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 19344.61 Day 10 No 1909.02 <7 Days S-2 22584.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33080.20 Day 10 Yes 3058.43 91-180 Days S-3 27738.47 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11611.05 Day 10 No 211.22 <7 Days S-4 10579.17 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29770.28 Day 10 Yes 748.58 91-180 Days S-5 30984.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3494.69 Day 10 No 83.05 91-180 Days S-6 3083.91 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24628.65 Day 10 Yes 1687.93 91-180 Days S-7 26963.32 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7289.02 Day 11 Yes 666.27 31-90 Days A-0-Q 8390.90 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32622.31 Day 11 No 384.69 <7 Days A-1-Q 32323.88 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 17657.09 Day 11 Yes 303.84 <7 Days A-2-Q 18014.32 Full 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 11191.62 Day 11 No 934.24 <7 Days A-3-Q 11633.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8830.43 Day 11 Yes 604.24 91-180 Days A-4-Q 7964.52 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2800.09 Day 11 Yes 146.68 7-30 Days A-5-Q 2711.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16783.30 Day 11 No 1488.86 7-30 Days CB-1-Q 13967.97 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42070.69 Day 11 No 2997.95 31-90 Days CB-2-Q 36198.71 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22784.94 Day 11 Yes 197.39 91-180 Days S-1-Q 25142.99 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15376.60 Day 11 No 1403.66 <7 Days S-2-Q 12380.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41785.67 Day 11 No 2959.83 91-180 Days S-3-Q 41415.72 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42376.32 Day 11 No 2852.52 31-90 Days S-4-Q 42226.19 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20593.27 Day 11 No 1981.80 7-30 Days CB-3-Q 23909.42 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24291.47 Day 11 No 997.34 <7 Days G-1-Q 23629.44 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13990.34 Day 11 No 1178.33 91-180 Days G-2-Q 11756.62 Partial 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 28535.89 Day 11 Yes 1463.64 91-180 Days G-3-Q 25178.96 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16250.56 Day 11 Yes 251.11 91-180 Days S-5-Q 19265.80 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2757.68 Day 11 No 224.47 91-180 Days S-6-Q 2305.52 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17377.10 Day 11 No 1498.17 31-90 Days S-7-Q 18030.73 Full Yes Liberty Capital Markets Inc. Treasury