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 30736.53 91 - 120 Days No 1408.36 91-180 Days G-1-Q 33915.64 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35531.36 91 - 120 Days No 1316.95 91-180 Days G-2-Q 33145.97 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 4702.59 91 - 120 Days Yes 173.30 <7 Days G-3-Q 4495.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 17530.09 91 - 120 Days Yes 643.81 91-180 Days S-5-Q 15944.24 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23936.23 91 - 120 Days Yes 2365.35 <7 Days S-6-Q 25056.27 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 17306.19 91 - 120 Days Yes 605.63 31-90 Days S-7-Q 20717.43 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6772.15 91 - 120 Days No 364.28 31-90 Days E-1-Q 7649.56 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 2483.43 91 - 120 Days Yes 182.78 7-30 Days E-2-Q 2737.88 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 Yes 21255.49 91 - 120 Days Yes 1397.18 <7 Days IG-1-Q 18571.00 Partial 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 18098.73 91 - 120 Days No 1694.12 31-90 Days IG-2-Q 16897.76 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8395.56 91 - 120 Days Yes 774.58 <7 Days C-1 7943.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15326.38 91 - 120 Days No 482.51 91-180 Days CB-4 14487.81 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40318.28 91 - 120 Days No 2848.76 <7 Days E-10 38300.33 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 20515.32 91 - 120 Days No 349.37 <7 Days E-3 19543.31 None 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 32093.79 91 - 120 Days No 2234.41 7-30 Days E-4 37933.15 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17420.71 91 - 120 Days Yes 1079.33 <7 Days E-5 16872.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35311.09 91 - 120 Days No 610.68 91-180 Days E-6 41962.63 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34855.99 91 - 120 Days No 1660.88 91-180 Days E-7 34044.00 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7670.45 91 - 120 Days No 548.75 91-180 Days E-8 7536.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32489.90 91 - 120 Days No 2364.30 31-90 Days E-9 35261.00 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17926.27 91 - 120 Days No 561.30 31-90 Days G-4 15195.96 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41225.85 91 - 120 Days No 263.96 <7 Days IG-3 35455.34 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29462.24 91 - 120 Days Yes 124.09 31-90 Days IG-4 29921.90 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15260.55 91 - 120 Days Yes 154.26 31-90 Days IG-5 14426.98 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35111.85 91 - 120 Days Yes 1698.33 31-90 Days IG-6 30507.26 None Yes Liberty Capital Markets Inc. Wholesale Lending