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 5486.77 83 - 90 Days No 338.14 <7 Days A-2-Q 6119.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27849.12 83 - 90 Days No 358.71 7-30 Days A-3-Q 28397.42 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38268.32 83 - 90 Days Yes 3503.60 <7 Days A-4-Q 37497.28 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21393.14 83 - 90 Days Yes 811.77 31-90 Days A-5-Q 20474.25 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9713.25 83 - 90 Days Yes 851.18 7-30 Days CB-1-Q 9950.75 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 Yes 2172.23 83 - 90 Days No 108.53 7-30 Days CB-2-Q 2367.79 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 26559.44 83 - 90 Days Yes 832.25 31-90 Days S-1-Q 23232.72 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2651.45 83 - 90 Days Yes 262.91 7-30 Days S-2-Q 3046.00 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15106.36 83 - 90 Days No 22.49 7-30 Days S-3-Q 15957.81 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15711.21 83 - 90 Days No 1211.83 91-180 Days S-4-Q 13823.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22510.40 83 - 90 Days Yes 704.64 31-90 Days CB-3-Q 22408.28 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43328.28 83 - 90 Days Yes 612.94 <7 Days G-1-Q 39059.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9046.52 83 - 90 Days No 251.78 <7 Days G-2-Q 7730.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12773.28 83 - 90 Days No 746.82 <7 Days G-3-Q 10788.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7603.02 83 - 90 Days No 455.52 7-30 Days S-5-Q 7624.84 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14250.00 83 - 90 Days No 970.90 7-30 Days S-6-Q 13590.24 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11333.34 83 - 90 Days No 849.08 31-90 Days S-7-Q 12584.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19857.71 83 - 90 Days No 1475.88 7-30 Days E-1-Q 22458.85 Full 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 4172.16 83 - 90 Days No 341.58 31-90 Days E-2-Q 3841.49 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30565.60 83 - 90 Days No 412.73 <7 Days IG-1-Q 35928.62 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20925.76 83 - 90 Days No 925.19 31-90 Days IG-2-Q 23707.26 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18739.97 83 - 90 Days Yes 957.40 91-180 Days C-1 16614.94 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 Yes 28571.89 83 - 90 Days No 306.33 7-30 Days CB-4 31599.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42333.15 83 - 90 Days Yes 1310.85 <7 Days E-10 49190.93 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43197.00 83 - 90 Days Yes 929.17 <7 Days E-3 42518.24 Partial No Treasury