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 No 38.03 121 - 150 Days Yes 3.41 7-30 Days A-1-Q 32.40 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19856.47 121 - 150 Days Yes 1484.18 <7 Days A-2-Q 17857.41 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 22464.72 121 - 150 Days Yes 2191.67 91-180 Days A-3-Q 24214.40 Partial 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 26409.78 121 - 150 Days No 1765.28 91-180 Days A-4-Q 24111.61 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17972.43 121 - 150 Days Yes 1230.76 91-180 Days A-5-Q 20512.86 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32650.41 121 - 150 Days Yes 121.56 <7 Days CB-1-Q 29494.90 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40097.56 121 - 150 Days Yes 3476.37 <7 Days CB-2-Q 42662.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15597.34 121 - 150 Days No 1279.12 7-30 Days S-1-Q 16137.32 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38003.02 121 - 150 Days Yes 2754.17 7-30 Days S-2-Q 38471.56 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39906.32 121 - 150 Days No 2940.96 91-180 Days S-3-Q 37709.99 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5089.61 121 - 150 Days Yes 274.22 91-180 Days S-4-Q 4571.67 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 15934.98 121 - 150 Days Yes 755.01 <7 Days CB-3-Q 18341.72 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36331.58 121 - 150 Days No 1236.64 31-90 Days G-1-Q 33772.61 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16539.73 121 - 150 Days No 1565.08 31-90 Days G-2-Q 18981.94 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28253.21 121 - 150 Days No 100.54 <7 Days G-3-Q 28253.15 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 3685.27 121 - 150 Days No 167.58 31-90 Days S-5-Q 3279.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30093.22 121 - 150 Days No 57.69 <7 Days S-6-Q 28769.75 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35595.17 121 - 150 Days No 3162.28 31-90 Days S-7-Q 38982.15 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 485.69 121 - 150 Days Yes 20.11 <7 Days E-1-Q 434.73 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13140.15 121 - 150 Days No 816.44 <7 Days E-2-Q 14650.03 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41068.36 121 - 150 Days No 4026.62 7-30 Days IG-1-Q 43910.73 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43873.12 121 - 150 Days No 4283.42 91-180 Days IG-2-Q 49705.79 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39845.07 121 - 150 Days No 1304.64 91-180 Days C-1 39775.03 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42251.05 121 - 150 Days Yes 4168.91 7-30 Days CB-4 46787.96 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 39450.21 121 - 150 Days Yes 3396.83 31-90 Days E-10 40277.23 Full Yes Liberty Capital Markets Inc. Capital Markets