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 20985.59 Day 46 Yes 460.22 7-30 Days G-3 23171.79 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25273.78 Day 46 Yes 561.54 <7 Days IG-1 21754.67 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 40271.14 Day 46 No 303.62 <7 Days IG-2 41152.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6339.02 Day 46 Yes 518.85 <7 Days S-1 6669.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3519.01 Day 46 Yes 340.62 31-90 Days S-2 2996.01 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 36204.35 Day 46 Yes 3342.98 31-90 Days S-3 37902.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33787.99 Day 46 No 2961.05 7-30 Days S-4 29365.86 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3484.93 Day 46 No 240.34 <7 Days S-5 3259.10 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26602.92 Day 46 No 820.07 91-180 Days S-6 30441.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37383.84 Day 46 Yes 2320.80 31-90 Days S-7 36228.84 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40042.23 Day 47 Yes 1384.89 <7 Days A-0-Q 45147.15 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23824.46 Day 47 No 253.30 91-180 Days A-1-Q 24397.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15300.72 Day 47 Yes 633.70 91-180 Days A-2-Q 15762.27 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21079.37 Day 47 Yes 1621.96 31-90 Days A-3-Q 23914.76 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 No 5489.66 Day 47 No 241.92 7-30 Days A-4-Q 5636.58 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 34881.61 Day 47 No 910.03 91-180 Days A-5-Q 40285.25 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3735.75 Day 47 No 91.02 31-90 Days CB-1-Q 4268.58 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37508.48 Day 47 No 1694.71 91-180 Days CB-2-Q 39645.18 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8136.98 Day 47 Yes 636.06 <7 Days S-1-Q 9563.21 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14608.19 Day 47 No 1181.57 7-30 Days S-2-Q 17396.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42679.35 Day 47 No 4181.96 <7 Days S-3-Q 50707.46 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 No 33815.88 Day 47 Yes 3240.73 <7 Days S-4-Q 35067.49 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12586.46 Day 47 Yes 302.99 <7 Days CB-3-Q 13046.75 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15983.43 Day 47 Yes 636.64 31-90 Days G-1-Q 14706.88 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11347.82 Day 47 Yes 380.99 31-90 Days G-2-Q 11020.68 Full Yes Liberty Capital Markets Inc. Wholesale Lending