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 31370.92 151 - 179 Days No 2112.86 91-180 Days S-3-Q 36344.73 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41962.60 151 - 179 Days No 4024.03 <7 Days S-4-Q 40520.80 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38072.27 151 - 179 Days Yes 3586.34 31-90 Days CB-3-Q 41292.38 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29215.08 151 - 179 Days No 2548.78 91-180 Days G-1-Q 30726.51 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43639.24 151 - 179 Days No 2058.76 <7 Days G-2-Q 40893.04 Partial 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 26812.22 151 - 179 Days No 1307.95 7-30 Days G-3-Q 27215.99 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 41711.41 151 - 179 Days No 586.92 <7 Days S-5-Q 34137.18 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16062.37 151 - 179 Days Yes 728.14 7-30 Days S-6-Q 13294.47 Partial 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 21716.79 151 - 179 Days Yes 358.29 7-30 Days S-7-Q 21554.42 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 12056.89 151 - 179 Days Yes 1000.34 7-30 Days E-1-Q 13111.25 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 8505.67 151 - 179 Days Yes 631.47 7-30 Days E-2-Q 8906.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 44070.63 151 - 179 Days Yes 3527.37 31-90 Days IG-1-Q 52598.75 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40259.38 151 - 179 Days No 3099.54 31-90 Days IG-2-Q 40682.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31439.36 151 - 179 Days Yes 1988.64 <7 Days C-1 33162.06 Full 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 37581.31 151 - 179 Days No 300.22 7-30 Days CB-4 32417.84 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39996.77 151 - 179 Days No 1435.97 31-90 Days E-10 47617.04 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 4366.23 151 - 179 Days Yes 150.67 <7 Days E-3 3496.14 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 2969.48 151 - 179 Days No 61.52 91-180 Days E-4 3560.25 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 11846.83 151 - 179 Days Yes 212.04 <7 Days E-5 12905.26 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 394.34 151 - 179 Days No 24.38 31-90 Days E-6 351.29 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 17183.27 151 - 179 Days No 1709.59 31-90 Days E-7 20469.23 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 9255.52 151 - 179 Days Yes 689.09 91-180 Days E-8 8505.40 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19408.44 151 - 179 Days No 222.58 31-90 Days E-9 18437.83 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25570.33 151 - 179 Days Yes 621.43 91-180 Days G-4 21194.76 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13697.66 151 - 179 Days Yes 878.96 91-180 Days IG-3 12999.08 None No Capital Markets