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 2416.22 Day 53 Yes 219.43 91-180 Days IG-2 2700.68 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33306.31 Day 53 Yes 1490.05 7-30 Days S-1 35320.76 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31243.40 Day 53 Yes 748.28 91-180 Days S-2 27837.93 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18394.24 Day 53 No 435.61 31-90 Days S-3 18246.84 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15346.46 Day 53 No 752.49 91-180 Days S-4 17112.43 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36754.06 Day 53 Yes 1991.60 91-180 Days S-5 35835.32 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15777.47 Day 53 No 624.87 7-30 Days S-6 17860.12 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25791.15 Day 53 Yes 1046.30 31-90 Days S-7 29470.55 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10813.78 Day 54 No 622.84 31-90 Days A-0-Q 10265.23 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28627.75 Day 54 Yes 2415.05 <7 Days A-1-Q 23382.07 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16983.45 Day 54 No 982.91 <7 Days A-2-Q 15037.67 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17235.26 Day 54 No 980.37 7-30 Days A-3-Q 17440.51 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9114.53 Day 54 Yes 41.46 91-180 Days A-4-Q 10667.47 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21109.68 Day 54 No 1503.57 91-180 Days A-5-Q 19113.17 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7525.83 Day 54 Yes 523.17 7-30 Days CB-1-Q 8852.08 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12623.65 Day 54 No 403.34 <7 Days CB-2-Q 14427.30 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35531.04 Day 54 Yes 2044.58 91-180 Days S-1-Q 31082.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29281.52 Day 54 No 1164.59 91-180 Days S-2-Q 29525.21 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14466.94 Day 54 No 1360.27 91-180 Days S-3-Q 17093.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9581.35 Day 54 Yes 623.45 <7 Days S-4-Q 10648.18 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21773.12 Day 54 Yes 1417.48 31-90 Days CB-3-Q 20407.26 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15590.67 Day 54 Yes 295.41 31-90 Days G-1-Q 12519.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32298.66 Day 54 No 3197.92 91-180 Days G-2-Q 33889.14 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11392.72 Day 54 Yes 707.53 31-90 Days G-3-Q 12682.67 None 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 28048.31 Day 54 No 2561.69 91-180 Days S-5-Q 33349.81 Full No Trading