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 40061.60 >4 Yr <= 5 Yr No 2648.37 91-180 Days C-1 43370.24 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 28947.64 >4 Yr <= 5 Yr Yes 1806.11 7-30 Days CB-4 33477.71 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 28400.95 >4 Yr <= 5 Yr No 731.37 <7 Days E-10 22942.27 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 33646.46 >4 Yr <= 5 Yr Yes 1153.10 31-90 Days E-3 36995.76 Partial 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 13284.55 >4 Yr <= 5 Yr No 208.57 7-30 Days E-4 12945.49 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 37232.25 >4 Yr <= 5 Yr No 2594.23 <7 Days E-5 33177.23 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 801.79 >4 Yr <= 5 Yr No 12.25 7-30 Days E-6 756.36 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 No 19634.81 >4 Yr <= 5 Yr Yes 1176.96 31-90 Days E-7 16989.86 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 33080.31 >4 Yr <= 5 Yr Yes 780.44 7-30 Days E-8 38213.11 None 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 No 7414.11 >4 Yr <= 5 Yr No 341.43 7-30 Days E-9 7711.50 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 2883.66 >4 Yr <= 5 Yr Yes 87.51 7-30 Days G-4 2822.02 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 33623.97 >4 Yr <= 5 Yr No 1918.61 7-30 Days IG-3 33688.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 30236.75 >4 Yr <= 5 Yr Yes 1787.90 <7 Days IG-4 29671.58 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 9189.74 >4 Yr <= 5 Yr Yes 763.05 91-180 Days IG-5 8599.89 None 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 17854.46 >4 Yr <= 5 Yr No 203.48 <7 Days IG-6 21195.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 7792.04 >4 Yr <= 5 Yr No 669.54 91-180 Days IG-7 8422.07 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 Yes 41356.01 >4 Yr <= 5 Yr No 1601.61 91-180 Days IG-8 43818.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 3334.58 >4 Yr <= 5 Yr No 92.98 7-30 Days L-1 3020.10 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 2828.42 >4 Yr <= 5 Yr No 219.84 <7 Days L-10 2908.74 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 19947.16 >4 Yr <= 5 Yr Yes 754.29 91-180 Days L-11 17063.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 26632.28 >4 Yr <= 5 Yr Yes 1339.13 <7 Days L-2 22285.63 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 22517.37 >4 Yr <= 5 Yr No 11.39 <7 Days L-3 19409.85 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 5722.50 >4 Yr <= 5 Yr No 446.24 91-180 Days L-4 6778.67 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 Yes 23756.89 >4 Yr <= 5 Yr No 221.01 <7 Days L-5 23420.49 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 6039.99 >4 Yr <= 5 Yr Yes 390.47 <7 Days L-6 5170.41 None No Wholesale Lending