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 Yes 11950.45 83 - 90 Days No 209.68 7-30 Days E-6 13707.80 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14303.54 83 - 90 Days No 1147.20 31-90 Days E-7 14752.25 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 18271.70 83 - 90 Days Yes 1437.02 7-30 Days E-8 17312.93 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 37449.11 83 - 90 Days No 838.58 91-180 Days E-9 40783.60 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30619.96 83 - 90 Days Yes 2503.37 <7 Days G-4 33858.68 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 27897.42 83 - 90 Days No 2540.43 <7 Days IG-3 29092.74 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28942.50 83 - 90 Days No 1133.03 <7 Days IG-4 33654.89 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14257.43 83 - 90 Days Yes 23.47 31-90 Days IG-5 11540.53 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22332.25 83 - 90 Days No 1663.87 <7 Days IG-6 21173.24 Partial 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 16277.28 83 - 90 Days No 1597.71 <7 Days IG-7 16254.61 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32771.25 83 - 90 Days Yes 2970.28 7-30 Days IG-8 38985.77 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25838.46 83 - 90 Days No 620.30 91-180 Days L-1 22632.31 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18216.14 83 - 90 Days No 895.86 91-180 Days L-10 20364.91 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 550.22 83 - 90 Days No 42.99 <7 Days L-11 636.03 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 27785.92 83 - 90 Days No 872.86 31-90 Days L-2 25949.82 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 Yes 35623.53 83 - 90 Days No 2483.93 <7 Days L-3 40280.73 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17183.21 83 - 90 Days Yes 735.70 31-90 Days L-4 17417.23 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16330.95 83 - 90 Days No 760.35 <7 Days L-5 15754.41 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11685.21 83 - 90 Days Yes 715.22 7-30 Days L-6 10906.70 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14164.48 83 - 90 Days No 43.03 31-90 Days L-7 14758.24 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14621.33 83 - 90 Days Yes 861.49 <7 Days L-8 15586.75 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10603.79 83 - 90 Days Yes 346.56 <7 Days L-9 11174.92 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28004.46 83 - 90 Days No 391.94 91-180 Days LC-1 31317.15 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11516.50 83 - 90 Days No 1143.49 31-90 Days LC-2 9660.77 Partial 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 31537.57 83 - 90 Days Yes 1889.32 91-180 Days N-1 36857.72 Full Yes Liberty Capital Markets Inc. Wholesale Lending