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 92.36 151 - 179 Days No 1.32 <7 Days IG-6 99.48 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33617.92 151 - 179 Days No 764.50 31-90 Days IG-7 39656.54 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 19229.21 151 - 179 Days No 505.69 <7 Days IG-8 18907.91 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 21805.04 151 - 179 Days No 795.29 <7 Days L-1 22454.35 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 2859.48 151 - 179 Days No 55.69 91-180 Days L-10 3218.06 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 Yes 8492.30 151 - 179 Days Yes 133.41 <7 Days L-11 8251.56 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 31220.82 151 - 179 Days Yes 1476.22 7-30 Days L-2 29857.37 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 15547.87 151 - 179 Days Yes 1460.33 31-90 Days L-3 16703.70 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2552.82 151 - 179 Days No 222.07 <7 Days L-4 2519.00 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15735.54 151 - 179 Days Yes 388.33 31-90 Days L-5 18549.74 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 No 17933.57 151 - 179 Days No 690.18 7-30 Days L-6 14583.62 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32653.13 151 - 179 Days Yes 2789.43 <7 Days L-7 39171.85 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42466.16 151 - 179 Days Yes 2847.39 91-180 Days L-8 42509.28 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24113.06 151 - 179 Days Yes 695.08 7-30 Days L-9 23774.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42012.79 151 - 179 Days No 1994.64 31-90 Days LC-1 50030.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11805.93 151 - 179 Days Yes 660.71 31-90 Days LC-2 13437.67 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35026.66 151 - 179 Days Yes 226.22 <7 Days N-1 35178.85 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25411.47 151 - 179 Days No 432.59 91-180 Days N-2 29512.30 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1858.21 151 - 179 Days No 72.82 <7 Days N-3 1767.36 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42382.17 151 - 179 Days No 1155.85 91-180 Days N-4 46423.34 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27068.02 151 - 179 Days Yes 2686.28 91-180 Days N-5 26124.58 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5398.21 151 - 179 Days Yes 446.10 91-180 Days N-6 4405.98 Full 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 8237.58 151 - 179 Days Yes 776.60 31-90 Days N-7 8567.26 None 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 16152.63 151 - 179 Days No 984.09 91-180 Days P-1 17272.69 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2297.61 151 - 179 Days No 181.02 7-30 Days P-2 2103.09 None Yes Liberty Mortgage Services Corp. Wholesale Lending