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 4691.30 Day 27 Yes 234.78 91-180 Days S-6-Q 4420.17 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 26017.66 Day 27 Yes 1885.97 31-90 Days S-7-Q 30456.16 Full 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 13082.36 Day 27 No 554.06 31-90 Days E-1-Q 10978.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 26821.25 Day 27 Yes 648.51 7-30 Days E-2-Q 26962.06 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 32706.49 Day 27 Yes 53.11 <7 Days IG-1-Q 33283.27 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 36948.89 Day 27 Yes 3183.57 7-30 Days IG-2-Q 37810.11 None 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 31964.86 Day 27 Yes 781.06 91-180 Days C-1 33281.26 None 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 8750.45 Day 27 No 316.98 91-180 Days CB-4 7795.46 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 10036.49 Day 27 No 758.04 7-30 Days E-10 10911.77 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 18377.56 Day 27 No 1798.93 31-90 Days E-3 17591.78 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 17186.54 Day 27 Yes 1217.23 91-180 Days E-4 18277.30 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 30308.84 Day 27 Yes 917.60 <7 Days E-5 34584.72 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 No 4120.93 Day 27 No 375.04 <7 Days E-6 4389.57 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 41808.67 Day 27 Yes 2819.05 <7 Days E-7 43217.20 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 43404.43 Day 27 No 3074.72 <7 Days E-8 42235.07 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 11302.13 Day 27 Yes 477.24 <7 Days E-9 11449.78 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 Yes 13481.30 Day 27 Yes 656.43 7-30 Days G-4 15592.55 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 5558.48 Day 27 Yes 415.23 91-180 Days IG-3 6031.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 38675.86 Day 27 Yes 2452.89 91-180 Days IG-4 45808.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 7019.74 Day 27 No 570.54 91-180 Days IG-5 5852.11 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 34588.19 Day 27 No 1489.43 <7 Days IG-6 35407.48 None 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 12989.54 Day 27 Yes 524.10 <7 Days IG-7 15286.91 None 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 42289.20 Day 27 No 1395.36 31-90 Days IG-8 35654.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 2386.74 Day 27 No 147.97 91-180 Days L-1 2121.63 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 5225.59 Day 27 No 171.43 7-30 Days L-10 6065.26 Partial No Wholesale Lending