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 No 8151.21 >2 Yr <= 3 Yr No 40.84 7-30 Days LC-1 9280.75 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 35045.15 >2 Yr <= 3 Yr No 1923.59 91-180 Days LC-2 36879.56 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24074.04 >2 Yr <= 3 Yr No 1058.89 91-180 Days N-1 26281.13 Full 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 No 10210.18 >2 Yr <= 3 Yr No 880.18 7-30 Days N-2 9768.32 None 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 857.01 >2 Yr <= 3 Yr Yes 83.34 <7 Days N-3 994.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10068.56 >2 Yr <= 3 Yr No 481.19 7-30 Days N-4 10210.64 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 30431.45 >2 Yr <= 3 Yr Yes 1501.53 31-90 Days N-5 31117.55 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 35228.52 >2 Yr <= 3 Yr No 2852.49 91-180 Days N-6 38092.08 None 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 30306.21 >2 Yr <= 3 Yr No 40.55 7-30 Days N-7 32828.20 Partial 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 25056.85 >2 Yr <= 3 Yr No 2440.59 91-180 Days P-1 21991.61 Partial 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 No 12537.17 >2 Yr <= 3 Yr Yes 39.94 7-30 Days P-2 14369.38 None 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 No 43063.60 >2 Yr <= 3 Yr No 3742.13 91-180 Days S-8 45923.64 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10609.24 >2 Yr <= 3 Yr Yes 129.26 31-90 Days Y-1 8811.16 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 36248.66 >2 Yr <= 3 Yr No 3326.47 <7 Days Y-2 29831.93 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 2908.01 >2 Yr <= 3 Yr Yes 15.25 31-90 Days Y-3 3308.08 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 12336.65 >2 Yr <= 3 Yr Yes 54.21 31-90 Days Y-4 10546.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 28898.33 >2 Yr <= 3 Yr No 1576.98 91-180 Days Z-1 28235.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 12841.97 >2 Yr <= 3 Yr No 726.02 91-180 Days A-2 13932.70 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 13657.83 >2 Yr <= 3 Yr Yes 979.87 7-30 Days A-3 11306.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 37789.81 >2 Yr <= 3 Yr Yes 17.82 <7 Days A-4 41141.69 None 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 42672.81 >2 Yr <= 3 Yr No 1316.88 91-180 Days A-5 44607.90 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 16940.88 >2 Yr <= 3 Yr No 1680.37 31-90 Days CB-1 20128.45 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 17506.19 >2 Yr <= 3 Yr Yes 22.83 91-180 Days CB-2 17158.85 Full 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 No 28683.43 >2 Yr <= 3 Yr Yes 809.25 <7 Days CB-3 32188.88 None 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 43050.91 >2 Yr <= 3 Yr Yes 446.65 7-30 Days E-1 44772.58 Partial No Wholesale Lending