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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17929.30 Day 54 Yes 819.73 31-90 Days A-3 15081.04 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18089.00 Day 54 No 806.44 91-180 Days A-4 19533.70 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7995.37 Day 54 Yes 112.75 31-90 Days A-5 8480.78 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21073.42 Day 54 Yes 1715.46 91-180 Days CB-1 23274.26 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 98.77 Day 54 Yes 2.04 7-30 Days CB-2 97.57 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35485.18 Day 54 No 3245.41 91-180 Days CB-3 28974.60 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27045.41 Day 54 No 2626.68 31-90 Days E-1 24657.37 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33019.62 Day 54 Yes 1548.95 7-30 Days E-2 27807.92 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43837.76 Day 54 No 677.38 7-30 Days G-1 37760.45 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29904.39 Day 54 No 1509.99 <7 Days G-2 26732.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24402.62 Day 54 No 1466.28 31-90 Days G-3 27398.45 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39957.74 Day 54 No 2500.68 91-180 Days IG-1 47793.12 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34547.42 Day 54 No 1386.50 7-30 Days IG-2 39767.53 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42531.64 Day 54 Yes 4053.29 7-30 Days S-1 38764.13 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27416.40 Day 54 Yes 1711.24 7-30 Days S-2 25592.60 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11580.12 Day 54 No 245.30 91-180 Days S-3 11771.28 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26832.68 Day 54 Yes 1604.62 31-90 Days S-4 27374.74 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18474.68 Day 54 No 1776.30 7-30 Days S-5 14858.65 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29554.53 Day 54 Yes 2513.66 7-30 Days S-6 33783.66 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39977.43 Day 54 No 858.96 <7 Days S-7 37684.79 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15481.56 Day 55 No 546.73 <7 Days A-0-Q 13185.82 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2331.34 Day 55 Yes 11.00 7-30 Days A-1-Q 2225.05 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13945.11 Day 55 Yes 1171.08 <7 Days A-2-Q 11398.26 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42406.93 Day 55 No 1643.15 <7 Days A-3-Q 43427.38 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1580.18 Day 55 Yes 19.06 <7 Days A-4-Q 1603.66 Partial Yes Liberty Capital Markets Inc. Capital Markets