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 38741.56 Day 55 Yes 1978.51 7-30 Days A-3-Q 36909.05 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8868.65 Day 55 Yes 439.43 7-30 Days A-4-Q 9909.53 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26139.49 Day 55 No 1879.92 31-90 Days A-5-Q 30045.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13140.79 Day 55 Yes 1229.03 7-30 Days CB-1-Q 15067.85 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 27220.90 Day 55 Yes 430.06 <7 Days CB-2-Q 26639.06 Full 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 297.60 Day 55 Yes 16.68 7-30 Days S-1-Q 320.96 Full 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 217.07 Day 55 Yes 3.82 31-90 Days S-2-Q 235.11 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21358.28 Day 55 No 224.40 7-30 Days S-3-Q 19953.56 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28619.81 Day 55 Yes 1656.67 91-180 Days S-4-Q 31930.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3768.68 Day 55 No 217.59 31-90 Days CB-3-Q 3107.94 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5122.38 Day 55 Yes 61.88 91-180 Days G-1-Q 4942.53 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43199.37 Day 55 No 3245.34 7-30 Days G-2-Q 42502.06 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 7830.49 Day 55 No 586.51 91-180 Days G-3-Q 6286.73 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17885.67 Day 55 Yes 842.86 91-180 Days S-5-Q 16250.65 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21808.72 Day 55 Yes 2009.68 91-180 Days S-6-Q 19608.27 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26295.76 Day 55 No 2056.94 91-180 Days S-7-Q 23886.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14044.81 Day 55 Yes 606.29 7-30 Days E-1-Q 14535.61 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15181.90 Day 55 Yes 41.80 31-90 Days E-2-Q 15597.64 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37326.65 Day 55 Yes 1415.89 91-180 Days IG-1-Q 32426.91 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4919.01 Day 55 Yes 130.33 <7 Days IG-2-Q 5023.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15697.53 Day 55 Yes 1144.02 <7 Days C-1 13953.78 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32935.05 Day 55 Yes 1304.65 91-180 Days CB-4 37741.98 Full 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 5991.57 Day 55 Yes 417.42 91-180 Days E-10 6989.08 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6309.17 Day 55 Yes 578.04 <7 Days E-3 5368.48 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9775.70 Day 55 Yes 852.64 91-180 Days E-4 9798.29 Partial Yes Liberty Mortgage Services Corp. Capital Markets