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 15289.88 Day 54 No 297.26 91-180 Days E-1-Q 15814.44 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 Yes 31732.04 Day 54 No 1764.25 <7 Days E-2-Q 25528.53 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13082.07 Day 54 Yes 775.81 7-30 Days IG-1-Q 13812.61 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 5597.11 Day 54 No 385.06 <7 Days IG-2-Q 5445.70 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12297.19 Day 54 No 1136.67 31-90 Days C-1 11751.97 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 28623.90 Day 54 Yes 776.65 31-90 Days CB-4 24381.47 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41788.26 Day 54 No 3724.30 31-90 Days E-10 43966.51 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18351.80 Day 54 No 1217.87 91-180 Days E-3 21126.06 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 Yes 8334.43 Day 54 Yes 22.68 <7 Days E-4 9231.31 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 18880.80 Day 54 No 839.03 91-180 Days E-5 21493.83 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 41492.56 Day 54 No 606.31 31-90 Days E-6 40132.64 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26692.09 Day 54 Yes 16.39 7-30 Days E-7 24115.27 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 30551.90 Day 54 Yes 2716.71 91-180 Days E-8 27530.88 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26239.65 Day 54 Yes 44.30 91-180 Days E-9 27006.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6147.10 Day 54 No 280.73 <7 Days G-4 6491.00 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34391.71 Day 54 No 926.36 31-90 Days IG-3 34696.52 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19114.99 Day 54 Yes 1164.10 <7 Days IG-4 22294.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42861.01 Day 54 No 482.78 7-30 Days IG-5 41569.92 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8390.83 Day 54 Yes 89.19 31-90 Days IG-6 9568.96 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 27079.29 Day 54 No 2660.67 7-30 Days IG-7 21760.31 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 Yes 7655.51 Day 54 No 761.74 91-180 Days IG-8 8900.54 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 16480.11 Day 54 No 819.84 31-90 Days L-1 18610.21 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28269.61 Day 54 Yes 758.13 7-30 Days L-10 24711.43 None 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 3048.65 Day 54 No 64.47 <7 Days L-11 2634.72 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 No 8888.07 Day 54 No 248.54 <7 Days L-2 8868.13 Partial No Treasury