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 Yes 32966.21 Day 39 No 2681.28 91-180 Days G-1-Q 37279.66 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32404.07 Day 39 No 215.89 31-90 Days G-2-Q 34178.08 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40975.82 Day 39 Yes 3846.13 7-30 Days G-3-Q 45928.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12616.15 Day 39 No 1227.46 7-30 Days S-5-Q 10293.08 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 7436.34 Day 39 Yes 69.71 <7 Days S-6-Q 6080.35 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21315.21 Day 39 No 859.31 <7 Days S-7-Q 23563.55 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 Yes 21757.11 Day 39 No 1344.78 7-30 Days E-1-Q 25037.67 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30724.12 Day 39 Yes 2500.63 7-30 Days E-2-Q 35193.19 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24884.73 Day 39 Yes 408.30 7-30 Days IG-1-Q 29610.31 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 28874.69 Day 39 No 1090.14 7-30 Days IG-2-Q 24989.91 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 20402.34 Day 39 Yes 736.31 91-180 Days C-1 18120.72 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 31795.68 Day 39 No 559.06 <7 Days CB-4 35176.46 None 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 40784.32 Day 39 Yes 1197.71 <7 Days E-10 45447.92 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22680.65 Day 39 Yes 1878.06 <7 Days E-3 26805.06 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 13673.56 Day 39 Yes 326.28 91-180 Days E-4 12507.82 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31145.72 Day 39 Yes 2709.58 <7 Days E-5 34544.90 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 5371.70 Day 39 Yes 398.74 <7 Days E-6 5940.98 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 27611.19 Day 39 Yes 167.94 91-180 Days E-7 29480.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 32739.50 Day 39 Yes 2247.22 7-30 Days E-8 32882.98 Partial 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 Yes 16971.55 Day 39 Yes 850.38 91-180 Days E-9 16828.77 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 19144.35 Day 39 Yes 1808.55 <7 Days G-4 17777.98 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38614.81 Day 39 Yes 2288.00 91-180 Days IG-3 38789.73 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41982.60 Day 39 Yes 1035.13 7-30 Days IG-4 48099.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12944.75 Day 39 No 415.91 91-180 Days IG-5 13968.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38706.58 Day 39 No 2302.19 <7 Days IG-6 43851.84 Full Yes Liberty Wealth Management LLC Treasury