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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 181.09 Day 20 No 10.87 31-90 Days S-7-Q 199.01 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 44036.03 Day 20 No 2055.68 <7 Days E-1-Q 36493.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14498.74 Day 20 No 512.10 91-180 Days E-2-Q 12918.97 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23925.10 Day 20 Yes 875.98 31-90 Days IG-1-Q 24119.73 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27890.94 Day 20 No 24.62 <7 Days IG-2-Q 30192.91 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1386.86 Day 20 No 118.68 31-90 Days C-1 1440.12 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33980.16 Day 20 Yes 1628.08 <7 Days CB-4 29526.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25576.94 Day 20 No 490.04 91-180 Days E-10 23717.08 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43857.79 Day 20 Yes 2238.66 91-180 Days E-3 48182.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13208.97 Day 20 Yes 748.81 91-180 Days E-4 10699.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38101.36 Day 20 Yes 3329.92 31-90 Days E-5 40136.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27014.89 Day 20 No 2174.52 7-30 Days E-6 24601.18 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22808.93 Day 20 No 803.82 31-90 Days E-7 20995.77 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1487.89 Day 20 No 72.01 31-90 Days E-8 1612.47 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33313.24 Day 20 No 1644.50 <7 Days E-9 33489.45 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25727.92 Day 20 No 2200.24 7-30 Days G-4 26737.39 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1909.21 Day 20 No 133.73 <7 Days IG-3 2094.35 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23097.42 Day 20 No 1473.22 31-90 Days IG-4 26555.16 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37267.17 Day 20 No 1493.46 7-30 Days IG-5 40097.80 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19205.56 Day 20 Yes 1889.90 7-30 Days IG-6 19808.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10891.87 Day 20 No 904.71 31-90 Days IG-7 8917.87 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14070.18 Day 20 No 1088.29 31-90 Days IG-8 12303.72 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14457.54 Day 20 No 184.44 31-90 Days L-1 14450.73 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27448.60 Day 20 Yes 673.51 31-90 Days L-10 29026.73 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36517.52 Day 20 Yes 2087.07 <7 Days L-11 29289.80 None No Investment Banking