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 24601.97 >= 1 Yr <= 2 Yr Yes 1024.70 <7 Days A-4 21707.28 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3800.34 >= 1 Yr <= 2 Yr No 331.23 <7 Days A-5 4500.39 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25184.20 >= 1 Yr <= 2 Yr Yes 1382.90 31-90 Days CB-1 26125.98 Full 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 10789.36 >= 1 Yr <= 2 Yr No 92.81 7-30 Days CB-2 10008.27 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36540.23 >= 1 Yr <= 2 Yr Yes 2179.22 91-180 Days CB-3 38797.11 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34575.97 >= 1 Yr <= 2 Yr No 3054.82 7-30 Days E-1 37200.67 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16172.40 >= 1 Yr <= 2 Yr Yes 102.32 91-180 Days E-2 16337.98 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38654.05 >= 1 Yr <= 2 Yr Yes 819.29 31-90 Days G-1 38674.51 Partial 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 25098.63 >= 1 Yr <= 2 Yr Yes 250.34 31-90 Days G-2 20487.83 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 19095.29 >= 1 Yr <= 2 Yr No 1275.45 91-180 Days G-3 17289.49 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10870.01 >= 1 Yr <= 2 Yr No 548.66 91-180 Days IG-1 11214.84 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32807.48 >= 1 Yr <= 2 Yr Yes 80.73 91-180 Days IG-2 37289.68 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1946.49 >= 1 Yr <= 2 Yr Yes 124.34 91-180 Days S-1 2266.24 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 528.51 >= 1 Yr <= 2 Yr Yes 43.69 <7 Days S-2 446.16 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24300.91 >= 1 Yr <= 2 Yr Yes 1981.05 31-90 Days S-3 21033.88 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14969.51 >= 1 Yr <= 2 Yr No 642.87 7-30 Days S-4 12258.48 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 597.48 >= 1 Yr <= 2 Yr No 10.16 91-180 Days S-5 579.82 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16756.48 >= 1 Yr <= 2 Yr No 1055.03 91-180 Days S-6 20101.64 Full 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 7515.30 >= 1 Yr <= 2 Yr Yes 414.68 91-180 Days S-7 6634.80 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 7998.75 >2 Yr <= 3 Yr Yes 416.47 91-180 Days A-0-Q 8771.21 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24840.37 >2 Yr <= 3 Yr No 1248.51 91-180 Days A-1-Q 24781.96 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 1019.17 >2 Yr <= 3 Yr Yes 52.84 <7 Days A-2-Q 1047.34 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11343.09 >2 Yr <= 3 Yr No 1019.69 31-90 Days A-3-Q 13474.17 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 21098.09 >2 Yr <= 3 Yr No 184.65 91-180 Days A-4-Q 21627.60 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 3635.58 >2 Yr <= 3 Yr No 168.93 7-30 Days A-5-Q 3910.22 Partial Yes Liberty International Finance Ltd. Investment Banking