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 4462.78 >3 Yr <= 4 Yr Yes 257.39 91-180 Days L-1 3639.77 None 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 42826.55 >3 Yr <= 4 Yr Yes 607.75 7-30 Days L-10 35735.45 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26451.24 >3 Yr <= 4 Yr Yes 1149.39 91-180 Days L-11 24923.09 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10120.60 >3 Yr <= 4 Yr No 966.46 91-180 Days L-2 11247.43 Partial 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 2516.76 >3 Yr <= 4 Yr No 111.47 91-180 Days L-3 2207.34 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18970.81 >3 Yr <= 4 Yr Yes 1570.87 91-180 Days L-4 19248.50 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14192.54 >3 Yr <= 4 Yr Yes 947.69 7-30 Days L-5 11713.07 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 5618.65 >3 Yr <= 4 Yr No 472.44 91-180 Days L-6 4775.73 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38665.40 >3 Yr <= 4 Yr No 479.45 91-180 Days L-7 33166.29 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28465.19 >3 Yr <= 4 Yr No 1807.94 <7 Days L-8 25619.50 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15789.30 >3 Yr <= 4 Yr No 723.64 <7 Days L-9 14872.58 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5345.89 >3 Yr <= 4 Yr Yes 277.35 <7 Days LC-1 5537.03 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6512.34 >3 Yr <= 4 Yr No 13.91 31-90 Days LC-2 6035.91 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43714.61 >3 Yr <= 4 Yr Yes 1327.95 7-30 Days N-1 46128.61 Partial 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 40740.98 >3 Yr <= 4 Yr No 1462.72 7-30 Days N-2 48676.74 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 42855.90 >3 Yr <= 4 Yr No 2798.04 <7 Days N-3 37026.19 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33825.06 >3 Yr <= 4 Yr Yes 1104.20 7-30 Days N-4 28423.90 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29396.03 >3 Yr <= 4 Yr Yes 453.17 7-30 Days N-5 30835.02 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20783.49 >3 Yr <= 4 Yr Yes 1398.16 <7 Days N-6 16973.67 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38012.58 >3 Yr <= 4 Yr Yes 1541.23 31-90 Days N-7 41317.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41006.38 >3 Yr <= 4 Yr Yes 1749.59 91-180 Days P-1 35627.84 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16143.98 >3 Yr <= 4 Yr Yes 444.03 91-180 Days P-2 13546.91 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24878.68 >3 Yr <= 4 Yr Yes 1396.62 7-30 Days S-8 28672.12 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3283.39 >3 Yr <= 4 Yr No 156.92 <7 Days Y-1 3127.18 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43515.32 >3 Yr <= 4 Yr Yes 3464.26 91-180 Days Y-2 40471.35 None Yes Liberty Mortgage Services Corp. Trading