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 Sovereign Yes 30374.62 Day 10 Yes 197.16 31-90 Days S-5-Q 26751.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 18876.60 Day 10 No 1881.96 <7 Days S-6-Q 17060.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 10137.05 Day 10 No 196.79 7-30 Days S-7-Q 9231.80 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 32353.76 Day 10 Yes 2825.83 <7 Days E-1-Q 38564.49 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 14265.17 Day 10 Yes 576.51 <7 Days E-2-Q 13679.46 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 35463.54 Day 10 No 1900.60 <7 Days IG-1-Q 41097.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 38311.41 Day 10 Yes 2280.40 7-30 Days IG-2-Q 40156.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 30280.12 Day 10 Yes 1013.48 <7 Days C-1 27564.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 23758.11 Day 10 Yes 1412.64 <7 Days CB-4 23762.30 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 445.41 Day 10 No 34.50 7-30 Days E-10 386.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 10396.96 Day 10 Yes 680.18 31-90 Days E-3 10592.63 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 38071.74 Day 10 No 1553.07 91-180 Days E-4 37301.21 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 34303.05 Day 10 Yes 2870.15 91-180 Days E-5 37922.37 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 16929.94 Day 10 No 850.67 91-180 Days E-6 17306.43 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 39769.00 Day 10 No 655.08 7-30 Days E-7 42025.94 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 7343.95 Day 10 No 43.06 <7 Days E-8 6045.91 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 9819.06 Day 10 Yes 83.61 <7 Days E-9 9683.70 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 23414.12 Day 10 No 23.30 31-90 Days G-4 25249.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 4731.59 Day 10 Yes 71.57 91-180 Days IG-3 4854.48 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 41257.79 Day 10 Yes 2391.29 91-180 Days IG-4 39696.43 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 6829.45 Day 10 No 324.13 7-30 Days IG-5 6550.64 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 41779.47 Day 10 Yes 969.66 7-30 Days IG-6 42172.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 13090.77 Day 10 Yes 509.24 91-180 Days IG-7 15291.07 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 36893.01 Day 10 Yes 250.11 <7 Days IG-8 31612.31 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 8501.01 Day 10 Yes 11.13 31-90 Days L-1 7121.04 None Yes Liberty Mortgage Services Corp. Trading