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 Small Business Yes 19262.08 Day 20 No 1205.51 7-30 Days G-3 15697.43 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37875.78 Day 20 No 878.55 <7 Days IG-1 41460.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 42039.60 Day 20 No 2013.31 7-30 Days IG-2 44629.38 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 28299.60 Day 20 No 1667.26 <7 Days S-1 24026.11 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25393.08 Day 20 No 2346.80 91-180 Days S-2 24563.26 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28718.84 Day 20 No 1913.39 <7 Days S-3 27155.41 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39084.77 Day 20 No 1696.22 31-90 Days S-4 44561.48 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 6918.39 Day 20 Yes 378.18 31-90 Days S-5 7693.30 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38220.76 Day 20 Yes 2942.00 7-30 Days S-6 39043.10 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13929.53 Day 20 No 201.07 <7 Days S-7 15082.69 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 33753.63 Day 21 Yes 153.67 31-90 Days A-0-Q 28439.74 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 17968.28 Day 21 No 1740.09 <7 Days A-1-Q 19359.57 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38832.99 Day 21 Yes 2785.75 91-180 Days A-2-Q 36154.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 28657.61 Day 21 Yes 651.59 7-30 Days A-3-Q 25822.55 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21114.53 Day 21 Yes 1203.37 31-90 Days A-4-Q 21138.17 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21427.85 Day 21 Yes 589.35 31-90 Days A-5-Q 19504.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38356.41 Day 21 Yes 3367.95 <7 Days CB-1-Q 45430.01 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12994.24 Day 21 No 416.51 91-180 Days CB-2-Q 15364.05 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38179.40 Day 21 Yes 3132.57 91-180 Days S-1-Q 39320.90 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 6880.88 Day 21 No 331.21 <7 Days S-2-Q 6405.69 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40261.02 Day 21 No 239.15 91-180 Days S-3-Q 33793.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 42945.06 Day 21 No 2967.60 31-90 Days S-4-Q 49576.46 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 11341.85 Day 21 Yes 928.14 <7 Days CB-3-Q 11536.52 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37016.59 Day 21 No 809.77 91-180 Days G-1-Q 43706.95 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 19808.41 Day 21 No 594.67 7-30 Days G-2-Q 19705.00 Partial Yes Liberty Mortgage Services Corp. Capital Markets