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 13734.20 91 - 120 Days Yes 501.83 7-30 Days CB-3 13153.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 1643.07 91 - 120 Days No 131.25 91-180 Days E-1 1674.39 None 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 42105.09 91 - 120 Days Yes 2381.11 <7 Days E-2 37521.66 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 750.47 91 - 120 Days No 44.33 <7 Days G-1 718.18 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 24034.66 91 - 120 Days No 1461.94 91-180 Days G-2 26243.87 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31981.69 91 - 120 Days Yes 1494.97 91-180 Days G-3 35642.65 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 No 22229.47 91 - 120 Days Yes 1321.43 7-30 Days IG-1 20231.20 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 31572.06 91 - 120 Days No 435.40 31-90 Days IG-2 34968.61 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36651.58 91 - 120 Days No 3244.47 31-90 Days S-1 35165.40 Partial 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 19087.77 91 - 120 Days Yes 101.09 31-90 Days S-2 19155.80 Full 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 32588.34 91 - 120 Days No 2404.20 <7 Days S-3 29838.06 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 Yes 26718.69 91 - 120 Days No 169.29 91-180 Days S-4 28366.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 21430.48 91 - 120 Days Yes 84.94 7-30 Days S-5 23728.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5600.48 91 - 120 Days No 505.23 <7 Days S-6 5935.24 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 39980.17 91 - 120 Days No 1137.98 31-90 Days S-7 32331.78 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 6687.17 121 - 150 Days Yes 54.76 7-30 Days A-0-Q 7916.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25093.43 121 - 150 Days Yes 1011.70 91-180 Days A-1-Q 28836.09 None 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 35201.91 121 - 150 Days No 2487.60 7-30 Days A-2-Q 29182.72 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 35856.65 121 - 150 Days Yes 3253.85 7-30 Days A-3-Q 35301.72 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30824.21 121 - 150 Days No 2243.96 31-90 Days A-4-Q 29091.52 Full 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 28013.13 121 - 150 Days No 278.45 7-30 Days A-5-Q 31589.43 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 31859.66 121 - 150 Days No 605.16 91-180 Days CB-1-Q 33792.96 Full 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 19575.95 121 - 150 Days No 937.30 91-180 Days CB-2-Q 18980.53 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40321.77 121 - 150 Days No 1199.14 91-180 Days S-1-Q 43079.75 None 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 No 38071.69 121 - 150 Days No 138.94 <7 Days S-2-Q 35407.98 Partial No Capital Markets