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 43202.14 >2 Yr <= 3 Yr No 3903.82 31-90 Days G-3 51414.47 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22365.49 >2 Yr <= 3 Yr No 1319.07 7-30 Days IG-1 22837.39 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25474.24 >2 Yr <= 3 Yr Yes 938.92 91-180 Days IG-2 24197.38 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6755.17 >2 Yr <= 3 Yr No 182.37 31-90 Days S-1 6029.82 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41509.22 >2 Yr <= 3 Yr Yes 1985.08 <7 Days S-2 42397.15 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41637.49 >2 Yr <= 3 Yr No 1036.19 31-90 Days S-3 43137.28 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 17726.61 >2 Yr <= 3 Yr Yes 715.33 31-90 Days S-4 15139.28 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34032.37 >2 Yr <= 3 Yr No 269.74 7-30 Days S-5 38571.32 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11684.16 >2 Yr <= 3 Yr Yes 733.99 7-30 Days S-6 10355.61 None 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 37156.37 >2 Yr <= 3 Yr No 1441.10 7-30 Days S-7 43248.27 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33413.65 >3 Yr <= 4 Yr No 2708.12 <7 Days A-0-Q 31506.52 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25684.73 >3 Yr <= 4 Yr Yes 1867.61 91-180 Days A-1-Q 23282.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29769.61 >3 Yr <= 4 Yr Yes 2898.90 91-180 Days A-2-Q 29119.36 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8096.32 >3 Yr <= 4 Yr No 676.95 31-90 Days A-3-Q 9004.68 Full 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 14155.73 >3 Yr <= 4 Yr No 304.47 <7 Days A-4-Q 12105.41 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 44117.19 >3 Yr <= 4 Yr No 754.65 7-30 Days A-5-Q 36052.17 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8401.26 >3 Yr <= 4 Yr No 625.66 7-30 Days CB-1-Q 8628.00 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27398.44 >3 Yr <= 4 Yr No 1124.55 91-180 Days CB-2-Q 23688.66 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26803.62 >3 Yr <= 4 Yr No 1540.59 31-90 Days S-1-Q 30753.78 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6672.50 >3 Yr <= 4 Yr Yes 466.71 7-30 Days S-2-Q 6978.95 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1087.70 >3 Yr <= 4 Yr Yes 57.35 91-180 Days S-3-Q 1078.57 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 32219.58 >3 Yr <= 4 Yr No 1792.58 <7 Days S-4-Q 34099.89 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7857.33 >3 Yr <= 4 Yr Yes 219.58 7-30 Days CB-3-Q 8103.09 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4193.17 >3 Yr <= 4 Yr No 331.31 31-90 Days G-1-Q 4209.80 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 8323.97 >3 Yr <= 4 Yr Yes 71.70 91-180 Days G-2-Q 7631.42 None Yes Liberty Wealth Management LLC Investment Banking