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 24461.63 Day 39 No 143.80 7-30 Days S-7 26776.27 None 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 31929.03 Day 40 No 2950.17 91-180 Days A-0-Q 29497.74 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 33196.12 Day 40 Yes 2015.42 <7 Days A-1-Q 35682.54 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 No 10979.66 Day 40 Yes 503.43 31-90 Days A-2-Q 11923.86 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 34344.16 Day 40 No 1628.59 7-30 Days A-3-Q 40156.94 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 6795.37 Day 40 Yes 86.33 <7 Days A-4-Q 5836.35 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8522.72 Day 40 Yes 58.11 91-180 Days A-5-Q 9458.95 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2036.34 Day 40 No 40.99 <7 Days CB-1-Q 1943.99 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 27324.35 Day 40 Yes 874.23 <7 Days CB-2-Q 26247.13 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20943.45 Day 40 Yes 1810.58 7-30 Days S-1-Q 20922.90 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12937.16 Day 40 Yes 234.17 91-180 Days S-2-Q 14708.65 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 43871.80 Day 40 Yes 4141.73 31-90 Days S-3-Q 48133.64 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 4816.60 Day 40 Yes 309.12 7-30 Days S-4-Q 5183.76 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 No 9036.32 Day 40 No 776.69 7-30 Days CB-3-Q 8854.38 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 25053.56 Day 40 Yes 1376.27 31-90 Days G-1-Q 26916.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3064.73 Day 40 No 20.29 91-180 Days G-2-Q 2996.55 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 19636.19 Day 40 Yes 1663.93 <7 Days G-3-Q 18377.04 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 19257.77 Day 40 No 1598.47 7-30 Days S-5-Q 16438.91 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2007.00 Day 40 Yes 37.37 91-180 Days S-6-Q 1975.32 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 31221.32 Day 40 Yes 986.89 91-180 Days S-7-Q 27397.06 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 40619.57 Day 40 No 1147.66 <7 Days E-1-Q 33144.53 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 Yes 30761.81 Day 40 No 630.08 7-30 Days E-2-Q 29551.58 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 10094.73 Day 40 No 460.99 91-180 Days IG-1-Q 10720.19 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 7295.10 Day 40 No 41.55 7-30 Days IG-2-Q 7788.73 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20115.67 Day 40 Yes 638.33 31-90 Days C-1 18040.03 Full Yes Liberty Capital Markets Inc. Wholesale Lending