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 6355.99 Day 52 No 539.03 31-90 Days CB-1-Q 6486.00 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 43167.62 Day 52 No 4015.91 7-30 Days CB-2-Q 34934.11 Partial 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 33804.95 Day 52 Yes 3129.57 <7 Days S-1-Q 28769.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3535.04 Day 52 Yes 253.79 <7 Days S-2-Q 3576.95 Partial 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 12902.64 Day 52 Yes 107.81 <7 Days S-3-Q 14098.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 31782.78 Day 52 No 778.95 31-90 Days S-4-Q 30899.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 11688.94 Day 52 Yes 665.76 91-180 Days CB-3-Q 11190.57 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23318.53 Day 52 Yes 1164.04 7-30 Days G-1-Q 18823.05 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 40527.46 Day 52 No 1514.84 7-30 Days G-2-Q 36533.87 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5713.52 Day 52 Yes 14.87 7-30 Days G-3-Q 5721.63 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 42013.58 Day 52 No 186.76 <7 Days S-5-Q 41155.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 40862.13 Day 52 No 3544.33 31-90 Days S-6-Q 46850.21 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2921.25 Day 52 No 149.90 91-180 Days S-7-Q 2528.21 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 1543.54 Day 52 Yes 70.30 7-30 Days E-1-Q 1421.35 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21917.47 Day 52 No 658.00 7-30 Days E-2-Q 23810.77 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 27475.94 Day 52 Yes 725.92 31-90 Days IG-1-Q 22296.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 17491.22 Day 52 No 767.35 31-90 Days IG-2-Q 16258.73 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 9326.79 Day 52 No 30.98 <7 Days C-1 9828.77 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28353.38 Day 52 Yes 1272.84 <7 Days CB-4 29922.43 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42924.36 Day 52 No 2668.18 7-30 Days E-10 37274.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41793.65 Day 52 No 2973.86 31-90 Days E-3 34490.98 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8871.92 Day 52 No 405.18 <7 Days E-4 7661.50 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23274.97 Day 52 Yes 430.08 <7 Days E-5 27723.31 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20623.42 Day 52 No 1598.23 <7 Days E-6 20640.52 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 9832.64 Day 52 No 192.84 7-30 Days E-7 9308.65 None Yes Liberty Wealth Management LLC Trading