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 18936.16 180 - 270 Days Yes 1237.59 31-90 Days A-5 19321.49 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22984.85 180 - 270 Days No 1529.37 91-180 Days CB-1 24345.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40961.58 180 - 270 Days Yes 1606.66 <7 Days CB-2 42013.97 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1743.53 180 - 270 Days Yes 49.19 91-180 Days CB-3 1859.35 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 37865.00 180 - 270 Days Yes 3432.03 31-90 Days E-1 42609.46 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 43547.43 180 - 270 Days Yes 2894.88 91-180 Days E-2 41696.99 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6848.76 180 - 270 Days Yes 249.73 7-30 Days G-1 7498.58 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1231.07 180 - 270 Days Yes 27.52 <7 Days G-2 1160.79 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7044.70 180 - 270 Days No 168.49 31-90 Days G-3 5847.73 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 4975.94 180 - 270 Days No 391.59 91-180 Days IG-1 5606.94 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7218.39 180 - 270 Days No 466.01 31-90 Days IG-2 8186.43 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 17762.02 180 - 270 Days Yes 1774.96 7-30 Days S-1 15269.30 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1204.97 180 - 270 Days No 33.53 31-90 Days S-2 1316.48 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18060.63 180 - 270 Days No 199.70 7-30 Days S-3 19026.64 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21454.75 180 - 270 Days Yes 1307.97 31-90 Days S-4 18742.95 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10170.30 180 - 270 Days No 97.33 <7 Days S-5 9904.19 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 42007.91 180 - 270 Days Yes 2056.07 <7 Days S-6 45900.45 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34682.78 180 - 270 Days No 3199.95 <7 Days S-7 38812.48 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 39772.96 271 - 364 Days No 3233.16 <7 Days A-0-Q 33611.69 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18096.58 271 - 364 Days Yes 664.65 31-90 Days A-1-Q 18066.89 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 18683.35 271 - 364 Days No 135.95 31-90 Days A-2-Q 18283.38 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 26514.53 271 - 364 Days No 2308.91 <7 Days A-3-Q 27427.82 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9782.46 271 - 364 Days Yes 250.82 <7 Days A-4-Q 11052.99 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40326.96 271 - 364 Days Yes 82.36 91-180 Days A-5-Q 37780.73 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 18732.59 271 - 364 Days Yes 542.14 7-30 Days CB-1-Q 15746.80 Full Yes Liberty Wealth Management LLC Wholesale Lending