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 Yes 12650.82 Day 4 Yes 149.84 <7 Days A-2 11799.72 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 37848.84 Day 4 Yes 1828.69 31-90 Days A-3 39483.85 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 2553.72 Day 4 No 79.09 91-180 Days A-4 2956.72 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6485.90 Day 4 Yes 405.22 31-90 Days A-5 6665.23 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 16779.05 Day 4 No 111.45 91-180 Days CB-1 18140.59 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6289.09 Day 4 Yes 396.34 7-30 Days CB-2 5521.96 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22095.46 Day 4 Yes 1539.51 31-90 Days CB-3 23643.29 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4660.68 Day 4 Yes 274.92 31-90 Days E-1 4455.08 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9647.58 Day 4 Yes 420.64 91-180 Days E-2 7719.14 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21624.37 Day 4 Yes 1854.63 7-30 Days G-1 20964.56 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 33806.94 Day 4 Yes 1502.38 <7 Days G-2 31283.29 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5857.19 Day 4 Yes 454.37 <7 Days G-3 5939.34 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 Yes 35571.72 Day 4 Yes 140.23 31-90 Days IG-1 40357.70 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 19033.26 Day 4 Yes 1870.71 31-90 Days IG-2 16926.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 1660.28 Day 4 No 85.93 91-180 Days S-1 1523.91 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26023.76 Day 4 Yes 455.78 7-30 Days S-2 26776.68 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 32241.94 Day 4 No 2841.36 91-180 Days S-3 30222.71 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21462.22 Day 4 No 15.39 91-180 Days S-4 22712.37 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21445.68 Day 4 Yes 175.67 31-90 Days S-5 24656.81 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37362.36 Day 4 No 3679.85 7-30 Days S-6 32387.58 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 26181.89 Day 4 Yes 2561.23 <7 Days S-7 29418.08 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9588.88 Day 5 Yes 131.65 91-180 Days A-0-Q 10790.84 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40013.43 Day 5 No 1875.80 7-30 Days A-1-Q 47329.72 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 11912.88 Day 5 Yes 648.52 <7 Days A-2-Q 11954.35 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 30083.77 Day 5 Yes 494.71 7-30 Days A-3-Q 27994.48 Partial Yes Liberty Capital Markets Inc. Investment Banking