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 31942.10 61 - 67 Days Yes 441.52 91-180 Days IG-1 37446.51 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9195.94 61 - 67 Days Yes 134.48 <7 Days IG-2 8862.59 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 8878.55 61 - 67 Days No 311.62 91-180 Days S-1 7743.03 Full 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 Yes 27375.24 61 - 67 Days No 2226.84 31-90 Days S-2 30642.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 33102.45 61 - 67 Days Yes 1848.03 7-30 Days S-3 34105.80 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24592.93 61 - 67 Days Yes 183.69 31-90 Days S-4 24205.76 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 18829.39 61 - 67 Days No 115.89 91-180 Days S-5 20127.16 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2425.82 61 - 67 Days No 227.96 <7 Days S-6 2311.31 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32940.05 61 - 67 Days Yes 3205.90 91-180 Days S-7 26909.31 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 37475.94 68 - 74 Days No 3137.39 <7 Days A-0-Q 40677.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12434.75 68 - 74 Days No 1101.59 31-90 Days A-1-Q 11543.78 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3737.68 68 - 74 Days Yes 132.69 <7 Days A-2-Q 3838.54 Full 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 24716.59 68 - 74 Days Yes 2367.01 7-30 Days A-3-Q 21686.83 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 34217.11 68 - 74 Days Yes 1670.85 <7 Days A-4-Q 33653.23 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 368.18 68 - 74 Days No 17.35 <7 Days A-5-Q 395.04 Partial 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 33200.26 68 - 74 Days Yes 233.42 <7 Days CB-1-Q 29077.67 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25258.19 68 - 74 Days No 831.88 31-90 Days CB-2-Q 27121.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 39934.00 68 - 74 Days Yes 858.16 31-90 Days S-1-Q 32007.03 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 35565.79 68 - 74 Days Yes 1746.74 31-90 Days S-2-Q 35114.48 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 2961.90 68 - 74 Days Yes 168.90 91-180 Days S-3-Q 2554.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 26086.86 68 - 74 Days Yes 1113.26 31-90 Days S-4-Q 27421.70 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30828.38 68 - 74 Days No 1972.80 <7 Days CB-3-Q 32094.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2246.72 68 - 74 Days Yes 97.26 91-180 Days G-1-Q 2422.98 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 No 20403.38 68 - 74 Days Yes 1733.79 31-90 Days G-2-Q 23672.41 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23428.01 68 - 74 Days No 310.02 <7 Days G-3-Q 19155.70 Partial No Trading