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 No 14593.04 Day 26 No 808.04 7-30 Days IG-3 13166.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4819.55 Day 26 No 373.07 91-180 Days IG-4 4171.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32630.25 Day 26 No 3049.35 7-30 Days IG-5 36232.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19327.01 Day 26 No 788.84 7-30 Days IG-6 18403.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41847.17 Day 26 No 803.58 91-180 Days IG-7 49487.05 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4234.75 Day 26 Yes 364.62 <7 Days IG-8 4149.34 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21220.96 Day 26 No 2119.36 7-30 Days L-1 23155.43 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31101.21 Day 26 No 3045.55 7-30 Days L-10 25128.39 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35540.42 Day 26 Yes 2777.56 7-30 Days L-11 31186.84 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8364.63 Day 26 Yes 82.87 91-180 Days L-2 8630.86 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27066.51 Day 26 Yes 782.78 7-30 Days L-3 28427.06 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6698.49 Day 26 No 541.88 91-180 Days L-4 6943.48 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23114.13 Day 26 No 1715.19 31-90 Days L-5 18512.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30971.69 Day 26 Yes 77.95 7-30 Days L-6 28615.59 None 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 12678.47 Day 26 No 336.05 31-90 Days L-7 11145.13 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33522.69 Day 26 No 1119.64 31-90 Days L-8 28733.51 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16500.28 Day 26 Yes 788.69 7-30 Days L-9 14901.66 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5702.03 Day 26 No 7.91 91-180 Days LC-1 6375.34 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42176.20 Day 26 No 1915.74 31-90 Days LC-2 45256.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5986.36 Day 26 Yes 6.39 31-90 Days N-1 6116.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23844.65 Day 26 No 2032.45 31-90 Days N-2 23304.92 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42245.00 Day 26 No 548.39 31-90 Days N-3 38825.91 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26097.86 Day 26 Yes 1481.89 <7 Days N-4 22877.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40991.44 Day 26 Yes 71.36 7-30 Days N-5 47708.90 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34893.31 Day 26 Yes 675.60 91-180 Days N-6 32730.93 None No Investment Banking