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 38231.60 >2 Yr <= 3 Yr Yes 386.55 7-30 Days N-2 38029.41 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26361.11 >2 Yr <= 3 Yr No 2018.60 91-180 Days N-3 27404.99 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12007.81 >2 Yr <= 3 Yr Yes 939.06 <7 Days N-4 13177.52 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12782.68 >2 Yr <= 3 Yr No 952.39 91-180 Days N-5 13075.15 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38829.89 >2 Yr <= 3 Yr No 3402.96 <7 Days N-6 36775.56 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35628.06 >2 Yr <= 3 Yr No 1131.05 <7 Days N-7 35916.95 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33315.19 >2 Yr <= 3 Yr No 2063.58 31-90 Days P-1 27015.96 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24291.78 >2 Yr <= 3 Yr No 580.22 7-30 Days P-2 19576.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6871.87 >2 Yr <= 3 Yr Yes 496.30 91-180 Days S-8 5543.10 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33904.45 >2 Yr <= 3 Yr Yes 2996.77 <7 Days Y-1 32918.03 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40724.29 >2 Yr <= 3 Yr Yes 1074.04 31-90 Days Y-2 37656.69 Full 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 6360.78 >2 Yr <= 3 Yr No 296.51 91-180 Days Y-3 5514.36 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19756.51 >2 Yr <= 3 Yr Yes 1906.58 7-30 Days Y-4 19881.35 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18361.85 >2 Yr <= 3 Yr Yes 651.09 <7 Days Z-1 18222.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7702.28 >2 Yr <= 3 Yr Yes 54.12 <7 Days A-2 8631.38 Full 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 21611.74 >2 Yr <= 3 Yr No 323.98 7-30 Days A-3 18853.01 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21369.65 >2 Yr <= 3 Yr Yes 15.18 91-180 Days A-4 22223.37 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13906.55 >2 Yr <= 3 Yr No 273.52 31-90 Days A-5 15869.23 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36574.31 >2 Yr <= 3 Yr No 970.86 31-90 Days CB-1 43636.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20574.13 >2 Yr <= 3 Yr No 35.28 91-180 Days CB-2 24185.01 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31287.75 >2 Yr <= 3 Yr No 3055.04 91-180 Days CB-3 35476.49 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40111.86 >2 Yr <= 3 Yr Yes 2174.20 91-180 Days E-1 38840.52 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5174.95 >2 Yr <= 3 Yr Yes 251.16 7-30 Days E-2 6203.84 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21543.06 >2 Yr <= 3 Yr Yes 405.06 91-180 Days G-1 20144.65 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12224.75 >2 Yr <= 3 Yr No 1068.55 91-180 Days G-2 12740.86 Full No Treasury