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 5772.71 >2 Yr <= 3 Yr No 141.36 7-30 Days G-3-Q 4865.64 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 No 39753.14 >2 Yr <= 3 Yr No 1660.55 7-30 Days S-5-Q 41913.53 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 Yes 9643.13 >2 Yr <= 3 Yr Yes 944.82 31-90 Days S-6-Q 8800.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 2208.61 >2 Yr <= 3 Yr No 8.92 7-30 Days S-7-Q 1811.97 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 No 13420.84 >2 Yr <= 3 Yr Yes 849.86 7-30 Days E-1-Q 14003.52 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 No 23940.41 >2 Yr <= 3 Yr Yes 818.45 7-30 Days E-2-Q 28290.21 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 Yes 38056.62 >2 Yr <= 3 Yr No 2523.31 31-90 Days IG-1-Q 40978.91 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 24724.40 >2 Yr <= 3 Yr No 960.28 7-30 Days IG-2-Q 26489.25 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 Yes 19936.91 >2 Yr <= 3 Yr Yes 449.59 91-180 Days C-1 18153.77 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 11575.96 >2 Yr <= 3 Yr No 652.26 <7 Days CB-4 11609.94 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5706.09 >2 Yr <= 3 Yr No 285.72 31-90 Days E-10 6089.38 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 20170.44 >2 Yr <= 3 Yr No 1395.13 <7 Days E-3 19109.71 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 Yes 20224.39 >2 Yr <= 3 Yr No 1483.07 91-180 Days E-4 16950.26 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 9102.76 >2 Yr <= 3 Yr Yes 22.40 <7 Days E-5 9014.32 Full 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 43700.77 >2 Yr <= 3 Yr No 3552.82 7-30 Days E-6 38758.34 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40637.61 >2 Yr <= 3 Yr Yes 1993.41 31-90 Days E-7 37732.41 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 Yes 13518.80 >2 Yr <= 3 Yr Yes 736.97 <7 Days E-8 15899.03 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20811.24 >2 Yr <= 3 Yr Yes 1218.54 <7 Days E-9 16974.87 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 18982.19 >2 Yr <= 3 Yr No 1784.94 <7 Days G-4 17045.60 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 13791.30 >2 Yr <= 3 Yr No 1311.42 <7 Days IG-3 16003.59 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 38073.00 >2 Yr <= 3 Yr Yes 3016.34 <7 Days IG-4 34055.73 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 31815.47 >2 Yr <= 3 Yr Yes 184.18 31-90 Days IG-5 25854.75 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 391.51 >2 Yr <= 3 Yr Yes 27.04 7-30 Days IG-6 421.37 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 29780.62 >2 Yr <= 3 Yr Yes 1605.96 <7 Days IG-7 24999.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8528.98 >2 Yr <= 3 Yr Yes 289.89 31-90 Days IG-8 9501.23 None No Investment Banking