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 Yes 28164.47 Day 35 No 661.42 31-90 Days S-1-Q 30557.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26283.20 Day 35 Yes 1720.26 7-30 Days S-2-Q 27043.76 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7272.94 Day 35 No 250.98 7-30 Days S-3-Q 6356.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37567.86 Day 35 Yes 1661.48 7-30 Days S-4-Q 39033.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34502.41 Day 35 Yes 1703.67 7-30 Days CB-3-Q 34760.07 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34308.61 Day 35 Yes 2127.32 7-30 Days G-1-Q 35397.60 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4515.29 Day 35 No 63.01 7-30 Days G-2-Q 5156.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7282.95 Day 35 No 311.03 91-180 Days G-3-Q 7670.03 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4223.43 Day 35 No 19.81 91-180 Days S-5-Q 4375.70 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37793.53 Day 35 No 1784.91 31-90 Days S-6-Q 33790.38 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 9186.38 Day 35 Yes 534.93 7-30 Days S-7-Q 10158.43 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4084.00 Day 35 No 356.89 91-180 Days E-1-Q 3813.65 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19112.64 Day 35 No 1668.53 7-30 Days E-2-Q 22872.61 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39683.19 Day 35 Yes 3442.84 <7 Days IG-1-Q 32731.78 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35949.31 Day 35 Yes 2101.10 7-30 Days IG-2-Q 40703.73 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12138.88 Day 35 Yes 364.21 <7 Days C-1 9814.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23818.43 Day 35 Yes 455.41 31-90 Days CB-4 28317.87 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 11155.28 Day 35 Yes 806.76 31-90 Days E-10 10321.02 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18233.57 Day 35 No 1391.92 <7 Days E-3 20661.14 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41802.84 Day 35 Yes 2111.61 31-90 Days E-4 44349.18 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4546.73 Day 35 No 358.96 91-180 Days E-5 4210.88 None 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 35706.00 Day 35 No 3396.61 <7 Days E-6 29236.49 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20026.40 Day 35 Yes 621.54 31-90 Days E-7 16601.30 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22018.21 Day 35 Yes 2095.23 <7 Days E-8 24969.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33588.59 Day 35 Yes 1957.66 31-90 Days E-9 36876.93 Full Yes Liberty Capital Markets Inc. Wholesale Lending