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 No 23802.20 75 - 82 Days No 661.03 7-30 Days L-2 25253.61 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19052.70 75 - 82 Days Yes 1240.16 91-180 Days L-3 16187.39 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20953.54 75 - 82 Days No 1021.71 7-30 Days L-4 19818.78 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32552.73 75 - 82 Days Yes 2856.25 91-180 Days L-5 35804.32 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35244.11 75 - 82 Days Yes 2622.64 91-180 Days L-6 38429.90 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39713.10 75 - 82 Days No 2204.88 <7 Days L-7 47471.78 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19393.86 75 - 82 Days Yes 1251.48 31-90 Days L-8 21477.47 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40529.79 75 - 82 Days No 2370.71 7-30 Days L-9 33855.05 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11208.87 75 - 82 Days Yes 935.60 31-90 Days LC-1 9764.87 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8865.06 75 - 82 Days No 204.47 7-30 Days LC-2 8813.63 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39905.89 75 - 82 Days No 1901.95 <7 Days N-1 47695.70 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11166.41 75 - 82 Days No 1014.56 31-90 Days N-2 10209.80 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16707.09 75 - 82 Days No 1517.46 7-30 Days N-3 14032.50 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35731.40 75 - 82 Days Yes 1592.31 91-180 Days N-4 39857.76 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12950.19 75 - 82 Days Yes 1073.87 91-180 Days N-5 11782.39 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29637.67 75 - 82 Days No 2427.40 91-180 Days N-6 24057.67 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11208.85 75 - 82 Days Yes 174.50 <7 Days N-7 12303.26 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 43492.25 75 - 82 Days No 3108.93 31-90 Days P-1 45556.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29104.19 75 - 82 Days Yes 2528.07 <7 Days P-2 29634.72 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23802.31 75 - 82 Days Yes 540.19 91-180 Days S-8 27855.13 Full 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 1938.80 75 - 82 Days Yes 44.71 <7 Days Y-1 1672.42 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32221.92 75 - 82 Days Yes 1813.32 31-90 Days Y-2 27249.05 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31523.65 75 - 82 Days No 536.42 91-180 Days Y-3 34335.46 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36939.46 75 - 82 Days No 1301.30 <7 Days Y-4 30254.36 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21952.62 75 - 82 Days No 253.49 <7 Days Z-1 22640.20 Full Yes Liberty Capital Markets Inc. Investment Banking