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 43866.83 Day 42 No 269.23 <7 Days S-4 46965.34 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5718.18 Day 42 No 29.37 31-90 Days S-5 5738.04 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40463.58 Day 42 Yes 1837.98 31-90 Days S-6 34576.32 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18560.31 Day 42 No 257.13 91-180 Days S-7 18457.03 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 Yes 20221.56 Day 43 No 906.08 91-180 Days A-0-Q 20688.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2218.34 Day 43 No 57.85 91-180 Days A-1-Q 2137.59 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1142.60 Day 43 No 15.45 7-30 Days A-2-Q 1313.56 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 17709.24 Day 43 Yes 142.21 31-90 Days A-3-Q 15366.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4027.26 Day 43 Yes 100.19 <7 Days A-4-Q 3288.74 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15823.28 Day 43 Yes 15.27 <7 Days A-5-Q 13410.48 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 562.72 Day 43 Yes 30.95 31-90 Days CB-1-Q 461.49 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8590.59 Day 43 Yes 737.52 91-180 Days CB-2-Q 9280.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8783.87 Day 43 No 254.40 91-180 Days S-1-Q 10533.09 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 1451.77 Day 43 Yes 85.54 31-90 Days S-2-Q 1582.83 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29960.57 Day 43 Yes 1476.55 7-30 Days S-3-Q 33672.01 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20683.66 Day 43 Yes 1722.12 31-90 Days S-4-Q 19406.32 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27551.78 Day 43 Yes 2428.31 91-180 Days CB-3-Q 22469.01 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35658.78 Day 43 Yes 3512.02 <7 Days G-1-Q 30885.27 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38432.16 Day 43 No 1072.90 31-90 Days G-2-Q 44458.59 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25424.01 Day 43 No 1937.56 31-90 Days G-3-Q 24599.50 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31784.32 Day 43 No 1391.29 <7 Days S-5-Q 30514.91 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19209.08 Day 43 Yes 1324.43 31-90 Days S-6-Q 15413.55 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10270.29 Day 43 No 299.36 31-90 Days S-7-Q 9457.77 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34069.76 Day 43 Yes 1476.49 31-90 Days E-1-Q 32094.30 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38537.77 Day 43 Yes 2518.93 31-90 Days E-2-Q 32257.81 None No Treasury