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 36270.65 Day 11 No 52.20 7-30 Days A-5-Q 41526.09 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21844.41 Day 11 No 1241.13 <7 Days CB-1-Q 19122.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18376.55 Day 11 No 849.90 <7 Days CB-2-Q 17323.64 None 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 40285.72 Day 11 No 826.93 91-180 Days S-1-Q 34187.74 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 739.15 Day 11 No 52.40 91-180 Days S-2-Q 882.01 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 1444.03 Day 11 No 100.64 7-30 Days S-3-Q 1202.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 19690.89 Day 11 Yes 1325.05 <7 Days S-4-Q 19291.96 Partial 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 4136.98 Day 11 Yes 113.89 <7 Days CB-3-Q 3983.81 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 34538.54 Day 11 No 2379.52 <7 Days G-1-Q 28509.69 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22634.76 Day 11 Yes 883.73 7-30 Days G-2-Q 24728.25 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21561.49 Day 11 No 521.23 7-30 Days G-3-Q 20720.31 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41186.20 Day 11 No 3881.07 91-180 Days S-5-Q 45678.50 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 22433.01 Day 11 Yes 221.69 91-180 Days S-6-Q 23234.28 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25994.95 Day 11 Yes 1602.86 31-90 Days S-7-Q 21850.53 None 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 2925.79 Day 11 Yes 3.14 31-90 Days E-1-Q 3432.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 36216.82 Day 11 Yes 1145.16 31-90 Days E-2-Q 39203.40 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37087.69 Day 11 No 551.06 31-90 Days IG-1-Q 33620.05 None 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 30357.82 Day 11 Yes 536.71 7-30 Days IG-2-Q 25229.61 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13080.59 Day 11 No 1195.01 7-30 Days C-1 14923.96 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 40893.16 Day 11 No 1108.18 7-30 Days CB-4 32819.81 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8283.70 Day 11 Yes 687.84 91-180 Days E-10 9859.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14487.25 Day 11 No 1345.26 31-90 Days E-3 13340.20 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3983.44 Day 11 Yes 50.89 7-30 Days E-4 3262.77 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 1081.35 Day 11 Yes 8.37 <7 Days E-5 1002.55 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 6890.43 Day 11 No 114.97 91-180 Days E-6 6872.93 None No Wholesale Lending