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 Yes 41334.20 68 - 74 Days No 2001.73 31-90 Days E-9 36923.03 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8306.88 68 - 74 Days Yes 706.65 91-180 Days G-4 7747.64 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 75.29 68 - 74 Days Yes 1.32 <7 Days IG-3 72.29 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33159.16 68 - 74 Days Yes 2087.94 31-90 Days IG-4 32463.17 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12520.99 68 - 74 Days Yes 101.24 31-90 Days IG-5 14093.25 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41484.01 68 - 74 Days Yes 3708.47 91-180 Days IG-6 36338.03 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 No 38331.06 68 - 74 Days Yes 2502.05 7-30 Days IG-7 41210.84 Full 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 1140.79 68 - 74 Days Yes 56.19 31-90 Days IG-8 1303.40 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20300.01 68 - 74 Days No 1348.24 7-30 Days L-1 23050.79 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37746.70 68 - 74 Days No 3156.66 31-90 Days L-10 33167.23 Full 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 39232.95 68 - 74 Days No 1620.14 <7 Days L-11 33836.26 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2971.15 68 - 74 Days Yes 70.87 31-90 Days L-2 2706.39 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14585.37 68 - 74 Days Yes 1010.66 <7 Days L-3 17382.15 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41755.31 68 - 74 Days No 636.11 <7 Days L-4 37750.47 Full 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 13831.73 68 - 74 Days No 1377.85 <7 Days L-5 13090.81 Partial 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 28083.50 68 - 74 Days No 776.89 7-30 Days L-6 27399.47 Partial 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 42917.02 68 - 74 Days No 2244.34 7-30 Days L-7 42020.85 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11768.93 68 - 74 Days Yes 123.55 91-180 Days L-8 13954.27 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27196.32 68 - 74 Days No 1972.64 7-30 Days L-9 22698.44 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39205.47 68 - 74 Days Yes 3911.88 7-30 Days LC-1 34901.91 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24597.05 68 - 74 Days No 1593.34 <7 Days LC-2 24404.09 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39608.21 68 - 74 Days No 1038.62 91-180 Days N-1 45711.91 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26892.75 68 - 74 Days No 995.01 7-30 Days N-2 23235.18 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24953.24 68 - 74 Days No 2057.88 <7 Days N-3 27246.73 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31104.69 68 - 74 Days No 1221.23 7-30 Days N-4 29361.78 Partial Yes Liberty Wealth Management LLC Wholesale Lending