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 12978.15 121 - 150 Days No 877.38 7-30 Days S-4 13668.98 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10217.18 121 - 150 Days Yes 731.72 <7 Days S-5 8328.31 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 35684.05 121 - 150 Days No 1088.06 31-90 Days S-6 40367.96 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 No 37436.84 121 - 150 Days Yes 910.48 31-90 Days S-7 39100.92 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22644.03 151 - 179 Days No 964.51 91-180 Days A-0-Q 20787.61 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 No 9001.92 151 - 179 Days No 123.98 <7 Days A-1-Q 9905.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41866.96 151 - 179 Days No 2974.40 31-90 Days A-2-Q 46209.52 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 Yes 5525.67 151 - 179 Days Yes 278.16 31-90 Days A-3-Q 5454.78 None 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 No 4225.34 151 - 179 Days No 357.60 31-90 Days A-4-Q 3779.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2752.76 151 - 179 Days Yes 272.25 7-30 Days A-5-Q 2323.93 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 No 10017.60 151 - 179 Days No 86.10 91-180 Days CB-1-Q 10710.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 22243.83 151 - 179 Days Yes 2128.18 31-90 Days CB-2-Q 18459.55 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 38070.01 151 - 179 Days No 231.37 91-180 Days S-1-Q 39229.28 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 7315.18 151 - 179 Days Yes 381.98 31-90 Days S-2-Q 7065.65 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18529.94 151 - 179 Days Yes 1404.78 31-90 Days S-3-Q 21133.63 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5640.10 151 - 179 Days Yes 485.82 7-30 Days S-4-Q 5487.26 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 No 14809.02 151 - 179 Days Yes 933.90 7-30 Days CB-3-Q 13795.61 Partial 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 26437.01 151 - 179 Days No 2288.56 31-90 Days G-1-Q 25334.81 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 852.19 151 - 179 Days No 45.62 91-180 Days G-2-Q 784.51 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42461.27 151 - 179 Days No 3540.22 <7 Days G-3-Q 37284.09 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 2601.34 151 - 179 Days No 93.97 31-90 Days S-5-Q 2285.38 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 15655.14 151 - 179 Days No 1168.61 <7 Days S-6-Q 14986.01 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 7557.21 151 - 179 Days No 689.08 7-30 Days S-7-Q 8386.42 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 12276.42 151 - 179 Days Yes 38.40 7-30 Days E-1-Q 10074.06 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 No 35409.25 151 - 179 Days No 2990.87 <7 Days E-2-Q 34900.37 Partial No Wholesale Lending