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 29867.67 Day 14 Yes 1343.99 31-90 Days A-2-Q 31438.07 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7714.29 Day 14 No 666.55 91-180 Days A-3-Q 8131.38 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19715.17 Day 14 No 754.56 31-90 Days A-4-Q 18442.04 Full 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 23779.15 Day 14 Yes 1414.06 <7 Days A-5-Q 27139.11 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11972.30 Day 14 Yes 543.63 91-180 Days CB-1-Q 10286.05 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 Yes 4374.33 Day 14 No 236.16 7-30 Days CB-2-Q 3565.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4627.39 Day 14 No 62.09 31-90 Days S-1-Q 5046.94 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 43518.79 Day 14 No 2542.64 31-90 Days S-2-Q 37648.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37696.49 Day 14 Yes 3618.48 7-30 Days S-3-Q 35931.80 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30737.48 Day 14 Yes 547.59 <7 Days S-4-Q 32369.91 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 25410.86 Day 14 No 961.67 91-180 Days CB-3-Q 30235.32 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41204.41 Day 14 Yes 242.05 91-180 Days G-1-Q 41743.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38295.66 Day 14 No 1310.32 7-30 Days G-2-Q 45520.33 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39154.77 Day 14 No 3359.02 31-90 Days G-3-Q 39701.67 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38506.19 Day 14 Yes 457.38 <7 Days S-5-Q 45155.75 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 42147.06 Day 14 No 4031.57 91-180 Days S-6-Q 34867.37 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14595.99 Day 14 Yes 839.97 <7 Days S-7-Q 13063.35 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5262.37 Day 14 No 270.53 91-180 Days E-1-Q 4689.03 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2727.21 Day 14 No 236.84 91-180 Days E-2-Q 2566.73 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34971.79 Day 14 No 1568.15 <7 Days IG-1-Q 33300.47 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4769.15 Day 14 No 338.92 31-90 Days IG-2-Q 4030.59 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16478.82 Day 14 No 358.03 <7 Days C-1 17487.03 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12524.12 Day 14 No 493.71 7-30 Days CB-4 13182.55 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 Yes 12720.08 Day 14 No 1196.76 91-180 Days E-10 12730.13 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30959.50 Day 14 No 1427.20 <7 Days E-3 26439.93 Full Yes Liberty Wealth Management LLC Investment Banking