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 No 5752.58 >3 Yr <= 4 Yr Yes 508.33 7-30 Days G-3-Q 4818.88 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6604.84 >3 Yr <= 4 Yr No 531.91 91-180 Days S-5-Q 6838.10 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 9864.93 >3 Yr <= 4 Yr No 309.78 7-30 Days S-6-Q 11096.62 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 No 5524.49 >3 Yr <= 4 Yr Yes 540.80 91-180 Days S-7-Q 6617.16 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22628.58 >3 Yr <= 4 Yr No 2255.07 <7 Days E-1-Q 20834.71 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42017.99 >3 Yr <= 4 Yr No 1589.26 31-90 Days E-2-Q 45565.04 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34561.19 >3 Yr <= 4 Yr Yes 2293.43 7-30 Days IG-1-Q 36961.32 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 Yes 13976.93 >3 Yr <= 4 Yr No 1031.97 91-180 Days IG-2-Q 11511.88 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14932.82 >3 Yr <= 4 Yr Yes 1341.57 91-180 Days C-1 14628.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41020.72 >3 Yr <= 4 Yr No 3.28 91-180 Days CB-4 35202.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16620.60 >3 Yr <= 4 Yr Yes 636.10 31-90 Days E-10 15032.27 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32346.00 >3 Yr <= 4 Yr Yes 963.94 91-180 Days E-3 28650.32 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 21077.32 >3 Yr <= 4 Yr No 31.83 91-180 Days E-4 21116.05 Partial 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 14370.43 >3 Yr <= 4 Yr No 568.91 7-30 Days E-5 11549.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29323.50 >3 Yr <= 4 Yr Yes 266.12 31-90 Days E-6 33253.68 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37525.53 >3 Yr <= 4 Yr No 1748.07 31-90 Days E-7 40638.27 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 25132.84 >3 Yr <= 4 Yr Yes 188.57 <7 Days E-8 26266.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13637.28 >3 Yr <= 4 Yr No 337.84 91-180 Days E-9 12470.75 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21166.56 >3 Yr <= 4 Yr Yes 1952.22 7-30 Days G-4 22552.54 Partial 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 27383.32 >3 Yr <= 4 Yr Yes 2271.90 7-30 Days IG-3 32086.99 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 31230.88 >3 Yr <= 4 Yr Yes 2197.00 91-180 Days IG-4 36533.66 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12647.31 >3 Yr <= 4 Yr No 226.19 31-90 Days IG-5 10382.30 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16912.72 >3 Yr <= 4 Yr No 1453.29 7-30 Days IG-6 19519.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21568.94 >3 Yr <= 4 Yr No 591.18 7-30 Days IG-7 18075.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17558.59 >3 Yr <= 4 Yr Yes 1100.70 91-180 Days IG-8 17065.25 Partial Yes Liberty Wealth Management LLC Investment Banking