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 33942.14 >4 Yr <= 5 Yr No 3304.94 7-30 Days CB-2 32807.16 None 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 16489.41 >4 Yr <= 5 Yr Yes 995.72 <7 Days CB-3 16242.21 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 24267.92 >4 Yr <= 5 Yr No 2172.22 91-180 Days E-1 24374.76 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 22560.50 >4 Yr <= 5 Yr No 1918.90 7-30 Days E-2 24660.54 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 No 34033.75 >4 Yr <= 5 Yr No 2861.26 7-30 Days G-1 39207.01 Full 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 Yes 17145.39 >4 Yr <= 5 Yr Yes 1363.23 31-90 Days G-2 14699.65 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 16172.99 >4 Yr <= 5 Yr Yes 1316.97 91-180 Days G-3 18069.15 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25610.55 >4 Yr <= 5 Yr Yes 1864.41 <7 Days IG-1 28785.79 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 1007.01 >4 Yr <= 5 Yr Yes 32.20 <7 Days IG-2 1087.71 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 4885.62 >4 Yr <= 5 Yr No 206.14 31-90 Days S-1 4782.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25742.22 >4 Yr <= 5 Yr No 2263.17 91-180 Days S-2 23233.09 Partial 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 8674.23 >4 Yr <= 5 Yr Yes 677.99 31-90 Days S-3 9565.11 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 14683.72 >4 Yr <= 5 Yr No 1261.55 <7 Days S-4 14227.97 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 36292.53 >4 Yr <= 5 Yr No 2472.01 <7 Days S-5 33320.57 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 11676.64 >4 Yr <= 5 Yr Yes 1051.99 7-30 Days S-6 10931.13 Partial 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 No 6454.64 >4 Yr <= 5 Yr Yes 627.84 91-180 Days S-7 5844.15 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 36617.33 >5 Yr Yes 3302.12 91-180 Days A-0-Q 31934.32 Partial 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 No 13027.73 >5 Yr No 476.96 31-90 Days A-1-Q 14010.06 Partial 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 11225.85 >5 Yr No 631.92 7-30 Days A-2-Q 12878.71 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 20169.14 >5 Yr No 484.58 91-180 Days A-3-Q 22376.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 37561.38 >5 Yr Yes 687.52 <7 Days A-4-Q 32492.85 Partial 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 36050.11 >5 Yr No 2788.58 91-180 Days A-5-Q 30168.46 Full 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 26441.97 >5 Yr No 1293.02 91-180 Days CB-1-Q 28326.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 43655.72 >5 Yr No 3692.36 91-180 Days CB-2-Q 44774.95 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 12029.57 >5 Yr Yes 1181.53 91-180 Days S-1-Q 12435.47 Partial Yes Liberty Capital Markets Inc. Wholesale Lending