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 41098.40 Day 40 No 2740.53 <7 Days CB-3 42892.91 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 22648.49 Day 40 No 1257.36 31-90 Days E-1 23331.46 None 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 No 37560.21 Day 40 Yes 789.13 7-30 Days E-2 42097.92 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 32448.93 Day 40 Yes 1569.47 91-180 Days G-1 35918.31 Partial 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 11634.24 Day 40 Yes 295.68 7-30 Days G-2 11509.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 36334.17 Day 40 No 662.08 91-180 Days G-3 40295.81 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32014.11 Day 40 No 2039.08 <7 Days IG-1 27458.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17702.50 Day 40 No 1424.37 91-180 Days IG-2 16620.03 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38107.70 Day 40 No 1619.29 91-180 Days S-1 32265.95 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38102.90 Day 40 Yes 1514.03 31-90 Days S-2 41835.23 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 Yes 28908.24 Day 40 No 971.90 91-180 Days S-3 28477.73 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17926.62 Day 40 Yes 315.81 <7 Days S-4 16135.26 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 No 9874.99 Day 40 No 894.74 91-180 Days S-5 10306.12 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 19374.44 Day 40 No 1837.67 91-180 Days S-6 16485.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 22826.25 Day 40 No 39.91 31-90 Days S-7 22461.41 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 3797.67 Day 41 No 83.43 31-90 Days A-0-Q 3276.53 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 17276.24 Day 41 No 984.93 31-90 Days A-1-Q 13958.21 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18850.35 Day 41 No 880.25 7-30 Days A-2-Q 17834.59 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42268.35 Day 41 No 2402.64 31-90 Days A-3-Q 40535.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25291.02 Day 41 No 2207.90 91-180 Days A-4-Q 24762.04 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13548.66 Day 41 Yes 580.23 <7 Days A-5-Q 12828.47 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17905.51 Day 41 Yes 302.83 31-90 Days CB-1-Q 17011.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8536.58 Day 41 No 799.43 <7 Days CB-2-Q 8023.59 Partial 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 14598.81 Day 41 No 1338.87 31-90 Days S-1-Q 14542.39 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 34308.75 Day 41 Yes 1533.57 <7 Days S-2-Q 32349.24 Partial Yes Liberty Capital Markets Inc. Wholesale Lending