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 3645.40 Day 51 No 130.53 <7 Days S-2-Q 3320.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37774.78 Day 51 No 1107.75 31-90 Days S-3-Q 40508.53 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41768.33 Day 51 Yes 2670.88 31-90 Days S-4-Q 47935.57 Full 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 39794.21 Day 51 No 1754.91 31-90 Days CB-3-Q 35661.62 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 Yes 4746.10 Day 51 Yes 424.91 7-30 Days G-1-Q 4507.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29430.43 Day 51 No 2787.69 91-180 Days G-2-Q 31773.40 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5014.47 Day 51 Yes 499.68 7-30 Days G-3-Q 4411.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 129.37 Day 51 No 0.66 7-30 Days S-5-Q 129.34 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 27083.25 Day 51 No 1214.00 <7 Days S-6-Q 26822.27 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 745.62 Day 51 Yes 0.55 31-90 Days S-7-Q 841.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24983.63 Day 51 No 1602.69 31-90 Days E-1-Q 20892.52 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29920.59 Day 51 Yes 2228.69 91-180 Days E-2-Q 28236.82 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 16491.33 Day 51 No 1194.25 91-180 Days IG-1-Q 16614.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12070.72 Day 51 No 846.21 91-180 Days IG-2-Q 9679.93 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4001.79 Day 51 No 55.76 7-30 Days C-1 4196.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24771.27 Day 51 No 856.73 31-90 Days CB-4 20378.39 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39258.84 Day 51 No 3002.21 91-180 Days E-10 37954.27 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 418.81 Day 51 Yes 3.83 31-90 Days E-3 459.48 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20072.02 Day 51 No 221.29 91-180 Days E-4 17763.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30799.21 Day 51 No 182.50 7-30 Days E-5 27227.93 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7454.35 Day 51 Yes 636.08 <7 Days E-6 8094.64 Partial 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 35815.28 Day 51 Yes 927.14 7-30 Days E-7 42036.51 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33467.75 Day 51 Yes 1227.68 91-180 Days E-8 40062.14 Partial 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 31371.89 Day 51 No 2937.76 91-180 Days E-9 27519.06 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5526.14 Day 51 No 242.90 7-30 Days G-4 4427.43 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending