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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34109.48 180 - 270 Days No 1768.01 <7 Days CB-2 39819.40 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43830.38 180 - 270 Days No 4021.98 <7 Days CB-3 47710.67 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37700.64 180 - 270 Days No 158.71 31-90 Days E-1 44049.18 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30294.48 180 - 270 Days No 2230.15 31-90 Days E-2 35564.14 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10390.86 180 - 270 Days Yes 1032.86 7-30 Days G-1 10587.74 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39447.93 180 - 270 Days Yes 2044.95 91-180 Days G-2 32226.65 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36896.25 180 - 270 Days Yes 2121.05 31-90 Days G-3 33789.43 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39511.31 180 - 270 Days Yes 1697.51 91-180 Days IG-1 37140.83 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35515.25 180 - 270 Days No 2315.57 31-90 Days IG-2 34161.31 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40378.65 180 - 270 Days No 2196.90 91-180 Days S-1 34487.27 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3150.02 180 - 270 Days Yes 242.94 31-90 Days S-2 3261.44 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43658.51 180 - 270 Days No 277.15 7-30 Days S-3 38885.99 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7383.02 180 - 270 Days Yes 502.55 91-180 Days S-4 7137.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43082.45 180 - 270 Days Yes 744.62 <7 Days S-5 35908.19 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6625.59 180 - 270 Days Yes 81.33 31-90 Days S-6 6117.80 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42972.93 180 - 270 Days Yes 2320.43 31-90 Days S-7 35830.67 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34373.92 271 - 364 Days Yes 550.58 <7 Days A-0-Q 34342.79 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32198.36 271 - 364 Days No 2586.22 7-30 Days A-1-Q 31363.00 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22035.60 271 - 364 Days Yes 406.24 7-30 Days A-2-Q 18125.30 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6206.86 271 - 364 Days No 569.70 <7 Days A-3-Q 5881.96 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37436.89 271 - 364 Days Yes 1054.43 7-30 Days A-4-Q 33861.10 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28309.92 271 - 364 Days No 1909.93 7-30 Days A-5-Q 28376.32 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23873.98 271 - 364 Days Yes 1388.58 31-90 Days CB-1-Q 22005.83 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40293.09 271 - 364 Days Yes 2297.21 91-180 Days CB-2-Q 43068.65 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27526.40 271 - 364 Days Yes 463.75 7-30 Days S-1-Q 29842.32 Partial Yes Liberty Mortgage Services Corp. Investment Banking