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 1389.57 271 - 364 Days No 48.29 91-180 Days S-1 1319.25 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25041.52 271 - 364 Days No 473.03 91-180 Days S-2 22553.99 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 Yes 29182.77 271 - 364 Days No 2892.76 31-90 Days S-3 34256.06 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2225.25 271 - 364 Days Yes 121.78 31-90 Days S-4 2225.58 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 5062.92 271 - 364 Days Yes 214.68 91-180 Days S-5 5652.27 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43998.89 271 - 364 Days Yes 3232.50 31-90 Days S-6 52086.36 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10131.60 271 - 364 Days No 498.49 <7 Days S-7 11366.31 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21424.23 >= 1 Yr <= 2 Yr No 597.53 91-180 Days A-0-Q 17594.03 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30978.88 >= 1 Yr <= 2 Yr Yes 982.49 31-90 Days A-1-Q 27962.65 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 28072.98 >= 1 Yr <= 2 Yr Yes 2538.60 <7 Days A-2-Q 26945.15 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 Yes 25330.81 >= 1 Yr <= 2 Yr No 2485.07 <7 Days A-3-Q 22204.25 Partial 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 41103.35 >= 1 Yr <= 2 Yr Yes 1481.74 31-90 Days A-4-Q 44645.04 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41669.76 >= 1 Yr <= 2 Yr Yes 1464.33 31-90 Days A-5-Q 44311.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1909.43 >= 1 Yr <= 2 Yr No 118.20 31-90 Days CB-1-Q 2132.31 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28697.26 >= 1 Yr <= 2 Yr Yes 1519.33 91-180 Days CB-2-Q 26598.60 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42459.61 >= 1 Yr <= 2 Yr Yes 3164.75 <7 Days S-1-Q 49077.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21681.02 >= 1 Yr <= 2 Yr No 1232.79 91-180 Days S-2-Q 22728.37 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13361.67 >= 1 Yr <= 2 Yr Yes 483.86 <7 Days S-3-Q 10815.07 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 40043.26 >= 1 Yr <= 2 Yr Yes 2177.00 31-90 Days S-4-Q 33110.53 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 4220.74 >= 1 Yr <= 2 Yr Yes 296.41 31-90 Days CB-3-Q 4579.24 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19406.38 >= 1 Yr <= 2 Yr No 1247.16 91-180 Days G-1-Q 20764.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22838.19 >= 1 Yr <= 2 Yr Yes 910.55 31-90 Days G-2-Q 22396.76 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7587.08 >= 1 Yr <= 2 Yr Yes 641.45 31-90 Days G-3-Q 6529.07 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15620.96 >= 1 Yr <= 2 Yr Yes 1535.34 <7 Days S-5-Q 17280.17 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30914.31 >= 1 Yr <= 2 Yr Yes 1547.45 <7 Days S-6-Q 26264.05 Partial Yes Liberty Mortgage Services Corp. Capital Markets