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 No 38286.91 Day 15 Yes 1038.53 91-180 Days S-7 35038.91 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41244.58 Day 16 No 3508.90 31-90 Days A-0-Q 47104.29 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9456.54 Day 16 Yes 577.10 31-90 Days A-1-Q 9709.26 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15365.61 Day 16 Yes 598.68 7-30 Days A-2-Q 15517.04 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 44096.99 Day 16 No 2260.57 31-90 Days A-3-Q 39653.41 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7617.89 Day 16 Yes 649.52 91-180 Days A-4-Q 7769.78 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26314.50 Day 16 Yes 677.85 <7 Days A-5-Q 31169.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9392.69 Day 16 No 254.37 <7 Days CB-1-Q 9426.47 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19308.38 Day 16 No 1750.39 7-30 Days CB-2-Q 20555.87 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16271.46 Day 16 Yes 278.30 <7 Days S-1-Q 15320.66 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40225.69 Day 16 No 2123.68 <7 Days S-2-Q 39254.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38515.17 Day 16 No 2967.24 31-90 Days S-3-Q 39670.99 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1890.25 Day 16 Yes 114.06 7-30 Days S-4-Q 1889.44 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41313.53 Day 16 Yes 1823.71 91-180 Days CB-3-Q 40341.77 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24087.39 Day 16 No 180.84 <7 Days G-1-Q 20200.17 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13345.87 Day 16 No 691.46 91-180 Days G-2-Q 12180.24 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10113.21 Day 16 No 400.48 31-90 Days G-3-Q 11229.46 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27943.78 Day 16 No 1663.89 91-180 Days S-5-Q 29275.68 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39348.46 Day 16 No 3481.14 <7 Days S-6-Q 39188.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27257.90 Day 16 Yes 1461.22 <7 Days S-7-Q 29145.22 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6216.86 Day 16 No 248.84 7-30 Days E-1-Q 5854.29 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28370.46 Day 16 Yes 2728.17 <7 Days E-2-Q 33048.20 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26997.98 Day 16 No 368.66 <7 Days IG-1-Q 22165.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30939.82 Day 16 No 1780.15 91-180 Days IG-2-Q 36552.76 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39705.06 Day 16 No 1580.67 7-30 Days C-1 31921.64 None No Trading