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 Yes 19953.97 >= 1 Yr <= 2 Yr No 840.90 <7 Days L-4 16470.38 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28699.78 >= 1 Yr <= 2 Yr Yes 1132.30 <7 Days L-5 23805.33 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12727.31 >= 1 Yr <= 2 Yr No 1233.54 <7 Days L-6 12324.34 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3275.76 >= 1 Yr <= 2 Yr No 56.40 31-90 Days L-7 3401.15 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32515.84 >= 1 Yr <= 2 Yr Yes 2420.65 31-90 Days L-8 35580.24 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8929.57 >= 1 Yr <= 2 Yr No 393.19 <7 Days L-9 7449.43 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14967.31 >= 1 Yr <= 2 Yr No 454.25 31-90 Days LC-1 15281.34 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36053.89 >= 1 Yr <= 2 Yr No 3024.22 91-180 Days LC-2 30138.08 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 4906.88 >= 1 Yr <= 2 Yr Yes 269.87 7-30 Days N-1 4548.59 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33778.05 >= 1 Yr <= 2 Yr Yes 250.89 31-90 Days N-2 34015.51 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4277.75 >= 1 Yr <= 2 Yr Yes 329.50 <7 Days N-3 4790.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7068.10 >= 1 Yr <= 2 Yr Yes 596.25 <7 Days N-4 6144.80 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 No 13049.74 >= 1 Yr <= 2 Yr Yes 629.53 31-90 Days N-5 14696.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12784.65 >= 1 Yr <= 2 Yr No 906.50 31-90 Days N-6 11494.70 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38777.86 >= 1 Yr <= 2 Yr No 2212.67 31-90 Days N-7 43529.48 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2033.23 >= 1 Yr <= 2 Yr Yes 64.30 91-180 Days P-1 1925.27 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8733.64 >= 1 Yr <= 2 Yr No 209.66 31-90 Days P-2 9192.84 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2399.03 >= 1 Yr <= 2 Yr Yes 167.93 91-180 Days S-8 2242.92 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11527.21 >= 1 Yr <= 2 Yr Yes 167.11 91-180 Days Y-1 9996.34 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10606.43 >= 1 Yr <= 2 Yr No 231.88 91-180 Days Y-2 12289.33 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7849.74 >= 1 Yr <= 2 Yr Yes 228.18 7-30 Days Y-3 7906.79 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 863.48 >= 1 Yr <= 2 Yr Yes 9.25 7-30 Days Y-4 968.50 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27624.40 >= 1 Yr <= 2 Yr Yes 2725.71 91-180 Days Z-1 29052.75 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41556.00 >= 1 Yr <= 2 Yr Yes 1096.74 31-90 Days A-2 45102.04 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35964.10 >= 1 Yr <= 2 Yr No 1045.96 7-30 Days A-3 42710.80 Full No Capital Markets