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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25358.85 Day 19 Yes 268.10 <7 Days CB-2-Q 25295.85 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29294.73 Day 19 No 546.50 <7 Days S-1-Q 31670.85 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18128.60 Day 19 Yes 1323.08 91-180 Days S-2-Q 16526.29 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31002.90 Day 19 No 469.29 <7 Days S-3-Q 35660.28 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11212.61 Day 19 Yes 114.44 <7 Days S-4-Q 9805.26 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39680.67 Day 19 No 721.97 <7 Days CB-3-Q 34376.16 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13821.05 Day 19 Yes 649.77 91-180 Days G-1-Q 11865.34 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19572.12 Day 19 Yes 473.89 7-30 Days G-2-Q 17251.19 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22819.45 Day 19 No 479.49 <7 Days G-3-Q 23040.61 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7324.88 Day 19 Yes 158.73 <7 Days S-5-Q 8477.85 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20004.12 Day 19 Yes 107.06 <7 Days S-6-Q 16122.77 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26381.14 Day 19 Yes 1931.73 <7 Days S-7-Q 25834.86 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5737.94 Day 19 No 426.58 <7 Days E-1-Q 5802.78 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33427.93 Day 19 No 24.54 31-90 Days E-2-Q 28448.03 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19573.12 Day 19 Yes 1190.50 31-90 Days IG-1-Q 21313.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32572.29 Day 19 No 522.43 31-90 Days IG-2-Q 34335.64 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14184.96 Day 19 Yes 323.10 31-90 Days C-1 12694.93 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43726.75 Day 19 Yes 2147.97 31-90 Days CB-4 48177.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23642.70 Day 19 Yes 2170.74 31-90 Days E-10 19040.28 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3505.57 Day 19 No 160.81 31-90 Days E-3 3975.54 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 772.37 Day 19 No 69.00 91-180 Days E-4 776.37 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15988.41 Day 19 No 1262.48 91-180 Days E-5 16266.77 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2863.15 Day 19 Yes 121.57 31-90 Days E-6 2728.34 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22136.14 Day 19 No 962.52 91-180 Days E-7 23297.01 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1544.29 Day 19 Yes 50.05 91-180 Days E-8 1734.00 None No Capital Markets