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 28209.82 83 - 90 Days No 2527.38 31-90 Days G-1-Q 27477.75 Full 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 No 29029.00 83 - 90 Days Yes 1568.26 <7 Days G-2-Q 31888.92 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 40195.17 83 - 90 Days No 2701.23 31-90 Days G-3-Q 41407.12 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8123.35 83 - 90 Days No 427.32 7-30 Days S-5-Q 7911.39 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 Yes 39087.00 83 - 90 Days No 277.85 31-90 Days S-6-Q 34926.38 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30589.33 83 - 90 Days No 2248.29 <7 Days S-7-Q 34834.90 Partial 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 22061.45 83 - 90 Days Yes 2062.79 7-30 Days E-1-Q 22368.92 Partial 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 23147.67 83 - 90 Days No 287.84 <7 Days E-2-Q 23885.06 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 22485.65 83 - 90 Days Yes 37.26 <7 Days IG-1-Q 18643.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 43096.01 83 - 90 Days Yes 1478.80 91-180 Days IG-2-Q 37097.45 None 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 No 8616.83 83 - 90 Days No 197.22 31-90 Days C-1 9828.35 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 43032.30 83 - 90 Days No 2679.18 91-180 Days CB-4 38605.48 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38625.04 83 - 90 Days No 796.72 91-180 Days E-10 33723.71 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 Yes 4389.23 83 - 90 Days Yes 201.53 <7 Days E-3 4098.38 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 No 42246.33 83 - 90 Days Yes 2149.66 91-180 Days E-4 35967.30 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23481.98 83 - 90 Days No 559.05 91-180 Days E-5 25027.47 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38104.31 83 - 90 Days No 3095.13 7-30 Days E-6 30499.28 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 10613.58 83 - 90 Days Yes 921.45 <7 Days E-7 8590.64 Partial 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 31069.09 83 - 90 Days Yes 2069.12 7-30 Days E-8 31853.94 Full 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 29611.74 83 - 90 Days No 2836.38 7-30 Days E-9 27526.04 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23706.15 83 - 90 Days Yes 1740.14 7-30 Days G-4 22471.52 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17883.28 83 - 90 Days Yes 1700.55 31-90 Days IG-3 20728.43 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 No 24767.11 83 - 90 Days Yes 4.35 91-180 Days IG-4 26941.04 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 7067.67 83 - 90 Days No 139.16 91-180 Days IG-5 5778.34 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 32508.95 83 - 90 Days Yes 2383.81 <7 Days IG-6 29085.68 None No Wholesale Lending