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 No 1029.63 Day 54 Yes 16.83 91-180 Days S-6-Q 1156.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41688.65 Day 54 No 1307.51 31-90 Days S-7-Q 38732.02 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4764.55 Day 54 No 82.04 7-30 Days E-1-Q 5274.16 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38048.92 Day 54 No 3613.09 <7 Days E-2-Q 42015.70 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20997.57 Day 54 No 317.97 91-180 Days IG-1-Q 17181.36 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18458.37 Day 54 No 576.66 7-30 Days IG-2-Q 17628.55 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22810.73 Day 54 No 226.01 7-30 Days C-1 26822.44 Full 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 4421.47 Day 54 Yes 162.62 7-30 Days CB-4 4229.97 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23273.03 Day 54 Yes 49.32 7-30 Days E-10 23474.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27250.36 Day 54 No 1337.61 7-30 Days E-3 22633.98 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22767.60 Day 54 No 644.03 31-90 Days E-4 20413.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13544.81 Day 54 Yes 546.64 31-90 Days E-5 16024.52 None 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 44016.54 Day 54 Yes 3987.51 91-180 Days E-6 43471.01 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20511.95 Day 54 Yes 1630.92 <7 Days E-7 19598.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36209.67 Day 54 No 1883.25 31-90 Days E-8 31480.23 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33326.39 Day 54 No 3135.51 31-90 Days E-9 33360.49 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6194.72 Day 54 No 237.67 91-180 Days G-4 5897.55 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25942.78 Day 54 No 714.88 <7 Days IG-3 24910.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8125.62 Day 54 Yes 749.16 91-180 Days IG-4 8488.95 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19276.28 Day 54 No 181.85 <7 Days IG-5 17980.91 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6269.08 Day 54 No 363.32 91-180 Days IG-6 6968.81 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8285.86 Day 54 No 301.69 7-30 Days IG-7 8113.61 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5862.61 Day 54 Yes 553.25 31-90 Days IG-8 5692.27 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18459.52 Day 54 Yes 1781.31 <7 Days L-1 21077.76 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16108.40 Day 54 No 1280.09 91-180 Days L-10 18148.23 Partial Yes Liberty Capital Markets Inc. Treasury