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 No 25348.03 68 - 74 Days Yes 259.39 <7 Days IG-1 21097.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12558.28 68 - 74 Days No 925.34 31-90 Days IG-2 12584.06 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11095.60 68 - 74 Days No 302.73 91-180 Days S-1 12749.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13485.26 68 - 74 Days No 946.84 31-90 Days S-2 13973.51 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1809.66 68 - 74 Days Yes 20.66 <7 Days S-3 1538.12 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42326.81 68 - 74 Days No 840.70 91-180 Days S-4 44584.72 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28919.79 68 - 74 Days No 999.75 7-30 Days S-5 26414.19 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23630.66 68 - 74 Days No 1621.65 31-90 Days S-6 22172.89 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34555.53 68 - 74 Days Yes 1174.19 31-90 Days S-7 28458.26 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4285.96 75 - 82 Days No 353.83 7-30 Days A-0-Q 5005.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25290.78 75 - 82 Days Yes 334.54 91-180 Days A-1-Q 22453.20 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11864.63 75 - 82 Days No 590.08 7-30 Days A-2-Q 12163.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19310.13 75 - 82 Days Yes 1525.12 <7 Days A-3-Q 15495.86 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25232.90 75 - 82 Days Yes 2433.52 91-180 Days A-4-Q 29151.07 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34089.25 75 - 82 Days No 1564.52 31-90 Days A-5-Q 31686.67 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 7669.20 75 - 82 Days No 45.86 7-30 Days CB-1-Q 7078.46 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1813.87 75 - 82 Days Yes 50.38 7-30 Days CB-2-Q 1727.01 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32792.68 75 - 82 Days No 2368.16 91-180 Days S-1-Q 32951.96 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35004.45 75 - 82 Days Yes 807.85 91-180 Days S-2-Q 41549.13 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26477.10 75 - 82 Days Yes 910.72 91-180 Days S-3-Q 27878.36 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23455.53 75 - 82 Days Yes 2157.32 <7 Days S-4-Q 24735.61 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35707.27 75 - 82 Days Yes 1382.07 91-180 Days CB-3-Q 32242.90 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22838.20 75 - 82 Days Yes 2073.93 31-90 Days G-1-Q 19364.02 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28144.92 75 - 82 Days Yes 520.23 <7 Days G-2-Q 23098.17 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43089.14 75 - 82 Days No 585.25 <7 Days G-3-Q 48842.47 Partial No Trading