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 Retail Yes 11340.85 Day 37 Yes 779.12 31-90 Days IG-1 9574.62 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40836.53 Day 37 No 222.26 31-90 Days IG-2 42479.18 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12411.85 Day 37 No 135.90 <7 Days S-1 13333.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24641.42 Day 37 Yes 1385.07 31-90 Days S-2 26988.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23696.85 Day 37 No 1696.17 7-30 Days S-3 19156.03 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19915.18 Day 37 No 1060.67 <7 Days S-4 21078.35 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10595.94 Day 37 No 888.07 31-90 Days S-5 8984.25 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16941.54 Day 37 Yes 650.00 7-30 Days S-6 16284.64 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7993.17 Day 37 Yes 505.59 31-90 Days S-7 6715.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12297.97 Day 38 No 1045.16 <7 Days A-0-Q 11847.15 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2964.24 Day 38 No 195.77 91-180 Days A-1-Q 3432.80 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19493.47 Day 38 Yes 0.02 91-180 Days A-2-Q 16782.61 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28212.46 Day 38 No 486.88 <7 Days A-3-Q 33204.39 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26528.39 Day 38 Yes 1892.41 91-180 Days A-4-Q 26849.27 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43403.17 Day 38 Yes 3680.89 91-180 Days A-5-Q 40995.44 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1800.56 Day 38 No 85.61 <7 Days CB-1-Q 2068.53 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23939.13 Day 38 No 1380.94 31-90 Days CB-2-Q 24085.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18057.85 Day 38 Yes 1426.62 <7 Days S-1-Q 18419.35 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33836.81 Day 38 Yes 2609.03 7-30 Days S-2-Q 35515.85 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1654.58 Day 38 Yes 138.57 91-180 Days S-3-Q 1723.14 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32742.82 Day 38 No 1639.49 <7 Days S-4-Q 31410.41 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13227.04 Day 38 No 1155.47 <7 Days CB-3-Q 10873.09 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6238.82 Day 38 Yes 140.82 7-30 Days G-1-Q 5763.71 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5072.93 Day 38 Yes 86.75 7-30 Days G-2-Q 4887.18 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25518.31 Day 38 Yes 990.16 91-180 Days G-3-Q 21783.94 Partial Yes Liberty Mortgage Services Corp. Capital Markets