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 24693.11 >4 Yr <= 5 Yr Yes 543.21 91-180 Days CB-3-Q 20276.69 Partial 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 39122.04 >4 Yr <= 5 Yr Yes 815.18 91-180 Days G-1-Q 35574.66 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36043.73 >4 Yr <= 5 Yr Yes 3002.92 <7 Days G-2-Q 39931.72 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30971.90 >4 Yr <= 5 Yr Yes 2306.07 91-180 Days G-3-Q 35459.43 None 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 Yes 10838.98 >4 Yr <= 5 Yr Yes 995.92 91-180 Days S-5-Q 10124.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 35009.28 >4 Yr <= 5 Yr Yes 2647.48 7-30 Days S-6-Q 32856.10 Partial 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 19425.04 >4 Yr <= 5 Yr No 798.17 91-180 Days S-7-Q 16323.24 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 No 40843.46 >4 Yr <= 5 Yr No 2731.76 31-90 Days E-1-Q 39735.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 36396.49 >4 Yr <= 5 Yr No 230.46 <7 Days E-2-Q 41342.19 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 26932.97 >4 Yr <= 5 Yr Yes 1543.13 31-90 Days IG-1-Q 26859.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 4193.00 >4 Yr <= 5 Yr No 335.80 31-90 Days IG-2-Q 4832.76 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 35107.41 >4 Yr <= 5 Yr No 2086.30 31-90 Days C-1 32803.06 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 Yes 21539.33 >4 Yr <= 5 Yr Yes 77.38 91-180 Days CB-4 20650.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 34181.97 >4 Yr <= 5 Yr No 1090.15 31-90 Days E-10 35284.35 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 27717.88 >4 Yr <= 5 Yr Yes 710.28 <7 Days E-3 27293.70 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 30183.41 >4 Yr <= 5 Yr No 820.12 <7 Days E-4 32720.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 12856.09 >4 Yr <= 5 Yr No 772.39 <7 Days E-5 11892.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22595.76 >4 Yr <= 5 Yr Yes 717.86 7-30 Days E-6 24025.38 Partial 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 4158.45 >4 Yr <= 5 Yr Yes 115.92 31-90 Days E-7 3557.56 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 No 6725.35 >4 Yr <= 5 Yr No 397.48 7-30 Days E-8 6152.79 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 Yes 38951.42 >4 Yr <= 5 Yr Yes 889.98 7-30 Days E-9 35024.51 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 26850.20 >4 Yr <= 5 Yr No 1770.41 31-90 Days G-4 28572.50 Partial 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 41188.49 >4 Yr <= 5 Yr Yes 2979.34 91-180 Days IG-3 47935.22 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14605.74 >4 Yr <= 5 Yr Yes 1367.76 <7 Days IG-4 13794.86 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 15426.22 >4 Yr <= 5 Yr Yes 923.15 91-180 Days IG-5 16548.92 Full Yes Liberty Mortgage Services Corp. Trading