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 3730.30 Day 41 No 220.05 <7 Days A-1-Q 3465.65 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38698.46 Day 41 Yes 3737.67 7-30 Days A-2-Q 37416.21 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23302.92 Day 41 No 1203.01 7-30 Days A-3-Q 23868.87 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43930.90 Day 41 Yes 895.59 31-90 Days A-4-Q 45306.39 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 169.76 Day 41 Yes 6.23 91-180 Days A-5-Q 202.74 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 896.09 Day 41 No 88.11 <7 Days CB-1-Q 760.53 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26072.76 Day 41 No 1975.41 <7 Days CB-2-Q 26372.65 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 8070.05 Day 41 No 663.19 <7 Days S-1-Q 8164.47 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 Yes 482.02 Day 41 Yes 26.32 31-90 Days S-2-Q 455.32 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 35609.02 Day 41 Yes 1019.19 7-30 Days S-3-Q 41432.89 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3670.80 Day 41 No 154.70 7-30 Days S-4-Q 4396.25 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31322.30 Day 41 Yes 873.15 31-90 Days CB-3-Q 32915.50 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 Yes 28797.23 Day 41 Yes 1075.45 7-30 Days G-1-Q 30199.20 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 4219.18 Day 41 No 165.98 7-30 Days G-2-Q 4508.37 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1972.00 Day 41 No 12.91 91-180 Days G-3-Q 2238.44 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8169.87 Day 41 No 807.95 <7 Days S-5-Q 7810.95 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27592.13 Day 41 Yes 1161.23 7-30 Days S-6-Q 25104.67 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41817.50 Day 41 No 2765.40 31-90 Days S-7-Q 34271.30 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 13316.86 Day 41 No 916.06 7-30 Days E-1-Q 15165.58 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 28073.14 Day 41 Yes 238.79 31-90 Days E-2-Q 31615.84 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 11088.82 Day 41 Yes 449.11 <7 Days IG-1-Q 13088.65 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 33489.70 Day 41 No 404.73 7-30 Days IG-2-Q 31073.87 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 Yes 23974.45 Day 41 Yes 2055.77 91-180 Days C-1 21106.00 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15269.22 Day 41 No 1244.42 <7 Days CB-4 14562.13 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19224.22 Day 41 Yes 1232.21 31-90 Days E-10 17768.49 None Yes Liberty Capital Markets Inc. Investment Banking