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 Small Business No 34950.41 68 - 74 Days Yes 2949.85 7-30 Days L-10 32202.26 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 17868.64 68 - 74 Days Yes 194.08 91-180 Days L-11 15443.62 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 27860.39 68 - 74 Days Yes 2331.09 <7 Days L-2 26714.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38833.13 68 - 74 Days Yes 2015.70 7-30 Days L-3 35799.31 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 712.11 68 - 74 Days Yes 70.62 <7 Days L-4 758.49 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24269.19 68 - 74 Days Yes 2247.12 91-180 Days L-5 22528.74 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 41917.09 68 - 74 Days Yes 1206.76 <7 Days L-6 34807.06 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9233.00 68 - 74 Days Yes 440.26 <7 Days L-7 8339.93 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 19251.17 68 - 74 Days Yes 1180.10 31-90 Days L-8 18477.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 19154.68 68 - 74 Days No 1307.45 31-90 Days L-9 16429.99 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 14443.13 68 - 74 Days Yes 274.84 7-30 Days LC-1 11984.85 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 3818.00 68 - 74 Days Yes 313.18 31-90 Days LC-2 3791.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3442.65 68 - 74 Days No 229.58 <7 Days N-1 3524.14 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31985.39 68 - 74 Days No 2403.81 31-90 Days N-2 36998.63 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 20874.66 68 - 74 Days No 163.04 91-180 Days N-3 23870.90 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14784.20 68 - 74 Days Yes 675.92 91-180 Days N-4 15225.67 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21545.31 68 - 74 Days Yes 1967.50 <7 Days N-5 24728.94 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25481.46 68 - 74 Days Yes 785.66 31-90 Days N-6 23439.05 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 2196.28 68 - 74 Days No 165.04 <7 Days N-7 1850.88 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 29567.61 68 - 74 Days No 2954.59 <7 Days P-1 27463.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 35932.99 68 - 74 Days No 3130.76 7-30 Days P-2 38173.65 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 42025.12 68 - 74 Days No 2788.47 7-30 Days S-8 36644.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 13805.53 68 - 74 Days No 612.26 91-180 Days Y-1 15941.89 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9200.09 68 - 74 Days No 280.77 <7 Days Y-2 8594.05 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 21465.98 68 - 74 Days Yes 125.21 7-30 Days Y-3 17786.64 Full No Treasury