Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.W.2: Asset-Backed Commercial Paper (ABCP) Multi-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 Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE Yes 49103086814.99 >5 Years No 2259477433.53 7-30 Days Mortgage-Backed Securities 4484370050.78 Full Yes IntW-8693 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer No 46915625774.04 1-5 Years Yes 1583142983.22 91-180 Days Auto Loans 2011932190.02 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 57852359.86 1-5 Years No 718325922.88 31-90 Days Other ABS Collateral 3317958794.82 Full No IntW-1739 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank Yes 40079331073.73 <1 Year Yes 88762410.00 7-30 Days Mortgage-Backed Securities 3906608663.85 Full Yes Capital Markets
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE Yes 23262005437.32 <1 Year No 6393096266.48 31-90 Days Auto Loans 4390605058.00 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18889453595.19 >5 Years No 3955564796.93 91-180 Days Other ABS Collateral 2766427407.89 None Yes IntW-2035 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 34692649822.51 1-5 Years No 4290810024.36 <7 Days Credit Card Receivables 4735766183.41 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 512636088.84 1-5 Years No 5322607430.47 31-90 Days Mortgage-Backed Securities 2098677.85 None No IntW-9891 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Sovereign No 15494737363.95 1-5 Years Yes 2100095131.94 7-30 Days Auto Loans 301006700.41 Full Yes IntW-3654 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund No 16897239476.65 <1 Year Yes 1413708436.51 <7 Days Mortgage-Backed Securities 4560297655.68 Partial Yes IntW-9392 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE Yes 7290591854.64 <1 Year Yes 8333112432.22 91-180 Days Credit Card Receivables 4547588007.97 Partial Yes IntW-4256 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15920426560.21 1-5 Years Yes 314175205.21 7-30 Days Other ABS Collateral 4521194092.92 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility No 36774068344.03 <1 Year Yes 3702132406.79 7-30 Days Mortgage-Backed Securities 2401989581.33 Partial Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE No 18388629785.13 >5 Years Yes 8276790014.62 31-90 Days Credit Card Receivables 3335802238.75 Partial No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE No 652208512.28 <1 Year Yes 583953742.01 <7 Days Other ABS Collateral 2725756246.72 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Investment Company or Advisor No 37744289078.58 <1 Year No 3870365310.73 91-180 Days Other ABS Collateral 4311608236.03 None Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3143105645.44 >5 Years Yes 4998377003.54 91-180 Days Other ABS Collateral 2641567602.22 Partial No IntW-6545 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 7520877689.23 <1 Year No 9190902212.68 31-90 Days Auto Loans 3761735468.88 None No IntW-4334 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 17737178220.13 1-5 Years Yes 1184982302.52 <7 Days Auto Loans 3455782001.91 Full No IntW-4281 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 4769250034.41 >5 Years Yes 7254763009.42 <7 Days Mortgage-Backed Securities 2062248300.65 Full No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 36345495500.90 >5 Years No 7893617407.76 7-30 Days Auto Loans 3944543322.44 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Investment Company or Advisor Yes 19737311021.73 1-5 Years Yes 8277721632.47 7-30 Days Other ABS Collateral 4817642395.22 Full Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank No 13564103090.05 1-5 Years Yes 468428806.45 91-180 Days Other ABS Collateral 2374948940.87 Partial Yes Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6705578544.42 <1 Year No 4989229042.80 <7 Days Credit Card Receivables 4414614824.92 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank Yes 40222999473.68 <1 Year No 5164487923.76 31-90 Days Mortgage-Backed Securities 4934447590.22 Partial No Investment Banking