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 No 11544.97 Day 45 Yes 894.97 7-30 Days L-1 11663.58 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 41068.02 Day 45 No 3575.72 <7 Days L-10 33001.76 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 30643.02 Day 45 No 1614.63 7-30 Days L-11 30772.61 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 Yes 24539.29 Day 45 No 147.46 31-90 Days L-2 28111.03 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 Yes 36187.89 Day 45 Yes 260.01 7-30 Days L-3 32431.85 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 20416.70 Day 45 Yes 905.61 91-180 Days L-4 20171.98 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 21150.98 Day 45 Yes 1061.90 91-180 Days L-5 19702.85 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 35306.13 Day 45 Yes 1364.51 <7 Days L-6 35041.52 Full 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 35880.13 Day 45 No 2692.56 91-180 Days L-7 32661.92 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 Yes 8542.57 Day 45 No 653.41 91-180 Days L-8 9013.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5131.81 Day 45 Yes 172.05 31-90 Days L-9 5972.34 Full 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 39208.60 Day 45 No 128.19 7-30 Days LC-1 35408.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 2515.24 Day 45 Yes 165.30 91-180 Days LC-2 2484.58 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 40658.85 Day 45 Yes 973.75 31-90 Days N-1 33221.85 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 Yes 31949.28 Day 45 Yes 2071.52 7-30 Days N-2 31726.20 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 25711.95 Day 45 Yes 1084.56 91-180 Days N-3 22086.13 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 23696.08 Day 45 Yes 890.07 7-30 Days N-4 26163.85 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 26880.74 Day 45 Yes 1481.04 31-90 Days N-5 22897.52 Partial 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 31970.01 Day 45 No 1822.76 <7 Days N-6 31570.42 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 17545.24 Day 45 Yes 787.97 7-30 Days N-7 16432.61 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 Yes 4204.43 Day 45 No 52.47 91-180 Days P-1 5015.24 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 23648.32 Day 45 No 87.21 <7 Days P-2 18950.48 Partial 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 12107.30 Day 45 Yes 568.00 <7 Days S-8 10758.71 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 13838.46 Day 45 No 1358.21 31-90 Days Y-1 12553.16 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 33126.21 Day 45 No 310.85 31-90 Days Y-2 35153.91 Partial No Treasury