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 27076.92 Day 44 Yes 2023.83 <7 Days S-1 32391.92 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27785.47 Day 44 No 1384.32 7-30 Days S-2 24780.55 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20385.02 Day 44 No 1830.31 7-30 Days S-3 20375.86 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19297.84 Day 44 Yes 865.16 31-90 Days S-4 18926.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35340.74 Day 44 No 1352.40 7-30 Days S-5 42107.23 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21141.64 Day 44 Yes 1082.87 7-30 Days S-6 23690.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34147.37 Day 44 Yes 654.34 7-30 Days S-7 32294.24 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5483.53 Day 45 Yes 520.19 31-90 Days A-0-Q 6486.26 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27859.58 Day 45 Yes 731.39 <7 Days A-1-Q 30614.46 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11353.08 Day 45 Yes 607.07 91-180 Days A-2-Q 11326.08 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34729.07 Day 45 No 1838.21 7-30 Days A-3-Q 37960.36 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23645.29 Day 45 No 1228.50 <7 Days A-4-Q 19265.30 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 15121.67 Day 45 Yes 530.06 31-90 Days A-5-Q 13900.84 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25203.88 Day 45 Yes 296.56 <7 Days CB-1-Q 29525.43 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16773.99 Day 45 No 1518.07 <7 Days CB-2-Q 14600.48 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33783.34 Day 45 No 224.35 7-30 Days S-1-Q 29749.95 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17846.81 Day 45 Yes 330.61 <7 Days S-2-Q 16724.58 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27254.60 Day 45 Yes 1649.31 <7 Days S-3-Q 25425.25 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30100.44 Day 45 No 2477.98 7-30 Days S-4-Q 24920.01 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7000.35 Day 45 Yes 419.78 91-180 Days CB-3-Q 7113.94 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2915.63 Day 45 No 238.51 7-30 Days G-1-Q 3306.47 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35321.25 Day 45 No 2126.75 7-30 Days G-2-Q 29618.43 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34894.77 Day 45 No 2148.09 7-30 Days G-3-Q 28414.42 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 59.72 Day 45 Yes 4.45 <7 Days S-5-Q 64.78 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35919.55 Day 45 No 3529.08 <7 Days S-6-Q 31285.82 None Yes Liberty Wealth Management LLC Capital Markets