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 18162.53 83 - 90 Days Yes 664.87 31-90 Days G-3 17255.89 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 No 31815.22 83 - 90 Days No 3022.22 91-180 Days IG-1 36212.18 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15291.61 83 - 90 Days No 843.19 7-30 Days IG-2 14144.66 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 No 11022.51 83 - 90 Days Yes 79.28 7-30 Days S-1 10255.93 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 22230.06 83 - 90 Days No 304.31 7-30 Days S-2 21112.05 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37849.29 83 - 90 Days No 1856.33 91-180 Days S-3 40349.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 968.42 83 - 90 Days No 60.59 91-180 Days S-4 1088.39 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28784.65 83 - 90 Days No 582.24 31-90 Days S-5 33618.24 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 14511.08 83 - 90 Days Yes 24.77 <7 Days S-6 12915.16 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28706.78 83 - 90 Days Yes 2746.66 91-180 Days S-7 31184.71 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29607.44 91 - 120 Days Yes 827.87 31-90 Days A-0-Q 34962.65 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8721.87 91 - 120 Days Yes 703.23 31-90 Days A-1-Q 7048.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8593.97 91 - 120 Days No 333.06 91-180 Days A-2-Q 7744.99 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36578.64 91 - 120 Days Yes 624.74 <7 Days A-3-Q 40717.23 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14892.35 91 - 120 Days No 110.25 <7 Days A-4-Q 12816.71 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 21404.84 91 - 120 Days No 813.78 7-30 Days A-5-Q 23514.61 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42024.82 91 - 120 Days No 245.54 31-90 Days CB-1-Q 45134.13 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33633.25 91 - 120 Days Yes 64.78 <7 Days CB-2-Q 37763.82 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26909.46 91 - 120 Days No 34.25 7-30 Days S-1-Q 25973.62 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 No 32074.46 91 - 120 Days No 2972.10 31-90 Days S-2-Q 36531.93 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28206.03 91 - 120 Days Yes 1262.74 31-90 Days S-3-Q 26377.10 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35262.38 91 - 120 Days Yes 1232.19 91-180 Days S-4-Q 40629.59 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19428.24 91 - 120 Days No 1020.87 <7 Days CB-3-Q 18341.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3290.99 91 - 120 Days Yes 175.64 91-180 Days G-1-Q 3771.49 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11380.04 91 - 120 Days No 143.69 31-90 Days G-2-Q 11903.34 None Yes Liberty Capital Markets Inc. Wholesale Lending