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 27305.08 83 - 90 Days Yes 997.65 <7 Days E-4 30276.53 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11544.98 83 - 90 Days No 396.96 31-90 Days E-5 10711.92 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32683.81 83 - 90 Days No 253.30 7-30 Days E-6 37963.70 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1171.37 83 - 90 Days No 102.73 7-30 Days E-7 1120.90 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7138.33 83 - 90 Days No 221.59 91-180 Days E-8 6171.76 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37750.19 83 - 90 Days No 2060.59 7-30 Days E-9 36282.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43108.70 83 - 90 Days Yes 2566.04 91-180 Days G-4 38387.66 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39480.08 83 - 90 Days Yes 259.35 91-180 Days IG-3 46508.49 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31373.06 83 - 90 Days Yes 1153.47 31-90 Days IG-4 31778.28 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27962.80 83 - 90 Days Yes 2132.94 91-180 Days IG-5 31545.73 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8579.41 83 - 90 Days No 140.56 91-180 Days IG-6 8609.11 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22174.56 83 - 90 Days No 549.38 91-180 Days IG-7 21879.83 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27250.75 83 - 90 Days Yes 2073.96 7-30 Days IG-8 22016.75 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3986.23 83 - 90 Days Yes 370.30 91-180 Days L-1 4734.14 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33970.73 83 - 90 Days No 1993.58 91-180 Days L-10 30154.52 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14208.35 83 - 90 Days Yes 1164.65 7-30 Days L-11 13788.68 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 12001.72 83 - 90 Days No 6.23 7-30 Days L-2 10951.93 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29331.43 83 - 90 Days Yes 1268.83 91-180 Days L-3 29599.17 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15481.38 83 - 90 Days No 1206.27 7-30 Days L-4 16501.20 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41076.16 83 - 90 Days No 2649.81 7-30 Days L-5 48363.44 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5424.56 83 - 90 Days No 390.13 31-90 Days L-6 6021.11 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15582.06 83 - 90 Days No 1109.04 31-90 Days L-7 15160.24 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37979.06 83 - 90 Days Yes 1074.56 31-90 Days L-8 42426.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32772.00 83 - 90 Days Yes 1050.65 31-90 Days L-9 36154.28 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33230.98 83 - 90 Days Yes 2899.72 7-30 Days LC-1 29700.84 None Yes Liberty Mortgage Services Corp. Trading