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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25150.07 Day 60 No 2193.81 7-30 Days P-1 26033.27 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33721.90 Day 60 Yes 2449.82 31-90 Days P-2 40118.39 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35605.43 Day 60 No 2311.69 <7 Days S-8 36894.88 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15145.83 Day 60 No 59.98 <7 Days Y-1 18149.73 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6237.04 Day 60 Yes 586.71 <7 Days Y-2 6076.82 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15660.61 Day 60 No 1210.05 <7 Days Y-3 14417.77 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18173.15 Day 60 No 1336.33 91-180 Days Y-4 18197.19 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15233.88 Day 60 Yes 529.75 <7 Days Z-1 17564.07 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20181.84 Day 60 No 244.82 31-90 Days A-2 19925.96 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22781.74 Day 60 Yes 567.10 <7 Days A-3 23506.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32324.82 Day 60 Yes 675.65 31-90 Days A-4 38362.81 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23158.58 Day 60 Yes 1189.12 <7 Days A-5 22166.33 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10399.16 Day 60 No 944.39 <7 Days CB-1 9016.01 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34590.00 Day 60 Yes 3352.22 <7 Days CB-2 31354.34 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16882.41 Day 60 Yes 1641.51 31-90 Days CB-3 14351.79 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 935.32 Day 60 No 17.84 7-30 Days E-1 836.76 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35659.79 Day 60 No 1351.82 7-30 Days E-2 28567.78 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14159.34 Day 60 Yes 1017.18 31-90 Days G-1 14469.58 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36799.77 Day 60 Yes 3274.46 91-180 Days G-2 38906.76 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31706.09 Day 60 Yes 2315.39 31-90 Days G-3 36240.53 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3752.57 Day 60 Yes 226.66 31-90 Days IG-1 4272.59 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1745.50 Day 60 Yes 125.43 7-30 Days IG-2 1839.18 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42757.58 Day 60 Yes 2705.56 7-30 Days S-1 44479.72 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20664.00 Day 60 No 577.86 <7 Days S-2 20542.14 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5600.27 Day 60 Yes 531.52 91-180 Days S-3 5548.42 Full No Treasury