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 16401.14 >3 Yr <= 4 Yr No 77.17 7-30 Days LC-1 13314.95 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 31575.64 >3 Yr <= 4 Yr Yes 529.60 31-90 Days LC-2 32672.51 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39482.03 >3 Yr <= 4 Yr No 1721.15 7-30 Days N-1 36892.85 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 No 22750.76 >3 Yr <= 4 Yr No 668.81 91-180 Days N-2 24393.34 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 1213.42 >3 Yr <= 4 Yr No 54.82 7-30 Days N-3 1420.09 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 35087.66 >3 Yr <= 4 Yr Yes 1503.04 31-90 Days N-4 35367.86 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 39434.80 >3 Yr <= 4 Yr No 388.72 7-30 Days N-5 41561.64 Full 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 39680.28 >3 Yr <= 4 Yr No 2152.77 7-30 Days N-6 34045.82 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 34133.85 >3 Yr <= 4 Yr No 1035.83 7-30 Days N-7 35819.67 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 19418.73 >3 Yr <= 4 Yr No 678.28 31-90 Days P-1 17297.13 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 No 33228.23 >3 Yr <= 4 Yr No 1820.09 91-180 Days P-2 29537.99 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23604.33 >3 Yr <= 4 Yr Yes 1638.79 7-30 Days S-8 24092.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 14665.52 >3 Yr <= 4 Yr No 381.17 7-30 Days Y-1 17218.42 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18720.92 >3 Yr <= 4 Yr No 501.05 31-90 Days Y-2 17022.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5883.54 >3 Yr <= 4 Yr No 196.99 7-30 Days Y-3 6948.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2863.20 >3 Yr <= 4 Yr Yes 193.53 91-180 Days Y-4 2402.47 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 18183.31 >3 Yr <= 4 Yr Yes 1807.71 <7 Days Z-1 19259.79 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 27548.00 >3 Yr <= 4 Yr Yes 1786.73 <7 Days A-2 30420.06 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 39771.68 >3 Yr <= 4 Yr Yes 2134.38 <7 Days A-3 41859.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36750.68 >3 Yr <= 4 Yr No 3218.22 91-180 Days A-4 42773.52 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 33023.72 >3 Yr <= 4 Yr Yes 1435.60 31-90 Days A-5 30302.42 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42746.14 >3 Yr <= 4 Yr No 3015.19 91-180 Days CB-1 47207.39 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 4423.91 >3 Yr <= 4 Yr Yes 185.91 91-180 Days CB-2 4631.09 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24035.76 >3 Yr <= 4 Yr No 1025.45 31-90 Days CB-3 26750.68 Partial 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 19006.64 >3 Yr <= 4 Yr Yes 622.97 <7 Days E-1 17119.19 Partial Yes Liberty International Finance Ltd. Treasury