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 4879.87 Day 49 Yes 226.13 <7 Days S-6 5687.78 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12761.53 Day 49 No 1213.80 91-180 Days S-7 15022.01 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32145.97 Day 50 Yes 976.54 <7 Days A-0-Q 27831.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8047.93 Day 50 No 88.39 <7 Days A-1-Q 8075.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36257.81 Day 50 Yes 3374.98 31-90 Days A-2-Q 36509.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23960.00 Day 50 Yes 941.01 91-180 Days A-3-Q 20896.33 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42198.73 Day 50 No 1625.71 91-180 Days A-4-Q 33841.80 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2528.66 Day 50 Yes 103.41 <7 Days A-5-Q 2389.27 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41343.61 Day 50 Yes 2270.73 7-30 Days CB-1-Q 38897.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19656.67 Day 50 No 535.85 <7 Days CB-2-Q 16627.91 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15078.53 Day 50 No 1031.46 <7 Days S-1-Q 14350.24 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25756.55 Day 50 Yes 1249.91 7-30 Days S-2-Q 23500.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33963.21 Day 50 Yes 1112.15 31-90 Days S-3-Q 27245.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23151.78 Day 50 Yes 234.49 31-90 Days S-4-Q 24751.79 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33219.91 Day 50 No 1859.09 <7 Days CB-3-Q 34834.84 Partial 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 6538.19 Day 50 Yes 150.96 91-180 Days G-1-Q 6160.98 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40804.42 Day 50 Yes 2886.64 7-30 Days G-2-Q 40690.83 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18106.09 Day 50 Yes 138.33 31-90 Days G-3-Q 18763.00 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27038.42 Day 50 Yes 779.43 91-180 Days S-5-Q 22032.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12002.78 Day 50 No 0.13 31-90 Days S-6-Q 13622.37 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14713.68 Day 50 No 372.13 91-180 Days S-7-Q 14184.62 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20301.73 Day 50 Yes 1134.29 91-180 Days E-1-Q 20561.97 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9617.90 Day 50 Yes 365.65 91-180 Days E-2-Q 11220.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30697.75 Day 50 No 317.73 7-30 Days IG-1-Q 29466.32 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 15065.61 Day 50 No 719.25 7-30 Days IG-2-Q 14226.91 Partial Yes Liberty Mortgage Services Corp. Treasury