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 3335.74 121 - 150 Days No 84.39 31-90 Days L-8 3893.44 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41050.83 121 - 150 Days No 244.15 91-180 Days L-9 48935.64 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 4013.74 121 - 150 Days No 341.34 31-90 Days LC-1 3939.01 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25752.06 121 - 150 Days Yes 1770.85 91-180 Days LC-2 28708.53 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30248.32 121 - 150 Days No 1458.56 31-90 Days N-1 26073.89 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 35752.70 121 - 150 Days Yes 3069.95 91-180 Days N-2 35721.18 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24832.45 121 - 150 Days Yes 1532.94 7-30 Days N-3 29714.31 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7097.29 121 - 150 Days Yes 319.28 31-90 Days N-4 6290.85 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7019.22 121 - 150 Days No 290.11 31-90 Days N-5 7493.49 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19613.96 121 - 150 Days Yes 234.67 7-30 Days N-6 16866.29 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39945.48 121 - 150 Days Yes 3970.06 91-180 Days N-7 46068.02 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22087.55 121 - 150 Days Yes 1437.18 91-180 Days P-1 17920.38 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8748.59 121 - 150 Days No 472.90 7-30 Days P-2 8023.47 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10765.44 121 - 150 Days No 891.67 <7 Days S-8 12522.43 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5462.35 121 - 150 Days No 146.43 31-90 Days Y-1 5912.44 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36010.94 121 - 150 Days Yes 782.43 7-30 Days Y-2 29108.89 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34850.41 121 - 150 Days Yes 1018.15 7-30 Days Y-3 27984.47 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19187.93 121 - 150 Days No 1366.47 91-180 Days Y-4 17157.44 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31452.61 121 - 150 Days No 476.13 91-180 Days Z-1 27452.14 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 3807.52 121 - 150 Days No 206.82 31-90 Days A-2 3530.17 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 43856.07 121 - 150 Days No 1365.78 7-30 Days A-3 52368.13 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 290.11 121 - 150 Days No 24.26 31-90 Days A-4 244.89 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 175.81 121 - 150 Days Yes 3.66 7-30 Days A-5 150.23 None 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 30617.03 121 - 150 Days No 3028.05 7-30 Days CB-1 29667.01 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 32004.88 121 - 150 Days Yes 914.83 31-90 Days CB-2 29921.89 Full No Wholesale Lending