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 No 8606.60 Day 47 No 109.55 31-90 Days A-1-Q 7691.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10540.43 Day 47 No 857.49 31-90 Days A-2-Q 9078.38 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9944.60 Day 47 Yes 303.46 91-180 Days A-3-Q 8887.95 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 15436.50 Day 47 No 697.47 31-90 Days A-4-Q 15088.38 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14251.48 Day 47 No 22.92 7-30 Days A-5-Q 11511.43 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41493.51 Day 47 No 2964.72 31-90 Days CB-1-Q 42582.86 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 27142.87 Day 47 Yes 520.57 7-30 Days CB-2-Q 31006.09 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 33918.89 Day 47 No 1953.66 31-90 Days S-1-Q 39272.36 Partial 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 13608.89 Day 47 No 1240.78 31-90 Days S-2-Q 11050.01 Full 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 Yes 17365.43 Day 47 No 1589.64 91-180 Days S-3-Q 14397.94 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 42085.70 Day 47 No 2425.79 <7 Days S-4-Q 44908.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38411.03 Day 47 No 3102.05 <7 Days CB-3-Q 34312.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32314.60 Day 47 No 2533.31 <7 Days G-1-Q 28757.02 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20521.96 Day 47 No 1980.33 <7 Days G-2-Q 18787.49 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30204.74 Day 47 Yes 2515.10 91-180 Days G-3-Q 27083.87 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 41565.08 Day 47 No 1262.84 <7 Days S-5-Q 48956.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2593.56 Day 47 Yes 139.63 <7 Days S-6-Q 2510.16 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14164.67 Day 47 No 614.01 91-180 Days S-7-Q 12645.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 15860.66 Day 47 No 444.15 31-90 Days E-1-Q 18007.85 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 29543.75 Day 47 Yes 1941.81 31-90 Days E-2-Q 30294.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 16357.00 Day 47 Yes 1506.55 <7 Days IG-1-Q 19219.71 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 34025.35 Day 47 No 2169.41 7-30 Days IG-2-Q 38419.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8563.80 Day 47 Yes 183.44 <7 Days C-1 8900.99 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 15772.60 Day 47 Yes 1288.01 <7 Days CB-4 17582.77 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 4843.89 Day 47 Yes 121.27 91-180 Days E-10 5666.44 Partial Yes Liberty International Finance Ltd. Capital Markets