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 31636.57 Day 45 No 1739.72 <7 Days A-4 36953.05 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34465.01 Day 45 No 3266.84 91-180 Days A-5 37132.56 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21608.18 Day 45 Yes 2048.06 91-180 Days CB-1 19476.20 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42812.15 Day 45 Yes 3583.77 31-90 Days CB-2 50551.05 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31357.76 Day 45 No 1526.73 91-180 Days CB-3 27325.63 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 2180.47 Day 45 Yes 53.21 31-90 Days E-1 2535.74 None 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 31382.41 Day 45 No 1003.16 91-180 Days E-2 31066.56 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9344.14 Day 45 Yes 760.84 91-180 Days G-1 11041.52 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40564.34 Day 45 No 3640.59 7-30 Days G-2 36551.15 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42300.00 Day 45 Yes 798.38 7-30 Days G-3 37050.09 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21784.68 Day 45 Yes 769.51 91-180 Days IG-1 20606.00 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 12744.86 Day 45 No 1102.89 7-30 Days IG-2 13843.35 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 1012.35 Day 45 No 34.40 7-30 Days S-1 812.02 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39921.84 Day 45 Yes 3483.21 <7 Days S-2 32895.41 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23394.32 Day 45 No 776.73 7-30 Days S-3 24217.42 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31421.66 Day 45 Yes 834.93 91-180 Days S-4 26883.85 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16348.06 Day 45 Yes 575.54 7-30 Days S-5 15491.69 Partial 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 38407.56 Day 45 No 244.51 31-90 Days S-6 30999.34 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 43810.07 Day 45 Yes 121.71 7-30 Days S-7 38831.05 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 16452.36 Day 46 Yes 807.31 31-90 Days A-0-Q 15046.42 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 39761.72 Day 46 No 1391.19 7-30 Days A-1-Q 43066.15 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 Yes 42131.51 Day 46 No 4189.23 7-30 Days A-2-Q 33807.77 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11797.25 Day 46 Yes 703.33 91-180 Days A-3-Q 13651.99 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38704.67 Day 46 Yes 2060.13 <7 Days A-4-Q 45192.00 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28871.07 Day 46 No 956.67 91-180 Days A-5-Q 32917.54 Partial Yes Liberty Capital Markets Inc. Treasury