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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 492.40 Day 51 No 37.60 7-30 Days A-4 409.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 38240.35 Day 51 No 2214.51 91-180 Days A-5 44255.68 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 11785.55 Day 51 No 912.48 <7 Days CB-1 9615.81 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 13200.91 Day 51 No 1116.78 91-180 Days CB-2 14934.29 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 40298.31 Day 51 Yes 3409.49 7-30 Days CB-3 46837.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25234.21 Day 51 No 1024.26 91-180 Days E-1 29888.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 15763.70 Day 51 No 199.94 7-30 Days E-2 12726.10 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 9407.42 Day 51 Yes 442.85 31-90 Days G-1 7801.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39069.80 Day 51 Yes 646.52 31-90 Days G-2 35794.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8664.21 Day 51 Yes 502.46 91-180 Days G-3 7580.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3666.06 Day 51 No 251.34 7-30 Days IG-1 3465.16 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 2364.83 Day 51 Yes 97.96 31-90 Days IG-2 2812.17 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 3365.66 Day 51 No 110.05 31-90 Days S-1 2768.63 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 7526.82 Day 51 No 97.87 91-180 Days S-2 7539.46 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8305.48 Day 51 Yes 438.10 7-30 Days S-3 6653.10 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12256.68 Day 51 Yes 487.55 <7 Days S-4 11790.55 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 24832.87 Day 51 No 1602.01 7-30 Days S-5 26999.65 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39985.54 Day 51 Yes 3004.48 91-180 Days S-6 32171.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3952.18 Day 51 No 211.27 <7 Days S-7 3826.23 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 22583.57 Day 52 Yes 145.26 91-180 Days A-0-Q 26388.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 26099.82 Day 52 Yes 933.86 91-180 Days A-1-Q 30363.44 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 9007.99 Day 52 Yes 632.53 7-30 Days A-2-Q 9657.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 16413.92 Day 52 Yes 1395.39 7-30 Days A-3-Q 18459.45 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 32342.28 Day 52 No 1391.99 91-180 Days A-4-Q 38060.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 8025.23 Day 52 Yes 232.85 31-90 Days A-5-Q 7114.07 None Yes Liberty Wealth Management LLC Treasury