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 14136.75 Day 46 Yes 195.15 <7 Days IG-2 13595.24 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43494.66 Day 46 Yes 938.45 91-180 Days S-1 50430.19 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39889.38 Day 46 Yes 1949.61 7-30 Days S-2 35220.96 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39446.03 Day 46 No 2415.35 31-90 Days S-3 39774.63 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20497.82 Day 46 No 1503.25 7-30 Days S-4 20823.07 Partial 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 26854.04 Day 46 No 994.65 91-180 Days S-5 25688.82 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37415.41 Day 46 Yes 1360.35 91-180 Days S-6 31185.57 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43678.07 Day 46 Yes 2502.33 91-180 Days S-7 51045.79 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24800.93 Day 47 No 2063.22 31-90 Days A-0-Q 20195.53 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13140.79 Day 47 No 401.86 <7 Days A-1-Q 12791.04 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20769.31 Day 47 Yes 1997.82 91-180 Days A-2-Q 17765.86 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18576.30 Day 47 Yes 649.75 <7 Days A-3-Q 16270.23 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 No 24089.28 Day 47 Yes 1421.80 31-90 Days A-4-Q 19313.66 None 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 11132.78 Day 47 Yes 283.07 91-180 Days A-5-Q 11983.19 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30013.69 Day 47 No 2514.27 7-30 Days CB-1-Q 32068.02 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38813.85 Day 47 Yes 998.27 7-30 Days CB-2-Q 46087.78 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9476.76 Day 47 No 144.32 <7 Days S-1-Q 8445.17 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16671.04 Day 47 No 1111.24 <7 Days S-2-Q 15519.26 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29522.41 Day 47 No 450.86 31-90 Days S-3-Q 27805.13 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 39184.26 Day 47 No 2022.51 7-30 Days S-4-Q 44198.62 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41826.72 Day 47 No 612.48 31-90 Days CB-3-Q 44790.65 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26160.77 Day 47 No 450.48 7-30 Days G-1-Q 20934.04 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 38910.73 Day 47 Yes 1837.46 31-90 Days G-2-Q 32183.33 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 Yes 37933.27 Day 47 No 2011.46 91-180 Days G-3-Q 41023.97 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 1597.02 Day 47 Yes 67.94 91-180 Days S-5-Q 1361.90 None No Trading