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 23388.66 Perpetual No 1493.47 91-180 Days L-9 25022.12 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19796.47 Perpetual No 1089.96 7-30 Days LC-1 17284.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3088.45 Perpetual Yes 262.66 7-30 Days LC-2 3290.66 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15915.53 Perpetual Yes 1398.61 91-180 Days N-1 17225.74 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8992.78 Perpetual No 68.19 <7 Days N-2 9204.93 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41732.30 Perpetual No 1471.01 7-30 Days N-3 49770.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25099.39 Perpetual Yes 18.79 91-180 Days N-4 24360.10 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 41146.25 Perpetual Yes 1390.77 7-30 Days N-5 47374.88 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7798.56 Perpetual No 406.15 7-30 Days N-6 8317.58 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22007.68 Perpetual No 475.65 31-90 Days N-7 21590.44 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7861.95 Perpetual No 151.63 7-30 Days P-1 7818.68 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22999.07 Perpetual Yes 1108.74 <7 Days P-2 21081.60 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35879.10 Perpetual No 1691.16 <7 Days S-8 33453.12 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22430.94 Perpetual No 826.85 31-90 Days Y-1 21233.86 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18677.53 Perpetual Yes 1071.62 91-180 Days Y-2 20903.94 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 39158.56 Perpetual No 430.62 91-180 Days Y-3 32176.20 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5618.16 Perpetual Yes 551.70 7-30 Days Y-4 5342.66 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 No 15572.25 Perpetual No 605.69 31-90 Days Z-1 12843.00 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4505.32 Perpetual No 192.45 7-30 Days A-2 4205.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13013.11 Perpetual No 1060.39 7-30 Days A-3 13941.53 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2468.97 Perpetual Yes 46.20 7-30 Days A-4 1992.85 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 No 35951.71 Perpetual Yes 2058.12 <7 Days A-5 41447.15 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37004.92 Perpetual No 2596.48 31-90 Days CB-1 40751.51 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9593.60 Perpetual Yes 468.11 7-30 Days CB-2 10352.28 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12866.97 Perpetual No 232.06 31-90 Days CB-3 15403.22 Partial Yes Liberty Capital Markets Inc. Wholesale Lending