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 20654.59 271 - 364 Days No 1326.93 91-180 Days N-7 23402.94 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13549.12 271 - 364 Days Yes 959.30 31-90 Days P-1 14175.14 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8028.53 271 - 364 Days Yes 731.36 7-30 Days P-2 7004.22 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 288.45 271 - 364 Days No 0.40 91-180 Days S-8 330.65 Full 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 18872.60 271 - 364 Days Yes 500.48 31-90 Days Y-1 17536.31 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17416.53 271 - 364 Days No 677.55 31-90 Days Y-2 16698.66 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 32476.07 271 - 364 Days Yes 2818.77 31-90 Days Y-3 35345.54 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29656.66 271 - 364 Days Yes 82.09 <7 Days Y-4 29382.26 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37344.96 271 - 364 Days No 3107.17 7-30 Days Z-1 37411.36 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 37856.84 271 - 364 Days No 2129.35 91-180 Days A-2 39104.68 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40570.22 271 - 364 Days No 1715.52 31-90 Days A-3 38049.31 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7466.86 271 - 364 Days Yes 502.77 <7 Days A-4 7040.28 Full 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 12645.78 271 - 364 Days Yes 1248.38 31-90 Days A-5 14955.16 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22523.21 271 - 364 Days Yes 1261.46 7-30 Days CB-1 23232.33 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43755.13 271 - 364 Days Yes 2650.91 91-180 Days CB-2 48524.22 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5917.52 271 - 364 Days Yes 502.49 7-30 Days CB-3 6700.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30602.56 271 - 364 Days No 103.92 7-30 Days E-1 26821.37 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34728.72 271 - 364 Days No 2041.52 <7 Days E-2 31847.54 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24933.43 271 - 364 Days No 1935.57 7-30 Days G-1 28002.55 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19883.32 271 - 364 Days No 1147.32 7-30 Days G-2 20517.52 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23057.15 271 - 364 Days No 1384.21 91-180 Days G-3 19033.04 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14768.25 271 - 364 Days No 539.20 91-180 Days IG-1 16497.01 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40432.70 271 - 364 Days No 3207.20 91-180 Days IG-2 36350.47 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40466.06 271 - 364 Days No 702.82 7-30 Days S-1 41407.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8686.67 271 - 364 Days Yes 308.86 91-180 Days S-2 9232.51 None No Capital Markets