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
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 2925.60 Day 4 Yes 250.55 7-30 Days S-7-Q 3332.25 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 28797.28 Day 4 Yes 1270.76 91-180 Days E-1-Q 26142.21 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 7402.30 Day 4 Yes 735.74 <7 Days E-2-Q 7850.07 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14963.24 Day 4 No 724.11 91-180 Days IG-1-Q 12067.99 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 31637.92 Day 4 Yes 338.35 91-180 Days IG-2-Q 26974.90 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 14738.65 Day 4 Yes 972.13 <7 Days C-1 14775.27 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30080.02 Day 4 Yes 797.90 91-180 Days CB-4 33812.62 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 28340.59 Day 4 Yes 1405.69 31-90 Days E-10 27080.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17018.85 Day 4 No 27.21 91-180 Days E-3 15169.70 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 25903.20 Day 4 No 1874.15 31-90 Days E-4 26455.85 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29275.37 Day 4 No 2588.84 91-180 Days E-5 26587.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 36775.32 Day 4 No 2017.97 7-30 Days E-6 42087.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18640.24 Day 4 No 1584.23 31-90 Days E-7 19896.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 2193.74 Day 4 Yes 26.14 31-90 Days E-8 1945.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 37670.03 Day 4 No 703.96 91-180 Days E-9 35382.00 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29162.84 Day 4 Yes 2067.91 91-180 Days G-4 32954.06 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 848.29 Day 4 No 52.38 31-90 Days IG-3 801.51 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 2185.12 Day 4 Yes 134.92 7-30 Days IG-4 2104.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 35216.25 Day 4 Yes 1307.18 91-180 Days IG-5 42171.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15554.81 Day 4 Yes 1342.91 <7 Days IG-6 16866.22 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39089.88 Day 4 No 114.26 91-180 Days IG-7 36990.76 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 32049.91 Day 4 Yes 2661.25 31-90 Days IG-8 30031.76 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 37657.99 Day 4 No 2702.84 91-180 Days L-1 42105.38 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 41854.73 Day 4 Yes 1638.41 31-90 Days L-10 47094.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 34072.75 Day 4 Yes 1534.83 <7 Days L-11 28316.11 None Yes Liberty Wealth Management LLC Trading