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 40482.78 Day 42 Yes 3268.84 91-180 Days CB-3-Q 45124.97 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22793.49 Day 42 No 394.87 7-30 Days G-1-Q 19902.57 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18082.00 Day 42 Yes 1477.44 <7 Days G-2-Q 16149.53 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30455.26 Day 42 Yes 267.79 91-180 Days G-3-Q 28871.81 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24412.36 Day 42 No 976.85 31-90 Days S-5-Q 28830.79 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24429.35 Day 42 No 99.11 31-90 Days S-6-Q 29214.80 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28842.59 Day 42 Yes 243.07 <7 Days S-7-Q 24047.75 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38073.50 Day 42 No 3287.04 <7 Days E-1-Q 32793.34 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38706.19 Day 42 No 2130.99 91-180 Days E-2-Q 41796.05 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13339.48 Day 42 No 78.91 31-90 Days IG-1-Q 13534.77 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20705.27 Day 42 No 1937.03 91-180 Days IG-2-Q 24400.94 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10577.41 Day 42 Yes 112.51 <7 Days C-1 9186.30 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14215.22 Day 42 Yes 368.15 7-30 Days CB-4 16231.19 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18646.52 Day 42 No 347.61 7-30 Days E-10 18630.43 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38933.59 Day 42 No 1620.49 <7 Days E-3 37474.24 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2343.24 Day 42 Yes 38.22 <7 Days E-4 2808.75 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 43234.26 Day 42 No 413.57 <7 Days E-5 36603.18 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12764.25 Day 42 No 140.89 <7 Days E-6 11993.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10717.74 Day 42 Yes 281.98 <7 Days E-7 9528.02 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23652.82 Day 42 Yes 1649.87 91-180 Days E-8 19152.02 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38665.03 Day 42 Yes 2700.65 <7 Days E-9 32159.93 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32955.09 Day 42 No 2981.89 31-90 Days G-4 32204.39 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4941.08 Day 42 No 425.44 91-180 Days IG-3 5673.77 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8493.66 Day 42 Yes 474.49 7-30 Days IG-4 8924.32 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34129.36 Day 42 No 6.96 <7 Days IG-5 36684.85 Partial No Capital Markets