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 26081.60 Day 38 Yes 1261.99 <7 Days IG-7 27661.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 7630.39 Day 38 No 60.43 31-90 Days IG-8 6743.26 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 32935.36 Day 38 Yes 1141.45 31-90 Days L-1 31874.61 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 34521.61 Day 38 No 235.67 91-180 Days L-10 34542.19 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 30900.15 Day 38 Yes 2346.82 31-90 Days L-11 31738.01 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 No 37459.64 Day 38 No 1705.08 91-180 Days L-2 30361.43 Full 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 35558.22 Day 38 Yes 1015.39 7-30 Days L-3 34143.99 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 23672.30 Day 38 No 188.55 7-30 Days L-4 19521.95 None 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 No 13720.57 Day 38 No 1215.13 91-180 Days L-5 13775.28 Partial 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 Yes 37894.73 Day 38 No 2600.25 91-180 Days L-6 38817.54 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 23308.07 Day 38 No 1638.06 91-180 Days L-7 24110.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 36814.25 Day 38 Yes 1220.58 <7 Days L-8 41297.72 Full 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 14014.08 Day 38 Yes 1395.79 31-90 Days L-9 11547.93 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 33959.87 Day 38 Yes 581.74 7-30 Days LC-1 33374.15 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 Yes 36016.38 Day 38 No 1961.00 <7 Days LC-2 39026.58 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 40161.23 Day 38 Yes 1031.86 7-30 Days N-1 36277.33 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25791.78 Day 38 No 825.99 91-180 Days N-2 21059.62 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 18054.68 Day 38 No 440.58 7-30 Days N-3 21439.71 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 31972.08 Day 38 No 1227.64 91-180 Days N-4 33182.86 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 21126.73 Day 38 No 1926.36 <7 Days N-5 17854.63 Full 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 42795.72 Day 38 No 2133.03 31-90 Days N-6 47733.33 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 Yes 37889.62 Day 38 Yes 395.70 31-90 Days N-7 44725.02 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 29891.97 Day 38 Yes 1124.42 <7 Days P-1 34147.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 44113.93 Day 38 No 3999.98 31-90 Days P-2 47975.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 26966.76 Day 38 Yes 84.94 <7 Days S-8 28375.57 Full No Treasury