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 17396.14 Day 55 Yes 367.64 7-30 Days IG-1 20667.61 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42938.39 Day 55 Yes 2516.78 7-30 Days IG-2 40324.74 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35415.63 Day 55 Yes 1870.35 <7 Days S-1 32586.21 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40667.62 Day 55 No 2841.81 <7 Days S-2 48064.01 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 33574.29 Day 55 No 2078.55 91-180 Days S-3 34127.98 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14482.59 Day 55 Yes 1230.71 31-90 Days S-4 14348.73 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 16642.30 Day 55 No 894.79 <7 Days S-5 19621.25 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7313.06 Day 55 Yes 102.28 31-90 Days S-6 7609.71 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12452.60 Day 55 Yes 272.31 <7 Days S-7 11577.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7564.58 Day 56 Yes 145.96 7-30 Days A-0-Q 7569.77 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7375.76 Day 56 Yes 254.72 7-30 Days A-1-Q 5998.96 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25176.75 Day 56 No 1386.21 91-180 Days A-2-Q 21784.28 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 Yes 32039.16 Day 56 Yes 943.37 <7 Days A-3-Q 37853.54 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 34066.18 Day 56 Yes 3034.44 7-30 Days A-4-Q 29592.37 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30011.83 Day 56 No 1538.04 <7 Days A-5-Q 30272.51 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18620.37 Day 56 Yes 1076.62 31-90 Days CB-1-Q 19604.07 Partial 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 3614.27 Day 56 No 215.29 7-30 Days CB-2-Q 4007.62 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4951.63 Day 56 Yes 9.95 <7 Days S-1-Q 5913.69 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41806.47 Day 56 No 1630.58 <7 Days S-2-Q 43167.80 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18332.98 Day 56 Yes 937.85 <7 Days S-3-Q 19450.15 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28764.07 Day 56 No 149.00 91-180 Days S-4-Q 32658.49 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39194.24 Day 56 Yes 2539.09 7-30 Days CB-3-Q 34220.35 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 14142.48 Day 56 No 561.54 31-90 Days G-1-Q 13622.44 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 26958.98 Day 56 Yes 1055.17 91-180 Days G-2-Q 31139.84 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7970.70 Day 56 No 293.00 91-180 Days G-3-Q 6528.23 Partial Yes Liberty Wealth Management LLC Treasury