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 20619.40 151 - 179 Days No 107.32 31-90 Days S-4 20680.30 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8536.63 151 - 179 Days No 565.98 91-180 Days S-5 7466.29 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25473.09 151 - 179 Days No 1550.03 7-30 Days S-6 30406.93 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35708.18 151 - 179 Days Yes 2376.25 <7 Days S-7 31315.31 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36390.95 180 - 270 Days Yes 444.80 <7 Days A-0-Q 29597.55 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37966.14 180 - 270 Days No 462.35 31-90 Days A-1-Q 39464.82 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24447.71 180 - 270 Days Yes 1100.55 <7 Days A-2-Q 26773.37 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29971.86 180 - 270 Days Yes 1841.57 31-90 Days A-3-Q 34600.52 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 23864.34 180 - 270 Days No 603.51 31-90 Days A-4-Q 20348.27 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17987.36 180 - 270 Days Yes 1318.94 31-90 Days A-5-Q 16625.83 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38506.00 180 - 270 Days Yes 328.98 7-30 Days CB-1-Q 45355.82 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37531.59 180 - 270 Days Yes 666.72 91-180 Days CB-2-Q 43884.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26586.68 180 - 270 Days Yes 1764.33 <7 Days S-1-Q 21616.60 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 19661.31 180 - 270 Days Yes 1375.28 7-30 Days S-2-Q 17092.43 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 Yes 1950.67 180 - 270 Days Yes 90.29 <7 Days S-3-Q 1733.96 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25969.51 180 - 270 Days Yes 342.68 91-180 Days S-4-Q 31065.76 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43706.91 180 - 270 Days Yes 497.61 <7 Days CB-3-Q 42926.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37933.27 180 - 270 Days No 644.68 7-30 Days G-1-Q 42700.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5795.11 180 - 270 Days Yes 169.46 31-90 Days G-2-Q 5282.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14643.11 180 - 270 Days No 850.43 7-30 Days G-3-Q 15142.65 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 No 20333.80 180 - 270 Days No 1255.22 <7 Days S-5-Q 22255.67 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33626.36 180 - 270 Days Yes 491.31 <7 Days S-6-Q 36339.88 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9251.29 180 - 270 Days No 491.53 31-90 Days S-7-Q 8023.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9702.88 180 - 270 Days Yes 901.84 <7 Days E-1-Q 9014.49 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35182.32 180 - 270 Days No 1392.19 <7 Days E-2-Q 31353.49 Full No Wholesale Lending