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 17668.48 Day 48 No 1049.62 91-180 Days N-1 16976.71 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20356.29 Day 48 Yes 614.72 31-90 Days N-2 16891.07 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27684.41 Day 48 No 2570.55 91-180 Days N-3 27385.32 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38959.91 Day 48 Yes 1143.69 7-30 Days N-4 42919.49 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 6020.39 Day 48 Yes 350.71 31-90 Days N-5 7040.02 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 Yes 2394.20 Day 48 Yes 189.77 31-90 Days N-6 2866.02 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15321.67 Day 48 No 1442.24 91-180 Days N-7 16207.33 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37950.69 Day 48 Yes 2585.32 91-180 Days P-1 36242.38 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29568.56 Day 48 Yes 489.13 31-90 Days P-2 25758.89 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 38619.71 Day 48 Yes 2519.90 <7 Days S-8 42219.55 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 38586.99 Day 48 Yes 51.75 31-90 Days Y-1 34142.93 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28663.83 Day 48 Yes 1497.38 7-30 Days Y-2 31743.53 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16220.34 Day 48 No 1616.60 91-180 Days Y-3 13583.23 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 34370.45 Day 48 Yes 48.72 91-180 Days Y-4 40359.60 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 No 6658.14 Day 48 No 545.83 31-90 Days Z-1 7723.88 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 Yes 18927.10 Day 48 No 824.44 7-30 Days A-2 15296.02 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32058.79 Day 48 Yes 2074.96 7-30 Days A-3 32442.70 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21051.99 Day 48 No 80.94 <7 Days A-4 17047.82 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2136.24 Day 48 Yes 200.68 31-90 Days A-5 2167.75 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28290.00 Day 48 Yes 2800.84 91-180 Days CB-1 25869.63 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 19186.50 Day 48 No 1187.25 <7 Days CB-2 19867.35 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39717.55 Day 48 Yes 3626.78 91-180 Days CB-3 33850.43 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25299.83 Day 48 No 200.90 91-180 Days E-1 25734.95 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11077.17 Day 48 Yes 374.09 91-180 Days E-2 12733.68 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11954.21 Day 48 No 599.34 31-90 Days G-1 12335.74 Full Yes Liberty Wealth Management LLC Treasury