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 40148.90 121 - 150 Days Yes 1376.85 91-180 Days LC-1 46723.35 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 6747.20 121 - 150 Days Yes 600.08 91-180 Days LC-2 6362.36 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 128.74 121 - 150 Days Yes 3.63 31-90 Days N-1 137.20 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5079.56 121 - 150 Days Yes 263.77 31-90 Days N-2 6053.03 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25094.30 121 - 150 Days No 1601.15 7-30 Days N-3 29186.28 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5608.70 121 - 150 Days No 290.26 31-90 Days N-4 4582.38 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34035.77 121 - 150 Days Yes 1408.00 7-30 Days N-5 28684.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1438.99 121 - 150 Days Yes 72.79 7-30 Days N-6 1649.27 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9560.00 121 - 150 Days Yes 221.20 <7 Days N-7 8072.70 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25863.77 121 - 150 Days No 1049.86 7-30 Days P-1 21537.34 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23762.62 121 - 150 Days No 1121.20 <7 Days P-2 22518.08 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38175.93 121 - 150 Days No 1498.62 31-90 Days S-8 38340.52 None 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 6648.36 121 - 150 Days No 583.68 7-30 Days Y-1 7805.08 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37055.18 121 - 150 Days No 3133.32 7-30 Days Y-2 42609.93 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8993.06 121 - 150 Days No 594.19 <7 Days Y-3 9168.67 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36573.78 121 - 150 Days No 874.98 7-30 Days Y-4 35471.40 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17799.88 121 - 150 Days Yes 110.83 31-90 Days Z-1 14592.75 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 19201.96 121 - 150 Days No 416.35 7-30 Days A-2 20690.39 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4750.40 121 - 150 Days No 286.83 <7 Days A-3 4917.64 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14008.27 121 - 150 Days No 587.72 91-180 Days A-4 16288.85 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6482.99 121 - 150 Days Yes 355.24 91-180 Days A-5 6422.76 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13547.14 121 - 150 Days Yes 1305.80 7-30 Days CB-1 15174.48 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18673.06 121 - 150 Days Yes 1243.45 7-30 Days CB-2 18216.88 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35282.65 121 - 150 Days Yes 2610.09 91-180 Days CB-3 32323.95 None 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 38827.29 121 - 150 Days No 3104.28 7-30 Days E-1 45821.61 Full No Trading