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 18028.45 >= 1 Yr <= 2 Yr Yes 496.27 <7 Days A-4-Q 15503.00 Partial 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 17260.10 >= 1 Yr <= 2 Yr Yes 1613.12 31-90 Days A-5-Q 14433.98 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24439.90 >= 1 Yr <= 2 Yr No 1504.66 31-90 Days CB-1-Q 22563.55 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17627.73 >= 1 Yr <= 2 Yr Yes 847.72 91-180 Days CB-2-Q 16772.26 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 24199.70 >= 1 Yr <= 2 Yr Yes 1038.61 7-30 Days S-1-Q 24552.81 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 39594.09 >= 1 Yr <= 2 Yr Yes 242.96 31-90 Days S-2-Q 44320.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 27470.87 >= 1 Yr <= 2 Yr No 2640.29 7-30 Days S-3-Q 32364.98 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 21703.01 >= 1 Yr <= 2 Yr Yes 1334.61 31-90 Days S-4-Q 24034.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 28442.77 >= 1 Yr <= 2 Yr No 1626.33 91-180 Days CB-3-Q 26547.53 Partial 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 7701.87 >= 1 Yr <= 2 Yr Yes 476.10 7-30 Days G-1-Q 7940.25 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 No 12976.27 >= 1 Yr <= 2 Yr Yes 642.69 <7 Days G-2-Q 15423.90 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 26754.34 >= 1 Yr <= 2 Yr No 626.56 7-30 Days G-3-Q 24277.16 None 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 4607.59 >= 1 Yr <= 2 Yr No 13.62 91-180 Days S-5-Q 4955.93 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 27096.71 >= 1 Yr <= 2 Yr No 2004.06 91-180 Days S-6-Q 31985.18 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22284.64 >= 1 Yr <= 2 Yr No 14.23 31-90 Days S-7-Q 24123.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 26645.56 >= 1 Yr <= 2 Yr No 1868.75 31-90 Days E-1-Q 24693.85 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 17269.27 >= 1 Yr <= 2 Yr No 451.84 31-90 Days E-2-Q 18844.76 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 32791.28 >= 1 Yr <= 2 Yr Yes 1295.06 7-30 Days IG-1-Q 29282.63 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 24695.69 >= 1 Yr <= 2 Yr No 1635.10 7-30 Days IG-2-Q 22163.39 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18481.07 >= 1 Yr <= 2 Yr Yes 886.84 7-30 Days C-1 18826.62 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 27145.31 >= 1 Yr <= 2 Yr Yes 575.98 91-180 Days CB-4 21936.71 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 39727.50 >= 1 Yr <= 2 Yr No 1688.63 7-30 Days E-10 46099.51 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22362.76 >= 1 Yr <= 2 Yr Yes 308.67 91-180 Days E-3 25426.07 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22417.75 >= 1 Yr <= 2 Yr Yes 8.15 <7 Days E-4 20513.40 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 38129.18 >= 1 Yr <= 2 Yr No 819.17 <7 Days E-5 44523.93 None No Treasury