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 43313.06 151 - 179 Days Yes 1480.90 91-180 Days S-8 44203.63 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7471.18 151 - 179 Days No 222.41 91-180 Days Y-1 6160.59 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6005.28 151 - 179 Days No 24.46 91-180 Days Y-2 4867.30 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42125.06 151 - 179 Days No 4001.97 91-180 Days Y-3 41933.77 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32468.00 151 - 179 Days Yes 1036.90 91-180 Days Y-4 31220.74 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14628.04 151 - 179 Days Yes 1411.24 7-30 Days Z-1 14883.62 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22284.30 151 - 179 Days Yes 542.99 91-180 Days A-2 22688.96 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19477.67 151 - 179 Days Yes 537.79 91-180 Days A-3 16358.02 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35414.46 151 - 179 Days No 3283.26 <7 Days A-4 34720.87 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25899.64 151 - 179 Days No 1483.33 31-90 Days A-5 27557.28 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2584.10 151 - 179 Days Yes 181.13 7-30 Days CB-1 2334.25 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9329.73 151 - 179 Days No 154.93 31-90 Days CB-2 10737.42 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29250.67 151 - 179 Days No 1598.02 91-180 Days CB-3 24597.24 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22254.08 151 - 179 Days Yes 124.35 91-180 Days E-1 19767.40 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 Yes 39045.36 151 - 179 Days Yes 79.32 <7 Days E-2 44402.93 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 232.48 151 - 179 Days Yes 10.47 91-180 Days G-1 251.61 None 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 16716.59 151 - 179 Days No 1099.92 <7 Days G-2 16882.49 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21244.11 151 - 179 Days Yes 1049.91 91-180 Days G-3 25248.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 640.30 151 - 179 Days No 57.38 7-30 Days IG-1 517.43 None 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 23248.59 151 - 179 Days No 753.04 7-30 Days IG-2 25294.43 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1595.27 151 - 179 Days No 38.67 91-180 Days S-1 1348.82 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 24598.90 151 - 179 Days Yes 598.30 <7 Days S-2 20429.61 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20679.38 151 - 179 Days No 1171.04 <7 Days S-3 20404.69 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34107.96 151 - 179 Days No 986.00 <7 Days S-4 35941.82 Full 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 33450.58 151 - 179 Days Yes 1487.11 91-180 Days S-5 36746.10 None No Treasury