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 16398.40 >= 1 Yr <= 2 Yr Yes 319.10 7-30 Days L-2 14375.62 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7766.82 >= 1 Yr <= 2 Yr Yes 389.40 <7 Days L-3 6431.71 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24729.54 >= 1 Yr <= 2 Yr Yes 1907.33 91-180 Days L-4 19963.46 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16389.11 >= 1 Yr <= 2 Yr No 1613.19 <7 Days L-5 16490.43 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9272.89 >= 1 Yr <= 2 Yr No 2.81 7-30 Days L-6 8423.92 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12933.10 >= 1 Yr <= 2 Yr Yes 878.37 31-90 Days L-7 13303.41 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23124.83 >= 1 Yr <= 2 Yr Yes 482.80 7-30 Days L-8 20537.72 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36355.50 >= 1 Yr <= 2 Yr No 480.23 31-90 Days L-9 41080.85 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12640.90 >= 1 Yr <= 2 Yr Yes 805.85 31-90 Days LC-1 13795.93 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 354.88 >= 1 Yr <= 2 Yr No 27.22 31-90 Days LC-2 370.33 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 29341.86 >= 1 Yr <= 2 Yr Yes 757.63 91-180 Days N-1 31993.42 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 20468.14 >= 1 Yr <= 2 Yr No 1116.23 7-30 Days N-2 21093.74 Full 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 30715.58 >= 1 Yr <= 2 Yr No 1705.52 <7 Days N-3 27526.04 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 32623.71 >= 1 Yr <= 2 Yr No 988.64 <7 Days N-4 35622.15 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28512.50 >= 1 Yr <= 2 Yr Yes 2570.64 <7 Days N-5 27089.88 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 11882.19 >= 1 Yr <= 2 Yr No 116.03 91-180 Days N-6 9638.11 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17205.13 >= 1 Yr <= 2 Yr Yes 223.98 7-30 Days N-7 17210.24 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 No 38558.18 >= 1 Yr <= 2 Yr No 535.65 31-90 Days P-1 41601.62 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5662.26 >= 1 Yr <= 2 Yr No 12.94 91-180 Days P-2 6393.35 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 20991.36 >= 1 Yr <= 2 Yr No 1656.88 7-30 Days S-8 22401.47 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9811.66 >= 1 Yr <= 2 Yr Yes 693.53 <7 Days Y-1 11365.55 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38172.33 >= 1 Yr <= 2 Yr No 3108.99 31-90 Days Y-2 42188.53 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 42617.36 >= 1 Yr <= 2 Yr No 2025.25 <7 Days Y-3 36671.37 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17140.69 >= 1 Yr <= 2 Yr Yes 566.37 91-180 Days Y-4 18101.53 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23167.32 >= 1 Yr <= 2 Yr Yes 113.80 31-90 Days Z-1 19228.03 Full Yes Liberty Capital Markets Inc. Wholesale Lending