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 13866.88 Perpetual No 39.71 31-90 Days A-0-Q 12132.85 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3657.21 Perpetual No 245.23 91-180 Days A-1-Q 4236.94 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11835.13 Perpetual Yes 1149.46 91-180 Days A-2-Q 12447.52 None 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 23589.64 Perpetual Yes 1944.73 <7 Days A-3-Q 24169.96 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 127.23 Perpetual No 2.94 7-30 Days A-4-Q 104.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26384.49 Perpetual Yes 1275.98 91-180 Days A-5-Q 22753.13 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31622.22 Perpetual Yes 1669.36 <7 Days CB-1-Q 27616.74 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40136.79 Perpetual No 3347.68 7-30 Days CB-2-Q 39838.96 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 Yes 11333.94 Perpetual Yes 908.74 31-90 Days S-1-Q 10269.60 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24370.47 Perpetual No 805.60 7-30 Days S-2-Q 24096.99 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32647.02 Perpetual Yes 2200.80 <7 Days S-3-Q 36991.07 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41828.01 Perpetual No 2092.83 <7 Days S-4-Q 38836.46 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 839.71 Perpetual Yes 28.48 91-180 Days CB-3-Q 857.93 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9585.44 Perpetual No 569.41 31-90 Days G-1-Q 11175.20 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13007.62 Perpetual No 252.64 7-30 Days G-2-Q 11932.19 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43545.83 Perpetual Yes 543.30 <7 Days G-3-Q 40658.66 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40283.10 Perpetual No 2540.65 7-30 Days S-5-Q 42397.56 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39547.77 Perpetual No 629.47 31-90 Days S-6-Q 34865.14 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 Yes 22562.85 Perpetual Yes 1205.86 <7 Days S-7-Q 21715.91 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 17036.16 Perpetual No 76.56 91-180 Days E-1-Q 15286.28 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35428.74 Perpetual Yes 1851.05 7-30 Days E-2-Q 31148.77 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11321.76 Perpetual No 852.00 7-30 Days IG-1-Q 10801.60 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32061.57 Perpetual No 730.45 <7 Days IG-2-Q 37955.51 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42894.16 Perpetual No 642.11 31-90 Days C-1 38857.30 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 No 41208.10 Perpetual Yes 1519.92 <7 Days CB-4 37602.99 Partial Yes Liberty Mortgage Services Corp. Capital Markets