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 14351.87 Day 34 No 480.75 91-180 Days S-2 15141.81 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 44073.11 Day 34 Yes 415.07 7-30 Days S-3 39688.77 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 1708.85 Day 34 Yes 11.18 31-90 Days S-4 1636.33 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28396.93 Day 34 Yes 1536.54 <7 Days S-5 31981.40 None 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 No 12133.45 Day 34 No 1005.07 91-180 Days S-6 11026.90 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 6832.33 Day 34 Yes 114.63 91-180 Days S-7 6468.91 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 24911.30 Day 35 Yes 2359.46 31-90 Days A-0-Q 20660.47 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 16014.17 Day 35 Yes 1492.74 31-90 Days A-1-Q 14466.12 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 Yes 33938.17 Day 35 No 2175.52 31-90 Days A-2-Q 38510.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 34533.17 Day 35 Yes 2174.01 91-180 Days A-3-Q 32557.53 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17047.70 Day 35 No 1198.00 91-180 Days A-4-Q 19837.67 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 No 17698.84 Day 35 No 1614.74 7-30 Days A-5-Q 18070.51 Full 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 Yes 29721.06 Day 35 Yes 733.26 31-90 Days CB-1-Q 32264.86 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 20253.57 Day 35 No 186.44 7-30 Days CB-2-Q 17171.34 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 41755.07 Day 35 Yes 2907.26 <7 Days S-1-Q 46278.74 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 13096.02 Day 35 Yes 535.53 31-90 Days S-2-Q 11046.19 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42574.72 Day 35 Yes 2596.68 <7 Days S-3-Q 42195.93 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 10069.50 Day 35 Yes 249.79 <7 Days S-4-Q 9839.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 24560.00 Day 35 Yes 1156.41 <7 Days CB-3-Q 24901.40 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30183.44 Day 35 No 608.57 <7 Days G-1-Q 27550.88 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 20895.93 Day 35 No 2076.01 7-30 Days G-2-Q 22093.73 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14258.27 Day 35 No 376.61 <7 Days G-3-Q 12166.18 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 19364.30 Day 35 Yes 1464.24 91-180 Days S-5-Q 16348.26 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 21710.73 Day 35 No 167.27 <7 Days S-6-Q 25545.99 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 10430.26 Day 35 Yes 153.51 91-180 Days S-7-Q 8749.57 None No Wholesale Lending