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 11871.60 75 - 82 Days Yes 433.48 7-30 Days S-7-Q 11176.91 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20232.08 75 - 82 Days Yes 1022.32 <7 Days E-1-Q 24196.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8131.92 75 - 82 Days Yes 397.63 <7 Days E-2-Q 8556.10 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33352.58 75 - 82 Days Yes 2901.06 91-180 Days IG-1-Q 30491.44 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42408.41 75 - 82 Days No 205.56 <7 Days IG-2-Q 34031.76 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5741.04 75 - 82 Days No 54.78 31-90 Days C-1 6729.17 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6946.61 75 - 82 Days Yes 594.31 31-90 Days CB-4 5979.33 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29856.78 75 - 82 Days Yes 2312.85 31-90 Days E-10 29703.19 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32670.93 75 - 82 Days No 1591.65 7-30 Days E-3 28833.17 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43164.84 75 - 82 Days Yes 3103.51 31-90 Days E-4 38319.65 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14828.89 75 - 82 Days Yes 754.89 <7 Days E-5 15633.78 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 Yes 35088.97 75 - 82 Days Yes 1481.26 7-30 Days E-6 36804.87 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 28946.60 75 - 82 Days Yes 1790.92 7-30 Days E-7 25814.33 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 No 37938.04 75 - 82 Days No 2628.68 91-180 Days E-8 39845.74 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9319.50 75 - 82 Days Yes 478.50 <7 Days E-9 9471.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4541.11 75 - 82 Days No 88.49 91-180 Days G-4 5350.87 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22701.31 75 - 82 Days No 1128.37 31-90 Days IG-3 26377.27 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 No 36800.61 75 - 82 Days No 3548.00 7-30 Days IG-4 37023.25 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14259.82 75 - 82 Days Yes 815.80 31-90 Days IG-5 12738.27 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23771.50 75 - 82 Days Yes 2352.26 91-180 Days IG-6 26065.80 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2206.59 75 - 82 Days No 99.10 31-90 Days IG-7 2033.06 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4216.13 75 - 82 Days No 288.85 7-30 Days IG-8 4305.98 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16886.07 75 - 82 Days Yes 796.97 7-30 Days L-1 16902.80 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9342.12 75 - 82 Days Yes 651.51 31-90 Days L-10 9407.63 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13779.21 75 - 82 Days Yes 1335.76 <7 Days L-11 13049.14 Partial No Trading