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 No 7787.26 >4 Yr <= 5 Yr No 307.86 7-30 Days G-2 8112.90 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 Yes 8825.62 >4 Yr <= 5 Yr Yes 26.78 7-30 Days G-3 9280.21 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1477.70 >4 Yr <= 5 Yr Yes 103.60 <7 Days IG-1 1573.56 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 2600.82 >4 Yr <= 5 Yr No 8.30 31-90 Days IG-2 2508.00 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 Yes 42939.92 >4 Yr <= 5 Yr No 2004.80 31-90 Days S-1 46335.69 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10498.01 >4 Yr <= 5 Yr No 825.41 <7 Days S-2 10324.23 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32323.79 >4 Yr <= 5 Yr Yes 1156.93 7-30 Days S-3 31042.13 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16899.77 >4 Yr <= 5 Yr No 959.70 7-30 Days S-4 17576.90 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28923.18 >4 Yr <= 5 Yr No 628.67 31-90 Days S-5 31357.70 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 41690.31 >4 Yr <= 5 Yr No 1753.79 91-180 Days S-6 49370.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5206.13 >4 Yr <= 5 Yr No 20.89 <7 Days S-7 6226.41 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10087.98 >5 Yr Yes 153.23 31-90 Days A-0-Q 10094.16 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16981.97 >5 Yr Yes 525.82 7-30 Days A-1-Q 13799.25 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38711.86 >5 Yr Yes 1010.33 31-90 Days A-2-Q 36054.33 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31857.94 >5 Yr Yes 2604.91 31-90 Days A-3-Q 35222.44 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10001.16 >5 Yr Yes 911.30 7-30 Days A-4-Q 9225.35 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33741.13 >5 Yr Yes 331.30 31-90 Days A-5-Q 32948.74 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22016.02 >5 Yr Yes 313.74 7-30 Days CB-1-Q 20725.92 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5520.98 >5 Yr Yes 538.40 <7 Days CB-2-Q 5156.27 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 No 23186.02 >5 Yr Yes 1264.73 31-90 Days S-1-Q 23611.77 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34640.96 >5 Yr Yes 2552.58 91-180 Days S-2-Q 35714.10 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18524.10 >5 Yr Yes 1533.18 91-180 Days S-3-Q 17069.87 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35724.41 >5 Yr No 2792.43 <7 Days S-4-Q 41066.17 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31126.80 >5 Yr Yes 298.16 91-180 Days CB-3-Q 28048.56 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33259.11 >5 Yr No 375.28 <7 Days G-1-Q 33843.92 Partial Yes Liberty Capital Markets Inc. Wholesale Lending