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 Retail No 6120.12 Day 39 Yes 382.86 <7 Days A-2-Q 5790.28 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42001.94 Day 39 No 3817.19 91-180 Days A-3-Q 49353.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24973.92 Day 39 Yes 689.73 91-180 Days A-4-Q 25942.06 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34655.91 Day 39 Yes 2774.96 91-180 Days A-5-Q 32583.05 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29735.35 Day 39 No 2.28 91-180 Days CB-1-Q 28118.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20104.77 Day 39 No 1278.00 7-30 Days CB-2-Q 21587.34 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41289.38 Day 39 Yes 3174.02 31-90 Days S-1-Q 46382.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6352.87 Day 39 Yes 342.56 <7 Days S-2-Q 5819.30 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26693.25 Day 39 Yes 366.66 31-90 Days S-3-Q 27163.28 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38997.11 Day 39 Yes 812.98 91-180 Days S-4-Q 44857.60 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25683.44 Day 39 Yes 598.09 31-90 Days CB-3-Q 25195.88 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1933.03 Day 39 No 165.07 91-180 Days G-1-Q 2272.59 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39708.66 Day 39 Yes 1952.22 91-180 Days G-2-Q 45812.37 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36734.63 Day 39 Yes 2802.83 <7 Days G-3-Q 32553.24 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33085.69 Day 39 No 2923.04 7-30 Days S-5-Q 34110.14 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5008.26 Day 39 Yes 287.67 91-180 Days S-6-Q 5026.06 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33061.59 Day 39 No 97.54 7-30 Days S-7-Q 27688.72 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9209.32 Day 39 Yes 289.42 7-30 Days E-1-Q 9180.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28610.78 Day 39 Yes 1609.10 <7 Days E-2-Q 27917.29 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2764.03 Day 39 Yes 172.84 7-30 Days IG-1-Q 2830.74 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 44043.92 Day 39 Yes 190.04 91-180 Days IG-2-Q 44817.06 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42277.55 Day 39 Yes 2339.66 <7 Days C-1 38197.72 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36707.03 Day 39 Yes 2816.74 91-180 Days CB-4 37278.48 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19607.45 Day 39 Yes 395.96 31-90 Days E-10 21253.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32297.37 Day 39 No 2433.44 <7 Days E-3 33193.91 Partial Yes Liberty International Finance Ltd. Investment Banking