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 33826.96 61 - 67 Days No 1656.10 91-180 Days E-1-Q 27876.37 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32130.94 61 - 67 Days No 1326.55 91-180 Days E-2-Q 31775.31 None 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 41662.61 61 - 67 Days No 2486.62 31-90 Days IG-1-Q 36807.12 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 17724.88 61 - 67 Days Yes 1193.37 31-90 Days IG-2-Q 18567.13 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 36472.24 61 - 67 Days No 2711.67 <7 Days C-1 33904.11 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 25224.23 61 - 67 Days No 918.11 <7 Days CB-4 29722.70 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21667.04 61 - 67 Days Yes 516.02 <7 Days E-10 24123.14 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29018.65 61 - 67 Days Yes 97.70 <7 Days E-3 30370.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6919.48 61 - 67 Days Yes 37.02 91-180 Days E-4 6648.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35773.65 61 - 67 Days Yes 648.06 <7 Days E-5 32389.97 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38328.40 61 - 67 Days Yes 473.50 7-30 Days E-6 32151.57 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 24794.03 61 - 67 Days Yes 104.93 91-180 Days E-7 25921.04 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 407.16 61 - 67 Days No 5.56 91-180 Days E-8 370.82 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39930.94 61 - 67 Days No 2003.33 31-90 Days E-9 36771.46 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 No 26136.82 61 - 67 Days No 1306.31 31-90 Days G-4 30217.81 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24535.20 61 - 67 Days Yes 1972.20 7-30 Days IG-3 20664.85 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15437.00 61 - 67 Days Yes 1542.65 <7 Days IG-4 12837.61 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41759.35 61 - 67 Days No 3552.38 31-90 Days IG-5 47559.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43435.95 61 - 67 Days No 4048.57 31-90 Days IG-6 50562.99 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 3590.74 61 - 67 Days No 163.79 <7 Days IG-7 3095.93 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 38076.67 61 - 67 Days Yes 2951.18 91-180 Days IG-8 40393.60 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11974.15 61 - 67 Days Yes 846.47 7-30 Days L-1 10078.77 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 43253.44 61 - 67 Days No 2739.39 7-30 Days L-10 48361.54 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 No 25826.28 61 - 67 Days Yes 1528.45 31-90 Days L-11 21749.92 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 No 31279.72 61 - 67 Days Yes 2461.98 91-180 Days L-2 37317.08 None Yes Liberty Mortgage Services Corp. Trading