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 20485.87 121 - 150 Days Yes 261.59 91-180 Days CB-3 22807.28 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 27732.22 121 - 150 Days Yes 836.27 31-90 Days E-1 32452.33 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5894.63 121 - 150 Days No 552.04 91-180 Days E-2 6992.38 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33230.38 121 - 150 Days Yes 1156.59 91-180 Days G-1 30865.70 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7760.92 121 - 150 Days No 214.61 <7 Days G-2 7189.92 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 Yes 17254.29 121 - 150 Days No 1228.14 31-90 Days G-3 17154.49 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 32271.83 121 - 150 Days Yes 2226.69 91-180 Days IG-1 34227.95 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 5848.79 121 - 150 Days No 62.74 7-30 Days IG-2 6310.60 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 19338.92 121 - 150 Days No 976.45 31-90 Days S-1 20436.92 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26082.82 121 - 150 Days No 1421.93 7-30 Days S-2 25899.56 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9070.09 121 - 150 Days Yes 213.91 91-180 Days S-3 8984.82 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23378.74 121 - 150 Days Yes 2216.57 31-90 Days S-4 24299.00 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8876.18 121 - 150 Days No 739.27 31-90 Days S-5 8318.47 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 Yes 39469.51 121 - 150 Days No 2515.40 31-90 Days S-6 35087.54 None 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 20216.84 121 - 150 Days Yes 680.94 91-180 Days S-7 21714.84 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 12027.21 151 - 179 Days No 837.94 31-90 Days A-0-Q 12902.19 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 18295.87 151 - 179 Days Yes 642.06 7-30 Days A-1-Q 20689.89 Partial 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 19235.32 151 - 179 Days Yes 1921.58 31-90 Days A-2-Q 16516.91 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2856.35 151 - 179 Days No 248.35 <7 Days A-3-Q 3109.69 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 No 23200.03 151 - 179 Days No 826.30 91-180 Days A-4-Q 19185.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31099.46 151 - 179 Days Yes 270.19 <7 Days A-5-Q 32501.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36757.15 151 - 179 Days No 1642.17 91-180 Days CB-1-Q 33763.83 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38113.84 151 - 179 Days Yes 2414.10 31-90 Days CB-2-Q 44510.56 None 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 39229.79 151 - 179 Days Yes 128.48 91-180 Days S-1-Q 37211.07 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11913.26 151 - 179 Days Yes 307.38 31-90 Days S-2-Q 12341.23 Full No Trading