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 Yes 37081.17 271 - 364 Days Yes 2241.48 <7 Days E-9 31363.96 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23216.09 271 - 364 Days No 1611.32 31-90 Days G-4 27733.84 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40205.64 271 - 364 Days Yes 1337.57 31-90 Days IG-3 33485.75 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6565.59 271 - 364 Days No 140.67 31-90 Days IG-4 5472.16 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22027.34 271 - 364 Days No 503.42 <7 Days IG-5 23106.74 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 16469.77 271 - 364 Days Yes 1252.98 31-90 Days IG-6 15201.97 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21469.68 271 - 364 Days Yes 242.37 31-90 Days IG-7 22181.94 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30457.54 271 - 364 Days Yes 2425.80 31-90 Days IG-8 31010.40 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 15198.75 271 - 364 Days No 1277.83 <7 Days L-1 13531.43 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10045.34 271 - 364 Days Yes 341.37 91-180 Days L-10 9623.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16698.53 271 - 364 Days No 601.22 <7 Days L-11 19726.77 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30790.61 271 - 364 Days No 1091.00 31-90 Days L-2 31075.82 Partial 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 8069.63 271 - 364 Days Yes 178.96 <7 Days L-3 8093.46 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29061.94 271 - 364 Days Yes 2012.09 7-30 Days L-4 24223.66 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 4286.20 271 - 364 Days Yes 299.87 7-30 Days L-5 4142.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27980.57 271 - 364 Days No 727.78 7-30 Days L-6 27834.56 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36209.87 271 - 364 Days No 3062.96 <7 Days L-7 29349.70 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32037.22 271 - 364 Days No 1751.52 91-180 Days L-8 27749.61 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35374.74 271 - 364 Days Yes 1035.52 31-90 Days L-9 34047.44 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30442.75 271 - 364 Days Yes 2373.72 <7 Days LC-1 35836.61 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24846.98 271 - 364 Days Yes 1058.05 31-90 Days LC-2 19918.94 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 4288.29 271 - 364 Days Yes 235.91 7-30 Days N-1 4467.65 Partial 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 30738.98 271 - 364 Days Yes 3.52 91-180 Days N-2 35885.90 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 No 2264.94 271 - 364 Days Yes 188.66 91-180 Days N-3 2408.83 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14133.14 271 - 364 Days Yes 1410.04 7-30 Days N-4 13269.54 Full Yes Liberty International Finance Ltd. Treasury