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 8264.92 68 - 74 Days No 277.12 91-180 Days S-1 8612.48 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38692.88 68 - 74 Days No 359.04 31-90 Days S-2 36601.85 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14903.20 68 - 74 Days Yes 1449.68 91-180 Days S-3 12559.56 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5973.07 68 - 74 Days No 25.29 31-90 Days S-4 5241.75 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36000.32 68 - 74 Days Yes 2588.58 31-90 Days S-5 41355.33 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 13668.61 68 - 74 Days No 1343.41 <7 Days S-6 12153.71 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 5764.30 68 - 74 Days No 119.41 <7 Days S-7 5751.58 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31522.22 75 - 82 Days No 944.83 7-30 Days A-0-Q 25909.31 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9436.43 75 - 82 Days Yes 803.73 31-90 Days A-1-Q 10757.09 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25758.71 75 - 82 Days No 2334.15 <7 Days A-2-Q 26536.63 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 39312.53 75 - 82 Days No 3911.98 31-90 Days A-3-Q 43422.13 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32724.33 75 - 82 Days Yes 362.44 7-30 Days A-4-Q 37197.27 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33819.45 75 - 82 Days Yes 2375.23 31-90 Days A-5-Q 36056.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30910.83 75 - 82 Days No 2371.00 31-90 Days CB-1-Q 33036.95 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3013.66 75 - 82 Days Yes 97.14 31-90 Days CB-2-Q 3413.50 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4754.48 75 - 82 Days No 370.01 <7 Days S-1-Q 4130.80 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35936.93 75 - 82 Days Yes 3235.86 7-30 Days S-2-Q 40371.07 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29629.55 75 - 82 Days No 2851.19 91-180 Days S-3-Q 35529.54 Full 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 13766.93 75 - 82 Days Yes 493.27 31-90 Days S-4-Q 12354.88 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21980.69 75 - 82 Days No 1634.15 31-90 Days CB-3-Q 17701.56 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21176.85 75 - 82 Days Yes 1529.38 7-30 Days G-1-Q 25269.38 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17305.93 75 - 82 Days Yes 455.06 31-90 Days G-2-Q 19843.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18391.91 75 - 82 Days No 1665.46 <7 Days G-3-Q 17672.73 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14226.00 75 - 82 Days No 1396.20 7-30 Days S-5-Q 16252.04 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15082.31 75 - 82 Days Yes 222.65 <7 Days S-6-Q 15124.01 None No Treasury