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 7025.02 Perpetual No 676.66 7-30 Days E-1 6465.10 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 No 30725.40 Perpetual Yes 2265.27 31-90 Days E-2 31806.01 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11183.31 Perpetual No 752.34 31-90 Days G-1 12506.71 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5127.15 Perpetual No 241.76 7-30 Days G-2 5106.39 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 No 39566.51 Perpetual Yes 3438.31 7-30 Days G-3 35428.26 Full 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 25857.81 Perpetual No 453.44 <7 Days IG-1 29101.76 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 Yes 12490.23 Perpetual Yes 1043.48 91-180 Days IG-2 13282.28 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8468.74 Perpetual No 398.40 31-90 Days S-1 7860.15 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8934.23 Perpetual Yes 294.46 <7 Days S-2 9757.48 Partial 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 3473.96 Perpetual Yes 107.64 31-90 Days S-3 3208.45 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30584.08 Perpetual Yes 2194.30 91-180 Days S-4 29634.26 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30262.02 Perpetual Yes 1491.94 91-180 Days S-5 25661.45 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 24210.48 Perpetual No 970.07 <7 Days S-6 27024.85 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16565.22 Perpetual Yes 1453.79 31-90 Days S-7 17133.00 Partial Yes Liberty Wealth Management LLC Trading