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 20583.89 Perpetual Yes 939.87 91-180 Days IG-3 16587.70 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 17208.89 Perpetual No 1690.98 91-180 Days IG-4 20199.63 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 43251.85 Perpetual No 1824.24 7-30 Days IG-5 38797.66 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 17004.38 Perpetual Yes 1272.44 7-30 Days IG-6 14770.86 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 29109.21 Perpetual Yes 2063.63 91-180 Days IG-7 31471.12 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 27336.88 Perpetual Yes 650.79 31-90 Days IG-8 22106.50 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 11909.84 Perpetual Yes 793.02 91-180 Days L-1 10559.08 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38325.82 Perpetual Yes 3642.17 91-180 Days L-10 38030.62 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3367.68 Perpetual No 194.37 <7 Days L-11 3953.16 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14791.57 Perpetual No 1289.85 <7 Days L-2 14611.15 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 11939.70 Perpetual No 26.44 91-180 Days L-3 14309.15 None 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 24784.25 Perpetual Yes 973.17 7-30 Days L-4 27011.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 6502.14 Perpetual No 210.55 <7 Days L-5 5303.57 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 No 6470.91 Perpetual Yes 45.87 <7 Days L-6 5882.77 Full 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 13022.42 Perpetual No 672.34 31-90 Days L-7 13657.28 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 8421.82 Perpetual No 302.92 31-90 Days L-8 8933.67 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 31429.24 Perpetual Yes 1402.57 91-180 Days L-9 34615.31 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 Yes 15857.55 Perpetual No 1486.67 <7 Days LC-1 13759.23 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 Yes 15520.53 Perpetual Yes 209.09 31-90 Days LC-2 15342.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36818.62 Perpetual No 1168.70 7-30 Days N-1 39910.61 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20475.63 Perpetual Yes 94.21 7-30 Days N-2 22308.72 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 20924.55 Perpetual No 1972.09 31-90 Days N-3 23638.53 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 43036.45 Perpetual No 3853.21 <7 Days N-4 51137.64 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 25693.13 Perpetual Yes 1332.24 7-30 Days N-5 30362.22 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23609.87 Perpetual Yes 829.07 <7 Days N-6 21611.74 Full No Treasury