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 No 39066.55 Day 7 Yes 373.00 31-90 Days S-5 34986.11 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 34693.89 Day 7 No 1558.06 7-30 Days S-6 36442.41 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2091.54 Day 7 Yes 138.97 31-90 Days S-7 2318.15 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40270.36 Day 8 Yes 651.56 31-90 Days A-0-Q 47485.41 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 7294.97 Day 8 Yes 461.31 <7 Days A-1-Q 7429.34 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13386.31 Day 8 No 732.06 31-90 Days A-2-Q 14669.19 None 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 No 43322.86 Day 8 No 974.56 91-180 Days A-3-Q 40704.55 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 762.11 Day 8 No 39.86 7-30 Days A-4-Q 893.59 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 No 6993.41 Day 8 No 673.89 31-90 Days A-5-Q 7977.93 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38157.33 Day 8 Yes 1188.86 7-30 Days CB-1-Q 40219.29 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32903.30 Day 8 Yes 2498.22 91-180 Days CB-2-Q 28269.04 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 30575.01 Day 8 Yes 463.78 31-90 Days S-1-Q 35239.41 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10557.19 Day 8 Yes 1051.30 91-180 Days S-2-Q 11765.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 18251.63 Day 8 Yes 1018.69 <7 Days S-3-Q 14699.28 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18171.58 Day 8 Yes 1433.21 31-90 Days S-4-Q 16839.32 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 4371.83 Day 8 No 307.62 31-90 Days CB-3-Q 4660.72 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9385.12 Day 8 No 860.53 <7 Days G-1-Q 11206.36 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13960.42 Day 8 Yes 609.31 31-90 Days G-2-Q 15949.83 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 20442.45 Day 8 No 152.00 31-90 Days G-3-Q 20559.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25798.49 Day 8 No 938.33 91-180 Days S-5-Q 24553.45 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20524.86 Day 8 Yes 127.59 31-90 Days S-6-Q 23363.80 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 6080.93 Day 8 No 292.23 91-180 Days S-7-Q 6489.19 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 33229.30 Day 8 Yes 1563.67 <7 Days E-1-Q 31796.86 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 33149.47 Day 8 No 1149.10 91-180 Days E-2-Q 39171.79 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8221.38 Day 8 No 300.65 91-180 Days IG-1-Q 7465.28 Full Yes Liberty Capital Markets Inc. Investment Banking