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 11711.88 Day 35 Yes 132.13 31-90 Days S-2 9907.85 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11371.63 Day 35 No 760.46 <7 Days S-3 12876.83 None 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 18388.39 Day 35 No 1747.14 31-90 Days S-4 20703.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 973.99 Day 35 Yes 34.55 91-180 Days S-5 1004.13 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3723.88 Day 35 Yes 284.43 <7 Days S-6 3385.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13403.98 Day 35 Yes 1306.21 7-30 Days S-7 11287.35 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 Yes 23785.31 Day 36 Yes 826.22 <7 Days A-0-Q 23130.97 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10053.05 Day 36 Yes 538.07 7-30 Days A-1-Q 10024.15 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 32324.76 Day 36 Yes 826.68 7-30 Days A-2-Q 26294.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42373.67 Day 36 No 726.67 <7 Days A-3-Q 49854.07 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12927.73 Day 36 Yes 52.99 31-90 Days A-4-Q 13119.10 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11634.32 Day 36 Yes 391.95 91-180 Days A-5-Q 9459.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21758.48 Day 36 Yes 119.84 31-90 Days CB-1-Q 20692.93 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11385.84 Day 36 No 8.20 91-180 Days CB-2-Q 12939.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22503.40 Day 36 No 1704.77 7-30 Days S-1-Q 18976.34 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42721.64 Day 36 Yes 3383.17 7-30 Days S-2-Q 35353.97 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42246.32 Day 36 Yes 2921.39 31-90 Days S-3-Q 35659.44 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12442.15 Day 36 No 1067.93 91-180 Days S-4-Q 11395.16 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22550.49 Day 36 Yes 190.76 <7 Days CB-3-Q 26993.66 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29610.88 Day 36 No 1487.05 <7 Days G-1-Q 28871.91 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11588.08 Day 36 No 839.80 31-90 Days G-2-Q 9671.68 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 2728.08 Day 36 Yes 172.90 31-90 Days G-3-Q 2697.37 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35031.60 Day 36 Yes 942.73 91-180 Days S-5-Q 39912.20 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15222.51 Day 36 No 1380.19 <7 Days S-6-Q 15456.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3402.47 Day 36 Yes 75.35 <7 Days S-7-Q 2800.73 None Yes Liberty Wealth Management LLC Investment Banking