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 Yes 34453.02 Day 46 Yes 1439.69 7-30 Days A-4-Q 37558.27 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9445.00 Day 46 No 928.57 31-90 Days A-5-Q 10862.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1598.88 Day 46 Yes 59.28 <7 Days CB-1-Q 1745.98 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30286.51 Day 46 No 1993.24 91-180 Days CB-2-Q 28026.92 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4321.81 Day 46 Yes 311.66 7-30 Days S-1-Q 4934.31 Partial 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 7677.50 Day 46 Yes 43.11 31-90 Days S-2-Q 8870.58 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5962.57 Day 46 No 469.59 <7 Days S-3-Q 4825.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23258.23 Day 46 Yes 636.69 31-90 Days S-4-Q 19625.26 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18423.17 Day 46 No 845.40 91-180 Days CB-3-Q 19587.76 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29305.15 Day 46 Yes 2160.20 7-30 Days G-1-Q 29751.09 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24500.92 Day 46 No 58.98 <7 Days G-2-Q 22372.68 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32646.76 Day 46 No 1545.03 91-180 Days G-3-Q 32821.10 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10673.20 Day 46 No 489.85 <7 Days S-5-Q 8678.29 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 5995.94 Day 46 No 235.00 91-180 Days S-6-Q 5014.44 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24604.03 Day 46 Yes 2337.74 7-30 Days S-7-Q 25707.80 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17161.53 Day 46 Yes 302.55 31-90 Days E-1-Q 14899.07 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15854.57 Day 46 No 638.96 31-90 Days E-2-Q 18554.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35827.33 Day 46 Yes 3570.35 91-180 Days IG-1-Q 34132.35 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38225.31 Day 46 Yes 740.10 31-90 Days IG-2-Q 45144.93 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8865.61 Day 46 Yes 559.34 <7 Days C-1 10214.17 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10705.27 Day 46 No 777.74 91-180 Days CB-4 9678.23 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41781.64 Day 46 No 914.77 31-90 Days E-10 47715.93 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20192.67 Day 46 Yes 1832.56 <7 Days E-3 20749.91 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7359.00 Day 46 Yes 271.19 31-90 Days E-4 6211.03 Full 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 29350.91 Day 46 No 1206.27 <7 Days E-5 35069.14 Partial Yes Liberty Capital Markets Inc. Capital Markets