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 11340.32 Day 41 No 1120.32 7-30 Days S-3-Q 10004.04 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18128.45 Day 41 No 606.15 91-180 Days S-4-Q 18426.90 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38109.19 Day 41 Yes 3718.26 7-30 Days CB-3-Q 41387.93 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8851.37 Day 41 Yes 597.80 7-30 Days G-1-Q 8473.61 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41041.31 Day 41 No 1747.25 <7 Days G-2-Q 43486.41 None 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 18606.68 Day 41 Yes 248.13 7-30 Days G-3-Q 19193.06 Partial 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 Yes 5598.44 Day 41 No 327.77 31-90 Days S-5-Q 5394.86 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 23067.55 Day 41 No 2140.07 31-90 Days S-6-Q 20396.99 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 15277.39 Day 41 Yes 1452.85 <7 Days S-7-Q 16569.92 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20892.37 Day 41 Yes 783.31 <7 Days E-1-Q 17410.88 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10965.87 Day 41 Yes 292.53 31-90 Days E-2-Q 10071.11 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24645.59 Day 41 No 1056.88 31-90 Days IG-1-Q 20834.66 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 40327.60 Day 41 No 1526.58 7-30 Days IG-2-Q 41303.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 29402.91 Day 41 Yes 2732.38 31-90 Days C-1 34516.83 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 12557.64 Day 41 Yes 1079.30 <7 Days CB-4 12873.90 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 29989.58 Day 41 No 1270.34 7-30 Days E-10 25996.31 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10631.83 Day 41 Yes 172.78 <7 Days E-3 9896.52 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 32733.75 Day 41 Yes 512.91 91-180 Days E-4 28005.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23698.18 Day 41 No 672.19 91-180 Days E-5 24648.46 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 34379.31 Day 41 Yes 239.82 91-180 Days E-6 31371.91 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36285.67 Day 41 No 2650.32 91-180 Days E-7 40903.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8055.45 Day 41 Yes 558.50 7-30 Days E-8 9388.32 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 Yes 42119.01 Day 41 No 3248.09 91-180 Days E-9 38480.07 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42571.64 Day 41 No 3906.27 91-180 Days G-4 38418.27 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 Yes 13998.84 Day 41 Yes 1319.26 91-180 Days IG-3 13117.18 None Yes Liberty International Finance Ltd. Capital Markets