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 1016.97 >4 Yr <= 5 Yr No 76.76 <7 Days S-8 1047.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 14159.11 >4 Yr <= 5 Yr No 282.09 <7 Days Y-1 16819.98 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37499.06 >4 Yr <= 5 Yr Yes 3548.06 <7 Days Y-2 34229.41 Full 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 Yes 34901.99 >4 Yr <= 5 Yr No 614.27 31-90 Days Y-3 37722.96 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 4629.39 >4 Yr <= 5 Yr Yes 330.81 91-180 Days Y-4 5317.64 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8039.38 >4 Yr <= 5 Yr No 564.88 7-30 Days Z-1 9410.51 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 36565.24 >4 Yr <= 5 Yr Yes 62.67 <7 Days A-2 39143.29 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 36218.95 >4 Yr <= 5 Yr Yes 3404.83 7-30 Days A-3 30631.68 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20084.66 >4 Yr <= 5 Yr No 227.32 31-90 Days A-4 18537.07 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 Yes 9668.88 >4 Yr <= 5 Yr No 748.45 7-30 Days A-5 8573.61 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 12655.39 >4 Yr <= 5 Yr Yes 705.70 7-30 Days CB-1 10483.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 9915.70 >4 Yr <= 5 Yr No 352.28 <7 Days CB-2 10871.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 44067.38 >4 Yr <= 5 Yr No 3966.25 7-30 Days CB-3 43049.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18170.17 >4 Yr <= 5 Yr Yes 1663.83 91-180 Days E-1 19595.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 28326.99 >4 Yr <= 5 Yr No 1314.62 7-30 Days E-2 23040.33 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31223.58 >4 Yr <= 5 Yr No 1739.30 7-30 Days G-1 30873.44 None 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 32184.95 >4 Yr <= 5 Yr No 2851.88 <7 Days G-2 36132.99 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 19340.22 >4 Yr <= 5 Yr Yes 1148.09 <7 Days G-3 15768.95 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 21644.66 >4 Yr <= 5 Yr Yes 1181.00 31-90 Days IG-1 25481.44 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 11122.03 >4 Yr <= 5 Yr No 386.09 7-30 Days IG-2 9950.95 Full 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 13432.99 >4 Yr <= 5 Yr Yes 286.46 31-90 Days S-1 15788.01 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 41158.88 >4 Yr <= 5 Yr No 2953.56 91-180 Days S-2 33149.10 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28386.87 >4 Yr <= 5 Yr Yes 1056.11 91-180 Days S-3 22952.20 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 11787.84 >4 Yr <= 5 Yr No 55.27 91-180 Days S-4 13624.96 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25859.00 >4 Yr <= 5 Yr No 1830.46 31-90 Days S-5 22263.82 Partial Yes Liberty International Finance Ltd. Investment Banking