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 No 17868.93 Day 46 No 1346.02 31-90 Days CB-1-Q 19783.97 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43242.09 Day 46 No 1462.03 31-90 Days CB-2-Q 38325.35 None 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 41620.40 Day 46 No 440.58 91-180 Days S-1-Q 42926.23 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17997.33 Day 46 No 592.14 31-90 Days S-2-Q 19609.97 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 987.79 Day 46 No 60.74 31-90 Days S-3-Q 852.51 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31970.97 Day 46 Yes 2213.38 7-30 Days S-4-Q 33178.27 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5642.32 Day 46 No 111.77 <7 Days CB-3-Q 5005.66 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9231.76 Day 46 No 214.00 91-180 Days G-1-Q 9929.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9930.94 Day 46 Yes 652.44 <7 Days G-2-Q 10540.21 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 3596.49 Day 46 No 25.15 91-180 Days G-3-Q 4284.11 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7319.48 Day 46 Yes 339.89 7-30 Days S-5-Q 7913.44 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29500.65 Day 46 No 535.16 7-30 Days S-6-Q 23614.28 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41697.50 Day 46 Yes 1695.95 91-180 Days S-7-Q 38183.95 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 26900.46 Day 46 Yes 1531.68 <7 Days E-1-Q 25779.27 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30579.52 Day 46 Yes 452.78 91-180 Days E-2-Q 29484.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39771.74 Day 46 No 2452.71 7-30 Days IG-1-Q 39794.61 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13594.90 Day 46 Yes 1269.94 91-180 Days IG-2-Q 14405.88 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 41820.30 Day 46 No 3210.92 7-30 Days C-1 35679.24 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31213.48 Day 46 Yes 2733.99 91-180 Days CB-4 31816.27 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10319.12 Day 46 No 22.43 91-180 Days E-10 11028.54 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3726.95 Day 46 Yes 367.29 <7 Days E-3 3036.44 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8068.69 Day 46 Yes 781.29 31-90 Days E-4 7945.30 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32942.20 Day 46 No 856.82 31-90 Days E-5 29217.47 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25667.21 Day 46 Yes 2448.31 31-90 Days E-6 29426.94 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37014.84 Day 46 No 2839.10 <7 Days E-7 35422.69 None Yes Liberty Wealth Management LLC Investment Banking