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 No 12364.08 61 - 67 Days No 952.89 91-180 Days A-5 11784.01 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39101.25 61 - 67 Days Yes 132.01 <7 Days CB-1 46216.66 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4973.48 61 - 67 Days No 119.35 31-90 Days CB-2 5841.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9032.70 61 - 67 Days No 428.49 7-30 Days CB-3 8694.45 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31784.63 61 - 67 Days Yes 2635.77 91-180 Days E-1 27903.98 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34043.35 61 - 67 Days Yes 1235.02 7-30 Days E-2 36678.89 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36050.49 61 - 67 Days Yes 2840.58 <7 Days G-1 29805.27 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9952.47 61 - 67 Days Yes 788.77 <7 Days G-2 9992.05 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42278.47 61 - 67 Days Yes 1221.09 31-90 Days G-3 45488.37 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40793.97 61 - 67 Days No 611.72 31-90 Days IG-1 32702.24 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23320.29 61 - 67 Days Yes 2197.74 91-180 Days IG-2 23462.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39585.80 61 - 67 Days No 1484.18 <7 Days S-1 38597.73 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15511.15 61 - 67 Days Yes 634.42 91-180 Days S-2 13568.25 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24363.89 61 - 67 Days No 434.29 91-180 Days S-3 28815.04 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25352.92 61 - 67 Days Yes 185.55 91-180 Days S-4 27596.64 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38730.53 61 - 67 Days No 1492.46 <7 Days S-5 42282.32 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27847.29 61 - 67 Days Yes 167.43 31-90 Days S-6 23920.26 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23946.05 61 - 67 Days Yes 1100.57 31-90 Days S-7 20773.96 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3445.87 68 - 74 Days Yes 228.82 <7 Days A-0-Q 4049.63 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10008.02 68 - 74 Days Yes 43.80 7-30 Days A-1-Q 10219.25 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21378.39 68 - 74 Days Yes 51.51 7-30 Days A-2-Q 23141.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38798.64 68 - 74 Days Yes 1384.88 91-180 Days A-3-Q 38853.73 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40385.33 68 - 74 Days Yes 3191.84 31-90 Days A-4-Q 42529.61 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30522.84 68 - 74 Days Yes 2706.08 91-180 Days A-5-Q 31038.66 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2838.17 68 - 74 Days No 61.81 31-90 Days CB-1-Q 2881.47 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending