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 554.89 Day 48 Yes 12.15 7-30 Days A-3-Q 645.86 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 35098.45 Day 48 No 2235.38 <7 Days A-4-Q 37252.53 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24008.72 Day 48 No 1504.70 <7 Days A-5-Q 26059.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35107.66 Day 48 No 3263.05 <7 Days CB-1-Q 34115.95 None 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 41647.70 Day 48 No 2166.72 <7 Days CB-2-Q 38524.20 Full 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 13989.41 Day 48 Yes 801.67 31-90 Days S-1-Q 15640.33 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5610.89 Day 48 No 29.65 <7 Days S-2-Q 6567.02 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33603.77 Day 48 No 418.40 31-90 Days S-3-Q 39724.76 None 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 10235.86 Day 48 No 345.37 7-30 Days S-4-Q 11404.98 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9371.25 Day 48 Yes 566.86 <7 Days CB-3-Q 7543.78 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29319.50 Day 48 Yes 538.58 31-90 Days G-1-Q 27087.31 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14334.06 Day 48 Yes 622.90 <7 Days G-2-Q 14441.04 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41245.78 Day 48 No 4032.56 <7 Days G-3-Q 41197.06 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39785.61 Day 48 Yes 481.97 7-30 Days S-5-Q 37777.38 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26664.27 Day 48 Yes 508.00 31-90 Days S-6-Q 27881.21 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11996.60 Day 48 No 501.00 31-90 Days S-7-Q 10585.27 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4183.23 Day 48 No 105.84 7-30 Days E-1-Q 4014.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28396.84 Day 48 No 2664.63 <7 Days E-2-Q 26624.90 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41516.35 Day 48 No 1812.86 <7 Days IG-1-Q 37504.26 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 11338.49 Day 48 Yes 485.18 7-30 Days IG-2-Q 13568.64 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21818.98 Day 48 No 207.84 31-90 Days C-1 17882.31 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20119.57 Day 48 No 616.38 <7 Days CB-4 24003.16 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19729.83 Day 48 No 1193.64 7-30 Days E-10 20632.64 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22735.76 Day 48 No 1062.21 31-90 Days E-3 25624.80 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42062.28 Day 48 No 4057.05 91-180 Days E-4 48228.50 Full Yes Liberty International Finance Ltd. Treasury