years No 3917126713.19 7-30 Days Other ABS Collateral 72773690.48 Full Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 33547358123.71 1-5 Years Yes 4270642261.06 7-30 Days Auto Loans 3945489097.64 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 29532648390.98 1-5 Years No 19476983.32 91-180 Days Other ABS Collateral 2157467463.08 Full No IntW-3208 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer Yes 25316154198.00 <1 Year Yes 1558125834.87 7-30 Days Other ABS Collateral 1208468847.04 Full Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 18570636382.97 >5 Years No 1959573440.43 <7 Days Other ABS Collateral 515351866.81 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB Yes 12924326657.68 1-5 Years No 999782502.07 31-90 Days Credit Card Receivables 3447137968.21 Full Yes IntW-9232 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund No 31646371201.07 >5 Years No 9685244397.71 <7 Days Mortgage-Backed Securities 445061990.57 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33896275152.10 >5 Years Yes 4284562770.69 91-180 Days Auto Loans 4244537824.70 None No Treasury
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 11950334923.45 >5 Years No 9993538308.01 <7 Days Other ABS Collateral 1300623792.03 Full Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 4480109074.33 <1 Year Yes 6821382242.45 91-180 Days Mortgage-Backed Securities 4102538658.42 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 48192572729.94 1-5 Years Yes 7933780046.55 <7 Days Other ABS Collateral 215199531.44 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer No 19958915223.16 <1 Year Yes 7896400294.68 91-180 Days Other ABS Collateral 4200712015.35 Full Yes IntW-8399 Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36531582941.29 1-5 Years No 7328248502.45 7-30 Days Mortgage-Backed Securities 2173396690.00 Partial Yes IntW-7574 Treasury
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE No 42736939205.24 >5 Years No 8334884906.64 7-30 Days Credit Card Receivables 2440527596.93 None Yes IntW-7927 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor Yes 27354412836.04 <1 Year No 7103805372.87 <7 Days Mortgage-Backed Securities 3978720524.01 Full No IntW-1692 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE Yes 15948580814.25 <1 Year No 772355614.45 <7 Days Other ABS Collateral 4275193787.05 Partial No IntW-3167 Capital Markets