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 39418.27 180 - 270 Days No 3592.95 <7 Days CB-2-Q 46269.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30969.95 180 - 270 Days Yes 635.85 31-90 Days S-1-Q 27074.99 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 Yes 6249.39 180 - 270 Days No 13.43 <7 Days S-2-Q 5510.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23926.52 180 - 270 Days No 924.52 <7 Days S-3-Q 25643.48 Full 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 1552.04 180 - 270 Days No 14.88 91-180 Days S-4-Q 1557.85 Full 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 41469.12 180 - 270 Days No 3577.72 91-180 Days CB-3-Q 45682.22 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 Yes 42007.20 180 - 270 Days No 30.94 7-30 Days G-1-Q 43334.73 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 No 20065.22 180 - 270 Days No 370.18 <7 Days G-2-Q 16790.40 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 25040.08 180 - 270 Days Yes 562.53 7-30 Days G-3-Q 21568.74 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 15932.65 180 - 270 Days Yes 1009.04 7-30 Days S-5-Q 15742.13 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 Yes 14609.76 180 - 270 Days No 1431.21 <7 Days S-6-Q 17033.29 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 27021.18 180 - 270 Days Yes 863.19 <7 Days S-7-Q 26666.08 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 Yes 3182.08 180 - 270 Days Yes 266.37 7-30 Days E-1-Q 2821.83 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 42532.32 180 - 270 Days Yes 252.22 91-180 Days E-2-Q 47622.23 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 43945.07 180 - 270 Days Yes 899.79 7-30 Days IG-1-Q 46555.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 34195.32 180 - 270 Days No 3339.07 91-180 Days IG-2-Q 37739.68 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 27274.50 180 - 270 Days Yes 535.78 91-180 Days C-1 22486.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 4290.97 180 - 270 Days No 204.70 <7 Days CB-4 4806.26 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 Yes 31602.70 180 - 270 Days Yes 1362.43 31-90 Days E-10 25856.55 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30263.65 180 - 270 Days No 1242.16 7-30 Days E-3 28812.98 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 25707.05 180 - 270 Days No 1230.56 91-180 Days E-4 26801.78 None 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 4817.68 180 - 270 Days No 223.04 31-90 Days E-5 4234.05 Full 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 3113.92 180 - 270 Days Yes 134.47 91-180 Days E-6 2684.66 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 Yes 16767.29 180 - 270 Days No 649.78 7-30 Days E-7 19527.86 Partial 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 Yes 12313.14 180 - 270 Days Yes 185.78 <7 Days E-8 11896.22 Partial No Capital Markets