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 7329.22 Day 12 No 353.36 91-180 Days A-5-Q 7666.10 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41264.92 Day 12 Yes 1290.20 <7 Days CB-1-Q 39747.60 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6485.49 Day 12 No 482.84 31-90 Days CB-2-Q 5783.70 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37776.37 Day 12 Yes 1050.71 31-90 Days S-1-Q 42355.35 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14384.85 Day 12 No 1188.44 31-90 Days S-2-Q 12988.95 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41263.11 Day 12 No 1420.64 91-180 Days S-3-Q 37287.59 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16601.77 Day 12 Yes 2.51 31-90 Days S-4-Q 16730.07 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30267.88 Day 12 No 2519.99 7-30 Days CB-3-Q 35252.09 Partial 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 9041.29 Day 12 Yes 656.63 <7 Days G-1-Q 9897.31 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43516.55 Day 12 Yes 2884.47 31-90 Days G-2-Q 37228.80 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15747.77 Day 12 Yes 707.66 <7 Days G-3-Q 13340.43 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13454.89 Day 12 No 690.11 91-180 Days S-5-Q 10906.66 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15733.08 Day 12 Yes 664.42 31-90 Days S-6-Q 13760.97 Partial 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 21245.56 Day 12 No 174.95 91-180 Days S-7-Q 18528.76 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21002.12 Day 12 Yes 1384.06 <7 Days E-1-Q 22290.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16279.82 Day 12 No 1170.37 7-30 Days E-2-Q 17715.50 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3350.80 Day 12 No 285.97 7-30 Days IG-1-Q 2792.92 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31153.61 Day 12 No 262.67 7-30 Days IG-2-Q 30755.51 None 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 19957.94 Day 12 No 1540.94 <7 Days C-1 22179.81 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27215.58 Day 12 No 1541.06 7-30 Days CB-4 26801.92 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7921.33 Day 12 Yes 112.17 91-180 Days E-10 7911.60 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3422.07 Day 12 No 152.60 <7 Days E-3 3978.74 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27487.12 Day 12 Yes 648.64 31-90 Days E-4 22492.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27006.82 Day 12 No 2270.52 7-30 Days E-5 29412.94 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11996.15 Day 12 No 970.45 91-180 Days E-6 14078.27 None Yes Liberty Wealth Management LLC Investment Banking