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 19508.74 Day 50 No 27.39 <7 Days L-9 17316.85 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42407.07 Day 50 No 678.59 7-30 Days LC-1 38046.81 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38109.85 Day 50 No 31.16 91-180 Days LC-2 39555.92 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1647.94 Day 50 Yes 94.18 91-180 Days N-1 1859.37 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7433.01 Day 50 No 527.36 31-90 Days N-2 8465.47 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6679.83 Day 50 No 262.38 31-90 Days N-3 7405.68 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40288.12 Day 50 Yes 2778.44 7-30 Days N-4 34811.35 Full 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 18278.42 Day 50 Yes 1658.03 7-30 Days N-5 17331.50 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29209.86 Day 50 No 2482.38 91-180 Days N-6 30729.17 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28707.41 Day 50 Yes 2056.46 7-30 Days N-7 27803.89 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9852.87 Day 50 Yes 391.73 91-180 Days P-1 9020.68 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42315.25 Day 50 Yes 2553.37 91-180 Days P-2 38064.10 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 19903.51 Day 50 Yes 35.21 31-90 Days S-8 16919.24 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19625.91 Day 50 Yes 932.27 7-30 Days Y-1 17173.81 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4479.68 Day 50 No 141.64 31-90 Days Y-2 4521.50 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32824.67 Day 50 Yes 268.20 91-180 Days Y-3 31802.93 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 19146.21 Day 50 No 1320.36 91-180 Days Y-4 18648.70 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4540.87 Day 50 No 107.55 91-180 Days Z-1 3753.77 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22044.00 Day 50 No 203.30 91-180 Days A-2 19593.04 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8518.59 Day 50 No 353.89 7-30 Days A-3 8562.64 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 12860.11 Day 50 Yes 803.30 7-30 Days A-4 13976.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11986.97 Day 50 No 676.64 7-30 Days A-5 11878.55 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 356.43 Day 50 Yes 12.68 31-90 Days CB-1 343.67 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23064.78 Day 50 Yes 1311.57 7-30 Days CB-2 27233.26 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24758.00 Day 50 Yes 332.38 31-90 Days CB-3 29701.79 None Yes Liberty International Finance Ltd. Trading