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 7757.69 83 - 90 Days Yes 292.40 <7 Days G-1 8172.61 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 26312.92 83 - 90 Days No 838.15 7-30 Days G-2 29024.19 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34462.19 83 - 90 Days Yes 1032.29 91-180 Days G-3 37955.00 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9898.14 83 - 90 Days Yes 213.49 31-90 Days IG-1 10231.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11060.91 83 - 90 Days No 293.79 7-30 Days IG-2 10328.27 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21212.79 83 - 90 Days No 1052.32 31-90 Days S-1 18485.78 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 24389.32 83 - 90 Days Yes 1243.64 <7 Days S-2 28983.76 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 No 17129.95 83 - 90 Days Yes 831.01 31-90 Days S-3 17610.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2343.28 83 - 90 Days Yes 45.71 31-90 Days S-4 2150.07 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40243.04 83 - 90 Days No 3304.73 <7 Days S-5 45650.67 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12869.96 83 - 90 Days No 1215.44 7-30 Days S-6 12038.08 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20416.70 83 - 90 Days No 1596.69 91-180 Days S-7 21793.22 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 Yes 959.66 91 - 120 Days No 37.34 7-30 Days A-0-Q 858.43 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30939.12 91 - 120 Days No 2449.08 91-180 Days A-1-Q 31939.45 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 17822.09 91 - 120 Days Yes 1394.52 7-30 Days A-2-Q 17341.52 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32208.21 91 - 120 Days No 552.32 91-180 Days A-3-Q 32411.56 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7301.03 91 - 120 Days Yes 103.52 31-90 Days A-4-Q 8611.81 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28474.39 91 - 120 Days Yes 930.96 7-30 Days A-5-Q 33301.19 None 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 12820.16 91 - 120 Days Yes 262.99 <7 Days CB-1-Q 13209.87 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 Yes 6263.21 91 - 120 Days Yes 224.99 91-180 Days CB-2-Q 5114.98 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35592.77 91 - 120 Days Yes 2845.55 91-180 Days S-1-Q 40419.86 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21897.53 91 - 120 Days Yes 1508.92 31-90 Days S-2-Q 24976.91 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 8920.98 91 - 120 Days Yes 788.91 91-180 Days S-3-Q 8832.67 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18629.69 91 - 120 Days Yes 1246.46 31-90 Days S-4-Q 21015.59 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39199.52 91 - 120 Days Yes 1883.71 <7 Days CB-3-Q 45551.62 Partial Yes Liberty International Finance Ltd. Wholesale Lending