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 3555.90 >= 1 Yr <= 2 Yr No 91.80 7-30 Days S-7-Q 3967.12 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4556.50 >= 1 Yr <= 2 Yr No 393.13 7-30 Days E-1-Q 5309.84 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5373.61 >= 1 Yr <= 2 Yr No 511.22 31-90 Days E-2-Q 5956.22 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8446.93 >= 1 Yr <= 2 Yr No 81.40 31-90 Days IG-1-Q 9900.43 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8924.15 >= 1 Yr <= 2 Yr Yes 559.42 31-90 Days IG-2-Q 10534.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7780.56 >= 1 Yr <= 2 Yr Yes 713.72 <7 Days C-1 8042.14 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21584.97 >= 1 Yr <= 2 Yr No 1955.13 31-90 Days CB-4 20098.05 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22092.05 >= 1 Yr <= 2 Yr No 2008.49 7-30 Days E-10 20704.25 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22941.38 >= 1 Yr <= 2 Yr Yes 1453.73 <7 Days E-3 27223.68 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24155.01 >= 1 Yr <= 2 Yr Yes 98.60 <7 Days E-4 23079.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29083.58 >= 1 Yr <= 2 Yr No 1016.93 31-90 Days E-5 32639.92 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 5926.88 >= 1 Yr <= 2 Yr Yes 114.22 <7 Days E-6 6523.55 None 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 37615.10 >= 1 Yr <= 2 Yr Yes 3355.14 7-30 Days E-7 43867.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28666.48 >= 1 Yr <= 2 Yr Yes 2066.12 91-180 Days E-8 31659.58 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13987.79 >= 1 Yr <= 2 Yr Yes 988.39 7-30 Days E-9 13118.69 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27143.85 >= 1 Yr <= 2 Yr No 2424.83 31-90 Days G-4 28208.02 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39809.45 >= 1 Yr <= 2 Yr Yes 2221.20 91-180 Days IG-3 39625.65 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 No 40192.39 >= 1 Yr <= 2 Yr Yes 3355.18 91-180 Days IG-4 47588.76 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8986.18 >= 1 Yr <= 2 Yr Yes 139.61 <7 Days IG-5 8050.58 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5992.02 >= 1 Yr <= 2 Yr Yes 383.53 31-90 Days IG-6 5352.06 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 24037.90 >= 1 Yr <= 2 Yr No 1880.48 <7 Days IG-7 19452.39 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40811.37 >= 1 Yr <= 2 Yr Yes 2541.21 7-30 Days IG-8 43582.75 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5773.82 >= 1 Yr <= 2 Yr Yes 142.85 31-90 Days L-1 5626.07 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23556.48 >= 1 Yr <= 2 Yr No 585.10 <7 Days L-10 22969.10 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41302.55 >= 1 Yr <= 2 Yr Yes 559.45 91-180 Days L-11 45898.55 Full Yes Liberty Mortgage Services Corp. Capital Markets