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 9868.51 180 - 270 Days Yes 932.75 7-30 Days L-7 10402.31 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 Yes 17608.99 180 - 270 Days No 1538.67 7-30 Days L-8 17452.67 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 35199.77 180 - 270 Days Yes 321.36 31-90 Days L-9 29937.94 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26616.96 180 - 270 Days No 507.95 31-90 Days LC-1 28331.43 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9214.39 180 - 270 Days Yes 242.90 7-30 Days LC-2 8766.30 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9020.33 180 - 270 Days Yes 702.84 <7 Days N-1 8067.09 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19187.89 180 - 270 Days No 412.86 <7 Days N-2 18994.18 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4087.32 180 - 270 Days No 145.35 7-30 Days N-3 4617.92 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35688.73 180 - 270 Days Yes 1114.46 91-180 Days N-4 41811.07 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39847.55 180 - 270 Days No 135.25 91-180 Days N-5 32182.81 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 25025.64 180 - 270 Days Yes 925.61 31-90 Days N-6 23208.47 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7714.58 180 - 270 Days Yes 358.75 7-30 Days N-7 7604.02 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 24592.80 180 - 270 Days No 2128.14 91-180 Days P-1 22990.64 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27640.78 180 - 270 Days No 1958.10 91-180 Days P-2 23460.24 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1703.24 180 - 270 Days Yes 108.14 91-180 Days S-8 1684.00 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19967.28 180 - 270 Days Yes 9.25 91-180 Days Y-1 22523.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41082.23 180 - 270 Days Yes 2543.73 91-180 Days Y-2 44409.60 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2096.19 180 - 270 Days No 106.85 31-90 Days Y-3 2056.24 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24345.23 180 - 270 Days No 1692.26 31-90 Days Y-4 23563.14 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29055.23 180 - 270 Days No 711.77 91-180 Days Z-1 27672.18 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4420.52 180 - 270 Days Yes 210.23 <7 Days A-2 4840.51 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27176.75 180 - 270 Days Yes 2412.67 91-180 Days A-3 25346.49 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40908.11 180 - 270 Days No 93.44 31-90 Days A-4 46216.41 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17068.35 180 - 270 Days Yes 1286.16 91-180 Days A-5 15818.47 Full 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 11322.82 180 - 270 Days Yes 694.45 31-90 Days CB-1 11856.08 Full Yes Liberty International Finance Ltd. Treasury