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 18054.75 180 - 270 Days Yes 1680.82 7-30 Days C-1 14634.10 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13230.78 180 - 270 Days Yes 1191.44 7-30 Days CB-4 10892.25 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 26566.85 180 - 270 Days Yes 1919.19 91-180 Days E-10 27156.67 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40520.18 180 - 270 Days No 3700.86 31-90 Days E-3 45136.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8695.43 180 - 270 Days No 354.19 91-180 Days E-4 8471.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43069.55 180 - 270 Days Yes 2601.45 <7 Days E-5 50996.50 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 3008.40 180 - 270 Days Yes 114.33 91-180 Days E-6 2427.69 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 Yes 16767.13 180 - 270 Days No 874.97 31-90 Days E-7 19004.24 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4382.13 180 - 270 Days Yes 419.34 91-180 Days E-8 4500.33 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 19267.77 180 - 270 Days No 1272.36 7-30 Days E-9 18834.26 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24277.55 180 - 270 Days Yes 1849.76 <7 Days G-4 28499.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17368.56 180 - 270 Days No 851.95 <7 Days IG-3 19976.54 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2798.62 180 - 270 Days No 119.45 <7 Days IG-4 3070.09 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36524.68 180 - 270 Days No 2414.80 <7 Days IG-5 42828.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8024.53 180 - 270 Days No 317.56 7-30 Days IG-6 6805.63 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13848.95 180 - 270 Days Yes 1130.29 31-90 Days IG-7 16458.42 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19488.98 180 - 270 Days No 1088.04 31-90 Days IG-8 16713.80 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33013.98 180 - 270 Days No 1640.38 31-90 Days L-1 35566.61 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 17794.84 180 - 270 Days No 315.81 31-90 Days L-10 18901.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4256.78 180 - 270 Days No 339.04 91-180 Days L-11 4873.75 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17094.72 180 - 270 Days No 1143.52 <7 Days L-2 19620.58 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29762.58 180 - 270 Days No 1256.56 31-90 Days L-3 25120.03 Full 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 9705.53 180 - 270 Days No 156.80 <7 Days L-4 10745.32 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31186.93 180 - 270 Days Yes 1017.11 91-180 Days L-5 27230.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18028.27 180 - 270 Days No 657.50 31-90 Days L-6 16705.20 None Yes Liberty Mortgage Services Corp. Capital Markets