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 17746.27 180 - 270 Days No 622.22 31-90 Days IG-1-Q 15586.35 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 705.75 180 - 270 Days Yes 14.48 31-90 Days IG-2-Q 840.44 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23649.62 180 - 270 Days No 2148.25 91-180 Days C-1 26053.02 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43791.89 180 - 270 Days No 3470.35 <7 Days CB-4 48067.05 Full 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 10918.01 180 - 270 Days Yes 1037.46 31-90 Days E-10 9393.21 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23498.06 180 - 270 Days Yes 604.63 91-180 Days E-3 20272.92 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28886.75 180 - 270 Days No 124.31 <7 Days E-4 29700.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14999.16 180 - 270 Days Yes 582.44 31-90 Days E-5 12303.02 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13223.86 180 - 270 Days No 1263.42 7-30 Days E-6 13127.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9829.79 180 - 270 Days No 734.01 31-90 Days E-7 10383.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11522.45 180 - 270 Days Yes 499.22 91-180 Days E-8 11832.18 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12901.91 180 - 270 Days Yes 33.44 <7 Days E-9 13913.54 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 3716.00 180 - 270 Days No 33.43 7-30 Days G-4 4331.22 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 1412.40 180 - 270 Days No 90.00 7-30 Days IG-3 1167.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2461.92 180 - 270 Days No 39.84 7-30 Days IG-4 1972.80 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 4553.82 180 - 270 Days Yes 159.73 91-180 Days IG-5 3829.36 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13980.03 180 - 270 Days No 1170.59 <7 Days IG-6 12197.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 801.48 180 - 270 Days No 13.19 91-180 Days IG-7 810.44 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 43629.24 180 - 270 Days No 1574.90 7-30 Days IG-8 43676.78 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31235.49 180 - 270 Days No 1688.11 31-90 Days L-1 28427.26 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1023.69 180 - 270 Days No 3.00 <7 Days L-10 1101.89 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 8495.27 180 - 270 Days No 67.35 <7 Days L-11 9421.82 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17383.54 180 - 270 Days Yes 1698.56 7-30 Days L-2 15809.25 Partial 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 43129.11 180 - 270 Days No 2907.29 91-180 Days L-3 40561.38 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2056.52 180 - 270 Days Yes 151.68 7-30 Days L-4 2433.36 None Yes Liberty Mortgage Services Corp. Wholesale Lending