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 13962.93 >4 Yr <= 5 Yr No 394.36 31-90 Days E-2 15451.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37869.11 >4 Yr <= 5 Yr No 688.92 91-180 Days G-1 44288.19 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 609.14 >4 Yr <= 5 Yr No 58.81 <7 Days G-2 560.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22250.74 >4 Yr <= 5 Yr No 632.76 91-180 Days G-3 20242.38 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2682.18 >4 Yr <= 5 Yr Yes 186.80 91-180 Days IG-1 2147.57 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6960.12 >4 Yr <= 5 Yr No 258.13 7-30 Days IG-2 5799.89 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28309.78 >4 Yr <= 5 Yr Yes 198.86 31-90 Days S-1 29632.28 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7333.31 >4 Yr <= 5 Yr Yes 454.15 91-180 Days S-2 7394.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14959.09 >4 Yr <= 5 Yr Yes 1001.98 91-180 Days S-3 17410.62 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4315.68 >4 Yr <= 5 Yr Yes 99.29 31-90 Days S-4 4663.51 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15620.47 >4 Yr <= 5 Yr No 1371.47 91-180 Days S-5 13403.66 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30865.89 >4 Yr <= 5 Yr Yes 826.90 <7 Days S-6 27522.19 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12079.52 >4 Yr <= 5 Yr Yes 737.30 <7 Days S-7 11715.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31897.74 >5 Yr Yes 823.38 91-180 Days A-0-Q 37013.57 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38428.96 >5 Yr No 3571.62 7-30 Days A-1-Q 40534.29 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24273.51 >5 Yr No 1045.83 91-180 Days A-2-Q 27803.77 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15317.60 >5 Yr Yes 1450.08 31-90 Days A-3-Q 12576.83 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29113.06 >5 Yr Yes 501.96 31-90 Days A-4-Q 33041.08 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22662.13 >5 Yr Yes 415.87 7-30 Days A-5-Q 20649.85 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9519.61 >5 Yr No 412.61 <7 Days CB-1-Q 8266.16 Full 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 44091.34 >5 Yr No 487.44 91-180 Days CB-2-Q 47401.03 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20614.41 >5 Yr Yes 1025.14 31-90 Days S-1-Q 17192.54 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31211.85 >5 Yr No 763.97 7-30 Days S-2-Q 25988.32 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 No 35855.46 >5 Yr No 1666.39 <7 Days S-3-Q 41783.41 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6224.75 >5 Yr No 272.59 31-90 Days S-4-Q 5873.26 Full Yes Liberty Wealth Management LLC Wholesale Lending