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 2043.34 121 - 150 Days Yes 174.88 91-180 Days CB-4 2067.08 Partial 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 7783.32 121 - 150 Days No 359.71 91-180 Days E-10 8752.81 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 30787.82 121 - 150 Days No 587.27 31-90 Days E-3 25883.76 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 12329.89 121 - 150 Days Yes 338.02 7-30 Days E-4 12670.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31127.73 121 - 150 Days No 160.10 91-180 Days E-5 32905.96 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42322.27 121 - 150 Days No 3707.34 31-90 Days E-6 41514.98 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 28916.53 121 - 150 Days No 2112.91 31-90 Days E-7 23710.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43260.99 121 - 150 Days No 722.44 31-90 Days E-8 40502.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20135.90 121 - 150 Days Yes 277.30 91-180 Days E-9 19092.56 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6664.81 121 - 150 Days Yes 278.28 7-30 Days G-4 7625.75 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 41357.42 121 - 150 Days No 3167.69 31-90 Days IG-3 38909.71 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39661.45 121 - 150 Days No 696.06 91-180 Days IG-4 41964.99 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30402.99 121 - 150 Days Yes 2850.92 <7 Days IG-5 30628.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25148.22 121 - 150 Days No 548.48 31-90 Days IG-6 29867.56 Full 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 14520.38 121 - 150 Days No 208.37 91-180 Days IG-7 12550.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2415.48 121 - 150 Days Yes 108.07 31-90 Days IG-8 2530.95 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7987.31 121 - 150 Days No 211.77 7-30 Days L-1 7442.78 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39469.89 121 - 150 Days Yes 2901.40 31-90 Days L-10 43039.77 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 Yes 43414.96 121 - 150 Days No 2615.07 91-180 Days L-11 50444.45 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 16629.77 121 - 150 Days Yes 1148.18 7-30 Days L-2 14108.59 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 No 8041.66 121 - 150 Days No 408.46 7-30 Days L-3 8015.33 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8870.04 121 - 150 Days No 296.70 <7 Days L-4 9110.82 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14922.92 121 - 150 Days No 77.43 31-90 Days L-5 15092.48 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 483.95 121 - 150 Days No 5.45 31-90 Days L-6 484.08 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23180.68 121 - 150 Days No 1045.52 31-90 Days L-7 23282.83 Full Yes Liberty Wealth Management LLC Trading