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 11313.33 271 - 364 Days No 757.65 31-90 Days CB-2-Q 12993.86 Partial 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 33937.65 271 - 364 Days Yes 2693.03 31-90 Days S-1-Q 35561.36 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 29214.91 271 - 364 Days No 2558.92 7-30 Days S-2-Q 24203.73 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42603.22 271 - 364 Days Yes 185.52 <7 Days S-3-Q 46673.69 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13858.17 271 - 364 Days No 620.85 7-30 Days S-4-Q 15027.95 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 22959.07 271 - 364 Days Yes 444.11 91-180 Days CB-3-Q 23819.19 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21130.88 271 - 364 Days Yes 1601.44 91-180 Days G-1-Q 19701.44 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19146.58 271 - 364 Days Yes 1.08 <7 Days G-2-Q 21790.15 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6613.37 271 - 364 Days Yes 632.96 91-180 Days G-3-Q 6041.53 Full 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 10113.04 271 - 364 Days Yes 364.96 31-90 Days S-5-Q 9699.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18082.53 271 - 364 Days Yes 1562.04 <7 Days S-6-Q 14831.73 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20060.75 271 - 364 Days No 1264.61 7-30 Days S-7-Q 24026.54 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12351.99 271 - 364 Days Yes 900.45 91-180 Days E-1-Q 12480.87 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25075.47 271 - 364 Days No 1015.54 91-180 Days E-2-Q 24150.96 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5925.10 271 - 364 Days Yes 110.34 91-180 Days IG-1-Q 6189.22 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 6266.71 271 - 364 Days Yes 600.82 31-90 Days IG-2-Q 6568.24 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 34227.40 271 - 364 Days No 2869.62 91-180 Days C-1 31548.68 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41455.93 271 - 364 Days No 1439.60 <7 Days CB-4 36830.25 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20356.27 271 - 364 Days No 1735.31 31-90 Days E-10 21309.98 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1298.67 271 - 364 Days Yes 33.86 <7 Days E-3 1472.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4835.84 271 - 364 Days Yes 212.13 31-90 Days E-4 4638.31 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6597.98 271 - 364 Days Yes 65.33 7-30 Days E-5 7027.56 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31191.14 271 - 364 Days Yes 2066.75 91-180 Days E-6 37328.62 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 29815.02 271 - 364 Days Yes 2086.02 <7 Days E-7 33871.51 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 Yes 25687.43 271 - 364 Days No 537.13 7-30 Days E-8 26942.82 Partial No Capital Markets