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 773.59 Day 6 No 6.49 31-90 Days G-2-Q 771.99 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32644.63 Day 6 Yes 2009.45 7-30 Days G-3-Q 26769.46 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 7308.71 Day 6 Yes 127.95 91-180 Days S-5-Q 8355.51 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18371.51 Day 6 Yes 1469.58 91-180 Days S-6-Q 16765.98 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37196.14 Day 6 Yes 563.37 7-30 Days S-7-Q 40121.41 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 42587.73 Day 6 Yes 1811.19 31-90 Days E-1-Q 38116.96 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 26817.35 Day 6 No 1574.84 7-30 Days E-2-Q 30082.92 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41478.03 Day 6 Yes 51.33 7-30 Days IG-1-Q 44784.77 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19011.11 Day 6 Yes 992.27 <7 Days IG-2-Q 18165.01 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36178.08 Day 6 Yes 3529.51 7-30 Days C-1 32981.27 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8131.80 Day 6 Yes 762.73 7-30 Days CB-4 7960.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20626.49 Day 6 No 1086.72 91-180 Days E-10 16915.78 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4324.27 Day 6 No 24.66 7-30 Days E-3 4123.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11733.00 Day 6 Yes 794.30 <7 Days E-4 9791.59 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22868.60 Day 6 Yes 0.76 91-180 Days E-5 19614.26 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19824.18 Day 6 Yes 1804.56 <7 Days E-6 20030.12 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41498.21 Day 6 Yes 2641.97 31-90 Days E-7 35554.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27941.70 Day 6 Yes 499.47 <7 Days E-8 28397.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43373.80 Day 6 No 2322.61 91-180 Days E-9 45578.44 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12129.19 Day 6 Yes 1084.99 7-30 Days G-4 13001.16 Full 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 40518.01 Day 6 No 179.56 91-180 Days IG-3 48020.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6276.60 Day 6 Yes 234.05 7-30 Days IG-4 5891.86 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2558.04 Day 6 Yes 131.04 <7 Days IG-5 2175.84 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42191.78 Day 6 No 2355.96 <7 Days IG-6 35315.03 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 893.16 Day 6 No 71.11 31-90 Days IG-7 735.82 None Yes Liberty Wealth Management LLC Treasury