Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43373.71 Day 30 Yes 1992.87 31-90 Days A-3-Q 42038.11 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12308.00 Day 30 No 810.71 91-180 Days A-4-Q 12070.84 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23881.92 Day 30 No 1772.27 7-30 Days A-5-Q 23258.96 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29372.05 Day 30 Yes 1417.21 <7 Days CB-1-Q 23577.27 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41244.91 Day 30 Yes 2139.44 31-90 Days CB-2-Q 44781.17 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16109.36 Day 30 Yes 132.33 7-30 Days S-1-Q 13927.67 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13066.03 Day 30 Yes 440.38 31-90 Days S-2-Q 10501.00 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2005.22 Day 30 No 127.71 31-90 Days S-3-Q 2019.35 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23594.72 Day 30 Yes 2348.87 7-30 Days S-4-Q 24403.57 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43016.81 Day 30 No 3543.38 31-90 Days CB-3-Q 37322.34 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4666.70 Day 30 No 422.05 31-90 Days G-1-Q 5597.90 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17328.43 Day 30 No 1226.42 <7 Days G-2-Q 18153.21 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40208.46 Day 30 Yes 812.40 7-30 Days G-3-Q 35971.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17099.92 Day 30 No 459.93 7-30 Days S-5-Q 15528.00 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26645.43 Day 30 No 2601.58 91-180 Days S-6-Q 27163.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39730.92 Day 30 No 1448.73 7-30 Days S-7-Q 42878.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13348.56 Day 30 Yes 523.85 <7 Days E-1-Q 12746.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12388.23 Day 30 No 1014.70 31-90 Days E-2-Q 11893.22 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35345.72 Day 30 No 2537.00 91-180 Days IG-1-Q 34711.01 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15104.68 Day 30 Yes 643.89 31-90 Days IG-2-Q 15279.60 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36704.58 Day 30 Yes 3468.45 31-90 Days C-1 35412.78 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29546.04 Day 30 Yes 1609.84 91-180 Days CB-4 26398.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22014.96 Day 30 No 1574.15 7-30 Days E-10 20393.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26561.46 Day 30 No 192.48 91-180 Days E-3 25210.11 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21333.90 Day 30 No 1995.30 <7 Days E-4 25489.55 Partial Yes Liberty Wealth Management LLC Capital Markets