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 1588.50 Day 9 No 16.89 31-90 Days CB-1 1880.48 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21699.18 Day 9 No 2064.99 91-180 Days CB-2 18597.17 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32385.39 Day 9 No 2777.60 <7 Days CB-3 36090.27 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11351.28 Day 9 Yes 16.38 <7 Days E-1 12425.35 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41335.72 Day 9 No 3141.94 31-90 Days E-2 43199.34 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11925.00 Day 9 Yes 125.00 31-90 Days G-1 10404.34 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27356.02 Day 9 No 1976.00 31-90 Days G-2 27384.16 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26775.84 Day 9 Yes 1342.05 7-30 Days G-3 22198.52 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30921.67 Day 9 No 2739.70 7-30 Days IG-1 35821.61 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25152.25 Day 9 No 1004.00 91-180 Days IG-2 20343.83 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38849.47 Day 9 No 2795.32 7-30 Days S-1 32366.08 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33327.19 Day 9 No 2770.15 <7 Days S-2 39107.98 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26903.02 Day 9 Yes 1161.58 <7 Days S-3 28905.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13397.11 Day 9 Yes 790.55 <7 Days S-4 11073.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6542.13 Day 9 Yes 367.97 7-30 Days S-5 5768.86 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7599.49 Day 9 No 332.65 91-180 Days S-6 8926.28 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40180.07 Day 9 Yes 923.59 <7 Days S-7 38272.19 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16471.29 Day 10 No 336.24 7-30 Days A-0-Q 15677.06 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33303.76 Day 10 Yes 2585.90 91-180 Days A-1-Q 36628.53 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16158.26 Day 10 Yes 194.02 31-90 Days A-2-Q 18418.65 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40942.46 Day 10 Yes 1336.67 <7 Days A-3-Q 34129.43 None 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 21766.06 Day 10 Yes 1922.82 <7 Days A-4-Q 21422.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33771.43 Day 10 Yes 857.53 91-180 Days A-5-Q 35821.17 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 36159.19 Day 10 No 1296.40 7-30 Days CB-1-Q 42302.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8812.56 Day 10 No 526.82 7-30 Days CB-2-Q 10495.80 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending