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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27012.73 Day 60 Yes 1454.75 91-180 Days S-4 31329.85 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6941.66 Day 60 Yes 631.08 7-30 Days S-5 8224.15 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18992.07 Day 60 Yes 1096.15 <7 Days S-6 16347.45 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42255.09 Day 60 Yes 2621.07 31-90 Days S-7 36891.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26567.81 61 - 67 Days No 1124.53 7-30 Days A-0-Q 21347.88 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20772.28 61 - 67 Days Yes 1010.54 91-180 Days A-1-Q 22596.06 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39898.33 61 - 67 Days Yes 3274.55 31-90 Days A-2-Q 36608.34 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8734.69 61 - 67 Days No 2.13 <7 Days A-3-Q 7531.33 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18165.79 61 - 67 Days No 148.86 7-30 Days A-4-Q 20262.52 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12032.67 61 - 67 Days No 352.13 91-180 Days A-5-Q 14131.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39312.63 61 - 67 Days No 733.58 91-180 Days CB-1-Q 37457.26 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26950.14 61 - 67 Days Yes 15.41 91-180 Days CB-2-Q 27633.19 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26762.21 61 - 67 Days Yes 2424.30 7-30 Days S-1-Q 27612.42 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1264.24 61 - 67 Days No 38.23 7-30 Days S-2-Q 1059.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33903.31 61 - 67 Days Yes 362.56 <7 Days S-3-Q 35980.44 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16529.44 61 - 67 Days Yes 1236.35 <7 Days S-4-Q 17852.98 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39995.18 61 - 67 Days No 3146.17 7-30 Days CB-3-Q 33701.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8187.45 61 - 67 Days No 281.03 91-180 Days G-1-Q 7520.77 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43380.29 61 - 67 Days Yes 2879.08 31-90 Days G-2-Q 35423.14 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34767.31 61 - 67 Days No 2311.88 91-180 Days G-3-Q 35466.58 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35756.13 61 - 67 Days Yes 140.91 <7 Days S-5-Q 34361.44 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3133.49 61 - 67 Days Yes 16.46 31-90 Days S-6-Q 2731.90 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39201.61 61 - 67 Days Yes 167.23 31-90 Days S-7-Q 37834.32 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23453.09 61 - 67 Days No 1619.14 91-180 Days E-1-Q 27992.62 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37889.37 61 - 67 Days Yes 1368.89 31-90 Days E-2-Q 32350.69 None Yes Liberty Capital Markets Inc. Wholesale Lending