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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6178.93 Day 58 Yes 81.44 91-180 Days S-7 6256.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33009.67 Day 59 No 2552.38 7-30 Days A-0-Q 27425.24 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21699.50 Day 59 Yes 1122.57 7-30 Days A-1-Q 21977.76 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 3149.81 Day 59 Yes 54.00 31-90 Days A-2-Q 3543.24 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38624.21 Day 59 Yes 1932.01 31-90 Days A-3-Q 31140.18 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12568.23 Day 59 No 343.04 91-180 Days A-4-Q 13787.99 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14035.05 Day 59 No 641.79 7-30 Days A-5-Q 14975.07 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2465.63 Day 59 Yes 233.19 31-90 Days CB-1-Q 2592.20 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33544.03 Day 59 Yes 2352.13 31-90 Days CB-2-Q 29901.51 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18105.95 Day 59 Yes 1804.68 7-30 Days S-1-Q 18669.48 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39120.23 Day 59 No 2353.08 7-30 Days S-2-Q 40101.79 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24759.42 Day 59 Yes 1221.20 <7 Days S-3-Q 29031.94 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41805.75 Day 59 Yes 3101.10 7-30 Days S-4-Q 47353.94 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5214.70 Day 59 Yes 67.76 91-180 Days CB-3-Q 4917.40 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23573.46 Day 59 Yes 96.32 7-30 Days G-1-Q 26293.79 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 215.47 Day 59 Yes 2.54 31-90 Days G-2-Q 222.13 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28587.40 Day 59 No 1184.63 31-90 Days G-3-Q 33063.47 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20093.36 Day 59 Yes 1107.06 7-30 Days S-5-Q 17135.07 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6208.03 Day 59 No 243.52 31-90 Days S-6-Q 5163.74 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41833.71 Day 59 Yes 3886.02 <7 Days S-7-Q 37324.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13573.60 Day 59 Yes 389.23 31-90 Days E-1-Q 13849.85 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24993.57 Day 59 Yes 1625.17 7-30 Days E-2-Q 26862.07 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19017.30 Day 59 Yes 187.18 91-180 Days IG-1-Q 16079.83 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14359.50 Day 59 Yes 1037.51 <7 Days IG-2-Q 15750.41 Partial 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 15085.89 Day 59 No 1383.24 31-90 Days C-1 17618.95 Full Yes Liberty Mortgage Services Corp. Trading