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 5318.21 Day 31 No 152.24 7-30 Days Y-3 5356.33 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 41516.47 Day 31 No 1885.79 7-30 Days Y-4 37726.20 None 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 10213.28 Day 31 No 543.11 91-180 Days Z-1 11592.70 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29690.62 Day 31 No 231.76 91-180 Days A-2 28899.21 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 28714.77 Day 31 Yes 2805.43 <7 Days A-3 32987.14 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3281.23 Day 31 Yes 262.01 31-90 Days A-4 2634.97 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21885.27 Day 31 No 417.89 7-30 Days A-5 23925.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 2059.92 Day 31 No 28.47 <7 Days CB-1 2035.30 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 38.01 Day 31 No 2.88 31-90 Days CB-2 40.36 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21954.71 Day 31 Yes 412.37 91-180 Days CB-3 19523.81 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 10826.61 Day 31 Yes 982.40 <7 Days E-1 12675.68 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18114.61 Day 31 Yes 720.82 <7 Days E-2 17346.27 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 31398.28 Day 31 Yes 1714.18 31-90 Days G-1 30304.68 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25293.01 Day 31 No 402.49 91-180 Days G-2 28845.45 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 11695.13 Day 31 Yes 962.68 <7 Days G-3 10705.60 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 25516.15 Day 31 No 890.73 31-90 Days IG-1 30340.96 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 28648.12 Day 31 No 2680.98 31-90 Days IG-2 23874.16 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24983.48 Day 31 No 603.20 <7 Days S-1 24489.70 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 28190.35 Day 31 No 1717.43 7-30 Days S-2 29361.01 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 Yes 29447.71 Day 31 Yes 485.90 7-30 Days S-3 30695.44 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 29916.06 Day 31 No 1127.80 31-90 Days S-4 25321.99 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9995.59 Day 31 No 153.02 91-180 Days S-5 8861.64 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22639.67 Day 31 No 248.53 31-90 Days S-6 27059.57 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 42157.66 Day 31 No 1682.46 91-180 Days S-7 35365.25 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37562.94 Day 32 Yes 3688.27 91-180 Days A-0-Q 31987.79 None Yes Liberty International Finance Ltd. Trading