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 29924.29 Day 60 Yes 2254.78 91-180 Days S-2 24716.71 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12194.86 Day 60 Yes 438.68 31-90 Days S-3 10715.14 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9559.34 Day 60 Yes 449.81 <7 Days S-4 10269.71 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36387.99 Day 60 No 192.55 7-30 Days S-5 30354.19 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 7974.02 Day 60 Yes 496.96 91-180 Days S-6 6518.92 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 30659.23 Day 60 No 450.36 91-180 Days S-7 26487.11 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 30685.06 61 - 67 Days Yes 2072.74 31-90 Days A-0-Q 31457.36 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 30342.08 61 - 67 Days No 2250.48 91-180 Days A-1-Q 36159.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6199.14 61 - 67 Days No 329.64 7-30 Days A-2-Q 5958.98 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18044.03 61 - 67 Days Yes 162.66 31-90 Days A-3-Q 19452.48 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26100.35 61 - 67 Days No 52.67 31-90 Days A-4-Q 25748.62 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42804.74 61 - 67 Days No 2373.70 <7 Days A-5-Q 49185.34 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 2044.91 61 - 67 Days No 24.64 31-90 Days CB-1-Q 1636.96 Partial 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 33628.77 61 - 67 Days No 2016.79 7-30 Days CB-2-Q 29367.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2436.38 61 - 67 Days Yes 10.60 <7 Days S-1-Q 2657.00 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23406.63 61 - 67 Days No 1260.90 7-30 Days S-2-Q 23048.96 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 20534.44 61 - 67 Days No 1087.48 7-30 Days S-3-Q 17272.00 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10172.22 61 - 67 Days No 133.03 7-30 Days S-4-Q 12103.68 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39320.58 61 - 67 Days Yes 2413.22 91-180 Days CB-3-Q 39497.64 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19793.43 61 - 67 Days No 1452.98 <7 Days G-1-Q 20884.70 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37154.92 61 - 67 Days No 2313.55 <7 Days G-2-Q 31577.32 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6482.13 61 - 67 Days Yes 451.08 31-90 Days G-3-Q 6714.25 Partial 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 23183.57 61 - 67 Days Yes 1120.87 91-180 Days S-5-Q 23755.39 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6974.85 61 - 67 Days Yes 537.75 <7 Days S-6-Q 6487.63 None 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 36798.86 61 - 67 Days Yes 1857.71 <7 Days S-7-Q 39481.80 Partial Yes Liberty Capital Markets Inc. Trading