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 6977.96 151 - 179 Days Yes 147.00 7-30 Days CB-3-Q 8320.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40071.87 151 - 179 Days No 500.70 7-30 Days G-1-Q 41487.79 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 32108.27 151 - 179 Days No 2233.94 91-180 Days G-2-Q 37637.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9057.86 151 - 179 Days Yes 108.61 91-180 Days G-3-Q 8183.06 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37403.31 151 - 179 Days Yes 2373.94 <7 Days S-5-Q 36299.59 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3949.66 151 - 179 Days Yes 78.10 <7 Days S-6-Q 4241.74 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19152.44 151 - 179 Days Yes 1014.65 <7 Days S-7-Q 20701.56 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17119.28 151 - 179 Days Yes 390.27 7-30 Days E-1-Q 16124.84 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35017.93 151 - 179 Days Yes 1990.34 31-90 Days E-2-Q 38778.55 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32673.13 151 - 179 Days No 3121.70 <7 Days IG-1-Q 39189.09 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26686.74 151 - 179 Days No 1463.05 91-180 Days IG-2-Q 25176.93 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24651.51 151 - 179 Days No 364.60 <7 Days C-1 27272.97 Partial 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 41001.59 151 - 179 Days No 2242.42 31-90 Days CB-4 33601.27 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 10544.05 151 - 179 Days No 96.98 7-30 Days E-10 9000.64 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12981.28 151 - 179 Days Yes 338.29 <7 Days E-3 13973.64 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34249.69 151 - 179 Days No 1799.49 91-180 Days E-4 32108.80 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39233.49 151 - 179 Days No 39.78 31-90 Days E-5 37669.43 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15231.50 151 - 179 Days No 25.71 <7 Days E-6 12878.01 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29655.30 151 - 179 Days No 2015.43 7-30 Days E-7 30390.41 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15340.57 151 - 179 Days No 728.43 91-180 Days E-8 13130.28 Full 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 33574.75 151 - 179 Days No 2627.52 31-90 Days E-9 30048.80 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23439.61 151 - 179 Days No 363.44 <7 Days G-4 27417.72 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25677.49 151 - 179 Days No 976.92 31-90 Days IG-3 29163.93 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37840.64 151 - 179 Days Yes 3531.85 7-30 Days IG-4 43158.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9999.92 151 - 179 Days No 633.04 7-30 Days IG-5 10067.24 Partial No Capital Markets