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 944.39 >4 Yr <= 5 Yr Yes 68.94 31-90 Days N-1 848.70 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2382.99 >4 Yr <= 5 Yr No 60.17 7-30 Days N-2 2648.10 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30092.34 >4 Yr <= 5 Yr Yes 2083.25 31-90 Days N-3 27174.01 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39942.26 >4 Yr <= 5 Yr No 3104.13 31-90 Days N-4 32478.46 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39819.21 >4 Yr <= 5 Yr Yes 126.00 <7 Days N-5 34338.34 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35196.65 >4 Yr <= 5 Yr No 335.27 31-90 Days N-6 31726.20 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34907.06 >4 Yr <= 5 Yr No 423.70 91-180 Days N-7 36249.19 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13511.54 >4 Yr <= 5 Yr No 661.26 7-30 Days P-1 12326.65 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7824.02 >4 Yr <= 5 Yr No 34.78 7-30 Days P-2 8948.25 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26156.82 >4 Yr <= 5 Yr No 1689.84 <7 Days S-8 26668.65 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25084.68 >4 Yr <= 5 Yr No 2114.63 <7 Days Y-1 21071.27 None 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 10159.12 >4 Yr <= 5 Yr No 953.06 <7 Days Y-2 8757.94 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21132.48 >4 Yr <= 5 Yr No 486.83 31-90 Days Y-3 19689.45 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 708.78 >4 Yr <= 5 Yr No 20.78 <7 Days Y-4 658.75 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33183.27 >4 Yr <= 5 Yr No 420.71 91-180 Days Z-1 30917.74 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12761.04 >4 Yr <= 5 Yr Yes 283.44 91-180 Days A-2 12770.41 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18611.39 >4 Yr <= 5 Yr Yes 1704.58 <7 Days A-3 15857.38 None 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 5033.69 >4 Yr <= 5 Yr No 103.09 <7 Days A-4 4397.08 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13376.87 >4 Yr <= 5 Yr Yes 934.51 7-30 Days A-5 11898.52 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40986.75 >4 Yr <= 5 Yr Yes 3140.27 <7 Days CB-1 44822.99 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1763.15 >4 Yr <= 5 Yr Yes 39.17 <7 Days CB-2 2097.71 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4654.37 >4 Yr <= 5 Yr No 455.58 91-180 Days CB-3 3783.58 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 853.23 >4 Yr <= 5 Yr Yes 69.81 31-90 Days E-1 796.96 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9775.27 >4 Yr <= 5 Yr No 116.96 <7 Days E-2 8514.44 None 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 36398.12 >4 Yr <= 5 Yr No 2695.56 31-90 Days G-1 34530.65 None Yes Liberty International Finance Ltd. Wholesale Lending