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 Non-Financial Corporate Yes 23740.30 >2 Yr <= 3 Yr Yes 1116.85 31-90 Days A-1-Q 24988.59 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 30038.57 >2 Yr <= 3 Yr No 899.53 7-30 Days A-2-Q 26978.81 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 1876.24 >2 Yr <= 3 Yr No 171.72 31-90 Days A-3-Q 2135.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5398.97 >2 Yr <= 3 Yr No 217.12 <7 Days A-4-Q 4720.93 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 7183.43 >2 Yr <= 3 Yr No 34.97 91-180 Days A-5-Q 5781.32 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 1608.91 >2 Yr <= 3 Yr No 5.85 31-90 Days CB-1-Q 1861.02 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 8304.58 >2 Yr <= 3 Yr Yes 733.64 7-30 Days CB-2-Q 9571.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 30896.93 >2 Yr <= 3 Yr No 145.22 31-90 Days S-1-Q 36376.58 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 33045.67 >2 Yr <= 3 Yr No 485.95 7-30 Days S-2-Q 36915.56 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 20990.67 >2 Yr <= 3 Yr No 1969.32 7-30 Days S-3-Q 21886.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 21799.27 >2 Yr <= 3 Yr No 44.62 7-30 Days S-4-Q 23544.54 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 39524.15 >2 Yr <= 3 Yr Yes 2918.26 31-90 Days CB-3-Q 40405.93 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 1843.07 >2 Yr <= 3 Yr Yes 134.88 31-90 Days G-1-Q 2083.37 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10504.55 >2 Yr <= 3 Yr No 132.39 7-30 Days G-2-Q 9968.04 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 21913.11 >2 Yr <= 3 Yr Yes 700.48 7-30 Days G-3-Q 20181.25 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 29436.19 >2 Yr <= 3 Yr No 1059.56 <7 Days S-5-Q 35014.00 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 40000.69 >2 Yr <= 3 Yr No 398.13 31-90 Days S-6-Q 46132.88 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 13439.76 >2 Yr <= 3 Yr Yes 662.77 31-90 Days S-7-Q 13764.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 28092.95 >2 Yr <= 3 Yr Yes 2436.05 91-180 Days E-1-Q 28467.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 35340.71 >2 Yr <= 3 Yr Yes 1164.10 7-30 Days E-2-Q 40284.34 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 6161.67 >2 Yr <= 3 Yr Yes 32.72 91-180 Days IG-1-Q 6163.11 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25147.94 >2 Yr <= 3 Yr No 776.35 91-180 Days IG-2-Q 21500.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 15612.18 >2 Yr <= 3 Yr No 778.63 91-180 Days C-1 16166.12 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24574.87 >2 Yr <= 3 Yr No 977.92 91-180 Days CB-4 21767.03 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 6621.45 >2 Yr <= 3 Yr No 225.97 31-90 Days E-10 6459.12 Full Yes Liberty International Finance Ltd. Investment Banking