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
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 6838.98 >5 Yr No 271.12 7-30 Days G-3-Q 5630.80 None No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 34635.07 >5 Yr Yes 722.55 91-180 Days S-5-Q 31039.77 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 14971.57 >5 Yr Yes 755.12 7-30 Days S-6-Q 13990.74 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 8372.08 >5 Yr Yes 574.63 <7 Days S-7-Q 9174.55 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 25323.39 >5 Yr Yes 889.42 7-30 Days E-1-Q 22531.69 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 5084.46 >5 Yr Yes 306.74 <7 Days E-2-Q 5014.02 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 19280.05 >5 Yr Yes 115.82 7-30 Days IG-1-Q 22730.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 35505.04 >5 Yr No 789.79 31-90 Days IG-2-Q 31228.96 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 1827.32 >5 Yr No 103.69 <7 Days C-1 2164.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 26796.56 >5 Yr Yes 2657.85 91-180 Days CB-4 30376.73 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 6154.84 >5 Yr Yes 146.91 <7 Days E-10 5331.90 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 1081.03 >5 Yr Yes 59.30 31-90 Days E-3 895.44 None No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 25753.94 >5 Yr No 1289.05 7-30 Days E-4 29223.71 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 7387.82 >5 Yr Yes 507.75 31-90 Days E-5 7485.97 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 9801.49 >5 Yr Yes 310.19 <7 Days E-6 9788.55 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 10960.92 >5 Yr No 145.39 <7 Days E-7 11452.27 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 35110.91 >5 Yr Yes 880.86 31-90 Days E-8 31742.51 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 25492.49 >5 Yr Yes 572.65 <7 Days E-9 24265.97 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 6430.90 >5 Yr Yes 555.69 91-180 Days G-4 6233.03 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 22160.40 >5 Yr Yes 1476.82 91-180 Days IG-3 21221.44 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 15229.77 >5 Yr No 1105.33 31-90 Days IG-4 12336.06 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 39963.52 >5 Yr Yes 2492.12 7-30 Days IG-5 38036.07 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 1470.23 >5 Yr No 28.63 91-180 Days IG-6 1646.88 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 16354.85 >5 Yr Yes 1484.24 7-30 Days IG-7 17353.66 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 29830.03 >5 Yr No 451.21 <7 Days IG-8 28964.26 None Yes Liberty Mortgage Services Corp. Capital Markets