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 6964.79 Day 59 No 388.64 <7 Days S-2 5638.64 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8422.86 Day 59 No 729.18 <7 Days S-3 9604.44 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 16590.52 Day 59 No 177.15 7-30 Days S-4 13365.13 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 41085.48 Day 59 No 3368.11 31-90 Days S-5 35500.12 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28389.30 Day 59 No 2638.69 31-90 Days S-6 26372.79 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 38715.25 Day 59 No 2226.76 91-180 Days S-7 42966.16 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25244.77 Day 60 No 2208.14 <7 Days A-0-Q 30126.84 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 37462.08 Day 60 No 1242.65 7-30 Days A-1-Q 34318.72 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 6723.36 Day 60 Yes 519.81 7-30 Days A-2-Q 7426.26 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 36374.95 Day 60 Yes 2210.24 7-30 Days A-3-Q 41592.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 15494.34 Day 60 Yes 1136.77 31-90 Days A-4-Q 18265.04 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31905.91 Day 60 Yes 560.11 31-90 Days A-5-Q 31868.79 Partial 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 No 36841.32 Day 60 Yes 478.67 7-30 Days CB-1-Q 38570.11 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 12524.57 Day 60 Yes 89.81 31-90 Days CB-2-Q 11225.06 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 5627.25 Day 60 No 261.86 31-90 Days S-1-Q 5939.03 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9067.23 Day 60 Yes 681.04 31-90 Days S-2-Q 7418.55 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37886.56 Day 60 Yes 123.24 <7 Days S-3-Q 38818.22 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 4025.73 Day 60 No 275.63 <7 Days S-4-Q 4684.46 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 10658.83 Day 60 No 200.15 31-90 Days CB-3-Q 8916.81 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22450.71 Day 60 Yes 1158.92 31-90 Days G-1-Q 21866.26 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9958.32 Day 60 No 104.33 <7 Days G-2-Q 8471.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31296.08 Day 60 No 28.71 7-30 Days G-3-Q 29959.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 35049.64 Day 60 Yes 3119.85 91-180 Days S-5-Q 31333.52 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22657.58 Day 60 No 262.96 91-180 Days S-6-Q 25647.36 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 9602.50 Day 60 Yes 304.38 7-30 Days S-7-Q 7766.88 None Yes Liberty Wealth Management LLC Capital Markets