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 1136.95 Day 59 No 5.77 91-180 Days CB-3 1207.89 Partial 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 13258.10 Day 59 No 34.12 <7 Days E-1 10681.99 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40480.64 Day 59 No 3272.25 91-180 Days E-2 43078.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1388.15 Day 59 No 101.64 31-90 Days G-1 1210.66 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38460.43 Day 59 Yes 1591.03 31-90 Days G-2 35563.62 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15251.65 Day 59 No 648.26 <7 Days G-3 16190.34 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19955.39 Day 59 No 1857.01 7-30 Days IG-1 23043.42 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 135.60 Day 59 Yes 12.13 31-90 Days IG-2 147.76 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 44123.01 Day 59 No 3485.93 31-90 Days S-1 36252.60 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35255.72 Day 59 No 1337.05 <7 Days S-2 34015.21 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33426.12 Day 59 No 2656.25 <7 Days S-3 31980.58 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13589.07 Day 59 No 1232.33 31-90 Days S-4 14000.72 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26311.92 Day 59 No 1033.19 <7 Days S-5 28244.44 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28720.14 Day 59 No 1251.02 91-180 Days S-6 23474.30 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7538.42 Day 59 Yes 63.56 <7 Days S-7 8907.52 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17901.00 Day 60 No 1348.59 7-30 Days A-0-Q 17197.63 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28274.87 Day 60 No 1879.20 31-90 Days A-1-Q 26944.17 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14208.97 Day 60 Yes 128.85 31-90 Days A-2-Q 15125.85 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40016.94 Day 60 No 244.55 31-90 Days A-3-Q 47264.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18685.80 Day 60 No 1211.00 91-180 Days A-4-Q 15712.01 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42263.30 Day 60 No 905.96 31-90 Days A-5-Q 36928.80 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7770.07 Day 60 Yes 614.59 31-90 Days CB-1-Q 8197.43 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39213.13 Day 60 No 875.20 31-90 Days CB-2-Q 44516.72 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21302.68 Day 60 No 708.49 <7 Days S-1-Q 24899.05 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24821.07 Day 60 No 1697.62 31-90 Days S-2-Q 28502.84 Full Yes Liberty Wealth Management LLC Treasury