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 39725.37 Day 48 Yes 3283.65 <7 Days G-2 38257.80 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43733.48 Day 48 No 3491.51 31-90 Days G-3 36281.52 Partial 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 39338.53 Day 48 Yes 50.77 <7 Days IG-1 33933.49 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 15595.84 Day 48 Yes 461.18 <7 Days IG-2 15507.05 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 Yes 11915.81 Day 48 Yes 997.93 <7 Days S-1 13293.67 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37217.76 Day 48 Yes 600.02 91-180 Days S-2 44225.80 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34989.15 Day 48 No 1058.91 7-30 Days S-3 30557.22 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 Yes 26506.80 Day 48 No 569.79 31-90 Days S-4 26815.35 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1739.11 Day 48 Yes 29.81 7-30 Days S-5 1987.52 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16516.33 Day 48 No 1565.50 91-180 Days S-6 14474.27 Partial 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 36075.66 Day 48 No 1816.95 91-180 Days S-7 41840.03 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28696.21 Day 49 Yes 51.19 7-30 Days A-0-Q 31540.07 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42339.87 Day 49 No 1943.72 91-180 Days A-1-Q 49733.98 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40611.74 Day 49 Yes 132.87 <7 Days A-2-Q 32716.54 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28245.29 Day 49 Yes 2187.16 31-90 Days A-3-Q 33565.08 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5021.39 Day 49 No 403.31 91-180 Days A-4-Q 4715.51 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43451.72 Day 49 No 1037.09 <7 Days A-5-Q 51072.72 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 No 40472.13 Day 49 Yes 130.30 7-30 Days CB-1-Q 45938.14 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37006.79 Day 49 No 352.40 <7 Days CB-2-Q 38644.34 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37489.72 Day 49 Yes 1382.85 <7 Days S-1-Q 34559.35 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16074.95 Day 49 Yes 333.62 7-30 Days S-2-Q 13624.03 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4685.56 Day 49 Yes 77.04 7-30 Days S-3-Q 3997.18 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32081.13 Day 49 Yes 2703.35 <7 Days S-4-Q 34968.72 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12967.55 Day 49 Yes 445.94 91-180 Days CB-3-Q 14157.22 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 42462.74 Day 49 No 3070.18 91-180 Days G-1-Q 42103.10 Full No Capital Markets