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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 478.38 Day 10 Yes 19.36 31-90 Days S-1-Q 445.16 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34819.90 Day 10 No 827.40 <7 Days S-2-Q 32790.29 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9604.98 Day 10 No 841.77 <7 Days S-3-Q 9641.88 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36955.40 Day 10 Yes 459.17 <7 Days S-4-Q 41156.43 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2033.68 Day 10 No 168.10 91-180 Days CB-3-Q 1760.56 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12004.66 Day 10 Yes 26.60 31-90 Days G-1-Q 11569.27 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1055.97 Day 10 No 84.83 91-180 Days G-2-Q 1218.14 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11959.39 Day 10 No 1112.72 31-90 Days G-3-Q 14007.82 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15150.47 Day 10 No 1293.23 31-90 Days S-5-Q 15084.22 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33027.41 Day 10 Yes 874.89 7-30 Days S-6-Q 32697.05 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6429.07 Day 10 No 489.69 91-180 Days S-7-Q 6530.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23463.84 Day 10 Yes 1023.73 7-30 Days E-1-Q 27516.69 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19580.74 Day 10 No 353.56 31-90 Days E-2-Q 20701.48 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1899.42 Day 10 Yes 155.29 91-180 Days IG-1-Q 2045.58 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18614.60 Day 10 No 1244.89 <7 Days IG-2-Q 19345.01 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41858.77 Day 10 No 2056.02 7-30 Days C-1 44310.06 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10282.49 Day 10 No 668.31 <7 Days CB-4 9619.45 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37623.42 Day 10 Yes 1848.37 7-30 Days E-10 45099.91 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13966.71 Day 10 No 332.69 31-90 Days E-3 11272.59 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10127.10 Day 10 No 981.56 31-90 Days E-4 11796.63 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39019.72 Day 10 Yes 1778.27 31-90 Days E-5 44922.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13348.82 Day 10 No 146.14 <7 Days E-6 12750.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17464.95 Day 10 No 1466.17 91-180 Days E-7 14296.85 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11019.60 Day 10 No 638.92 31-90 Days E-8 12967.03 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27959.77 Day 10 Yes 2566.61 7-30 Days E-9 32730.97 Partial No Capital Markets