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 41981.92 271 - 364 Days No 1667.56 31-90 Days IG-3 46449.77 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21444.87 271 - 364 Days No 1957.79 31-90 Days IG-4 18106.16 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 18818.53 271 - 364 Days Yes 1851.15 7-30 Days IG-5 20510.69 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42879.12 271 - 364 Days Yes 499.10 7-30 Days IG-6 39559.63 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 Yes 36404.37 271 - 364 Days No 2742.78 <7 Days IG-7 39469.73 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6024.69 271 - 364 Days Yes 62.44 <7 Days IG-8 5217.50 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 4659.12 271 - 364 Days No 277.10 91-180 Days L-1 4160.37 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18982.58 271 - 364 Days Yes 1792.57 7-30 Days L-10 18628.80 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28059.34 271 - 364 Days No 991.75 31-90 Days L-11 33328.79 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38032.31 271 - 364 Days Yes 1664.93 91-180 Days L-2 41536.39 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40550.99 271 - 364 Days Yes 818.69 31-90 Days L-3 46969.57 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14828.15 271 - 364 Days Yes 1039.94 7-30 Days L-4 14696.80 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 Yes 21542.71 271 - 364 Days No 1931.81 7-30 Days L-5 22697.07 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 No 14872.08 271 - 364 Days Yes 103.76 7-30 Days L-6 15121.75 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3095.32 271 - 364 Days No 80.45 91-180 Days L-7 3139.83 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23415.42 271 - 364 Days Yes 628.15 91-180 Days L-8 24257.01 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33409.91 271 - 364 Days Yes 990.87 7-30 Days L-9 29184.06 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31952.55 271 - 364 Days No 1910.56 7-30 Days LC-1 33035.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18095.96 271 - 364 Days Yes 1109.56 31-90 Days LC-2 19037.00 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 29630.09 271 - 364 Days No 1993.66 <7 Days N-1 34060.73 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29358.43 271 - 364 Days Yes 339.20 31-90 Days N-2 32912.99 Partial 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 7706.79 271 - 364 Days Yes 704.21 31-90 Days N-3 6376.46 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18681.51 271 - 364 Days No 1517.94 91-180 Days N-4 18312.10 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29170.69 271 - 364 Days Yes 1147.15 7-30 Days N-5 27190.86 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38720.53 271 - 364 Days Yes 950.12 31-90 Days N-6 43285.22 Partial Yes Liberty International Finance Ltd. Capital Markets