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 24351.36 91 - 120 Days Yes 742.92 <7 Days Y-1 21638.20 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 13528.73 91 - 120 Days No 676.10 <7 Days Y-2 11558.43 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 33429.19 91 - 120 Days Yes 815.79 <7 Days Y-3 29502.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29035.21 91 - 120 Days Yes 729.78 31-90 Days Y-4 25839.81 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23355.56 91 - 120 Days No 1477.18 91-180 Days Z-1 19332.58 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26808.60 91 - 120 Days No 2261.17 <7 Days A-2 24542.69 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34603.33 91 - 120 Days Yes 2796.94 7-30 Days A-3 30090.29 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 30133.99 91 - 120 Days No 1755.00 7-30 Days A-4 34486.48 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34243.49 91 - 120 Days No 2837.17 <7 Days A-5 27700.55 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 26912.53 91 - 120 Days Yes 396.28 31-90 Days CB-1 26757.02 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15329.22 91 - 120 Days Yes 749.79 7-30 Days CB-2 13857.56 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11227.17 91 - 120 Days No 798.81 7-30 Days CB-3 11522.69 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4543.87 91 - 120 Days Yes 238.97 7-30 Days E-1 3639.10 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 666.16 91 - 120 Days No 56.98 7-30 Days E-2 777.40 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17620.22 91 - 120 Days No 929.77 <7 Days G-1 17363.16 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 39099.98 91 - 120 Days Yes 3395.58 7-30 Days G-2 32866.20 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43661.75 91 - 120 Days No 3003.16 <7 Days G-3 45737.82 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 3125.73 91 - 120 Days Yes 144.08 7-30 Days IG-1 3177.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10901.31 91 - 120 Days No 341.57 91-180 Days IG-2 8780.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1361.70 91 - 120 Days No 71.42 7-30 Days S-1 1168.41 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25996.28 91 - 120 Days No 1633.29 91-180 Days S-2 28307.94 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21217.09 91 - 120 Days No 322.93 31-90 Days S-3 25061.07 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16256.25 91 - 120 Days No 421.33 91-180 Days S-4 16668.28 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 2755.43 91 - 120 Days Yes 110.76 91-180 Days S-5 2871.89 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 Yes 12382.99 91 - 120 Days No 1230.10 <7 Days S-6 13493.63 None No Investment Banking