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 Non-Financial Corporate Yes 26241.65 Day 23 Yes 2249.05 91-180 Days L-7 29043.51 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 26407.13 Day 23 No 2228.50 31-90 Days L-8 21746.50 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 9473.17 Day 23 No 548.55 31-90 Days L-9 11161.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 42067.97 Day 23 No 1213.26 91-180 Days LC-1 46157.35 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5679.76 Day 23 Yes 149.70 <7 Days LC-2 6418.82 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 3000.73 Day 23 Yes 25.05 91-180 Days N-1 2870.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 27910.68 Day 23 Yes 1113.75 7-30 Days N-2 31550.85 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 11896.12 Day 23 Yes 562.64 7-30 Days N-3 14238.68 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 4856.40 Day 23 Yes 170.75 7-30 Days N-4 5431.48 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 39151.64 Day 23 Yes 426.30 <7 Days N-5 46229.55 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 11005.62 Day 23 Yes 32.21 91-180 Days N-6 12103.45 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 21810.14 Day 23 Yes 1626.61 31-90 Days N-7 20169.89 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 20203.77 Day 23 Yes 417.37 91-180 Days P-1 22068.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 17936.45 Day 23 Yes 172.04 <7 Days P-2 17320.69 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 6864.69 Day 23 Yes 106.88 31-90 Days S-8 6704.06 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 18930.36 Day 23 Yes 499.16 31-90 Days Y-1 17554.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 38236.08 Day 23 Yes 1548.62 7-30 Days Y-2 44821.58 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 38509.76 Day 23 Yes 2989.21 91-180 Days Y-3 45427.83 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 43275.68 Day 23 No 74.80 7-30 Days Y-4 50026.33 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 41545.91 Day 23 Yes 399.94 31-90 Days Z-1 49069.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 8346.28 Day 23 No 88.57 7-30 Days A-2 7682.48 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10095.02 Day 23 Yes 560.12 <7 Days A-3 9697.72 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 6709.78 Day 23 Yes 589.97 31-90 Days A-4 7622.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25331.12 Day 23 No 1550.38 31-90 Days A-5 24775.57 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 4562.38 Day 23 No 47.57 91-180 Days CB-1 4490.62 Partial Yes Liberty International Finance Ltd. Trading