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 34271.33 61 - 67 Days Yes 2796.92 <7 Days L-5 33203.97 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35917.54 61 - 67 Days Yes 2220.50 31-90 Days L-6 38989.77 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28103.35 61 - 67 Days No 1975.28 31-90 Days L-7 29654.22 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 304.30 61 - 67 Days Yes 8.74 31-90 Days L-8 291.93 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19425.19 61 - 67 Days No 1310.15 91-180 Days L-9 18330.45 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38980.30 61 - 67 Days Yes 2613.15 7-30 Days LC-1 37010.64 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8052.05 61 - 67 Days No 714.69 91-180 Days LC-2 6983.96 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20760.41 61 - 67 Days No 274.76 91-180 Days N-1 22943.20 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24707.93 61 - 67 Days No 1672.99 <7 Days N-2 24610.10 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24577.67 61 - 67 Days No 784.95 7-30 Days N-3 20200.92 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13146.06 61 - 67 Days Yes 1190.32 <7 Days N-4 14815.36 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38779.12 61 - 67 Days No 968.69 31-90 Days N-5 42344.68 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15892.77 61 - 67 Days No 243.55 7-30 Days N-6 17390.31 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4085.92 61 - 67 Days Yes 26.60 31-90 Days N-7 4289.27 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20107.94 61 - 67 Days Yes 136.39 7-30 Days P-1 22280.74 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24331.44 61 - 67 Days Yes 2340.10 <7 Days P-2 26606.04 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 863.41 61 - 67 Days No 56.09 31-90 Days S-8 710.07 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28375.31 61 - 67 Days Yes 17.75 91-180 Days Y-1 29107.84 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8381.01 61 - 67 Days No 602.43 7-30 Days Y-2 9481.90 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6894.27 61 - 67 Days Yes 609.14 7-30 Days Y-3 8034.34 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 Yes 11568.88 61 - 67 Days No 1058.50 91-180 Days Y-4 9724.07 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40168.22 61 - 67 Days Yes 170.23 7-30 Days Z-1 40020.30 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27001.86 61 - 67 Days Yes 1076.12 7-30 Days A-2 23100.60 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41708.21 61 - 67 Days No 4067.46 91-180 Days A-3 42520.42 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11941.66 61 - 67 Days Yes 767.14 91-180 Days A-4 11081.01 None Yes Liberty International Finance Ltd. Trading