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 22096.99 Day 46 Yes 1390.03 31-90 Days E-8 26142.63 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 2948.94 Day 46 No 256.87 31-90 Days E-9 2482.46 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33577.10 Day 46 Yes 782.76 7-30 Days G-4 31274.74 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12070.33 Day 46 Yes 690.16 31-90 Days IG-3 12513.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20991.53 Day 46 No 991.01 7-30 Days IG-4 23703.59 None 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 22047.15 Day 46 Yes 2053.29 <7 Days IG-5 18344.49 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42614.92 Day 46 Yes 1067.20 31-90 Days IG-6 49495.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15960.25 Day 46 No 351.76 91-180 Days IG-7 14785.80 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28982.31 Day 46 Yes 1952.14 <7 Days IG-8 32503.20 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43792.64 Day 46 Yes 3691.79 31-90 Days L-1 42250.32 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3108.62 Day 46 Yes 6.59 31-90 Days L-10 3591.25 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15644.50 Day 46 Yes 551.73 31-90 Days L-11 15786.35 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18954.72 Day 46 Yes 490.03 7-30 Days L-2 21059.77 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7527.08 Day 46 No 229.32 <7 Days L-3 7266.87 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15372.37 Day 46 Yes 1104.86 7-30 Days L-4 13859.01 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42024.45 Day 46 No 71.58 7-30 Days L-5 42366.66 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 571.23 Day 46 Yes 26.51 91-180 Days L-6 632.07 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28674.40 Day 46 No 1087.29 91-180 Days L-7 29968.75 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32754.00 Day 46 Yes 2942.66 31-90 Days L-8 30374.21 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 34472.36 Day 46 No 2942.87 31-90 Days L-9 41365.75 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 10861.43 Day 46 No 406.74 <7 Days LC-1 11007.90 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18342.03 Day 46 No 1800.90 7-30 Days LC-2 19077.00 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32000.67 Day 46 Yes 1186.51 91-180 Days N-1 33434.44 None 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 11022.83 Day 46 No 415.24 7-30 Days N-2 9826.07 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40949.50 Day 46 No 2334.45 <7 Days N-3 35425.31 None Yes Liberty Wealth Management LLC Treasury