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 28556.62 Day 17 No 1535.48 91-180 Days IG-4 28779.52 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3742.31 Day 17 No 127.29 7-30 Days IG-5 3300.23 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33946.79 Day 17 No 2326.62 <7 Days IG-6 31384.12 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 925.45 Day 17 Yes 2.33 7-30 Days IG-7 894.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26929.68 Day 17 No 1652.83 91-180 Days IG-8 25095.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14308.96 Day 17 Yes 19.78 <7 Days L-1 11701.70 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31077.23 Day 17 No 2557.82 91-180 Days L-10 28355.97 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28054.75 Day 17 Yes 1825.50 <7 Days L-11 25720.23 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5523.87 Day 17 Yes 205.61 31-90 Days L-2 4888.50 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40796.42 Day 17 No 1394.06 31-90 Days L-3 33478.62 Partial 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 25986.28 Day 17 Yes 2015.25 91-180 Days L-4 27846.54 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34753.02 Day 17 No 468.80 31-90 Days L-5 38494.78 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 32335.48 Day 17 Yes 1638.45 31-90 Days L-6 26977.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29031.14 Day 17 Yes 1073.19 <7 Days L-7 25203.49 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 26159.78 Day 17 No 73.66 31-90 Days L-8 22380.96 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35988.83 Day 17 No 589.53 <7 Days L-9 37338.92 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4840.77 Day 17 Yes 445.38 31-90 Days LC-1 4528.65 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5551.89 Day 17 Yes 233.32 <7 Days LC-2 5658.85 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9630.28 Day 17 Yes 91.22 <7 Days N-1 11551.39 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16257.12 Day 17 Yes 640.27 91-180 Days N-2 14387.11 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23872.89 Day 17 No 1879.00 <7 Days N-3 24497.60 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13280.40 Day 17 No 297.44 7-30 Days N-4 13067.22 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18368.67 Day 17 Yes 1481.91 <7 Days N-5 15509.69 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31207.15 Day 17 No 687.91 <7 Days N-6 36053.90 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33878.09 Day 17 No 3301.15 <7 Days N-7 32808.24 Partial Yes Liberty Wealth Management LLC Treasury