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 11089.93 >4 Yr <= 5 Yr No 415.84 <7 Days A-1-Q 9035.13 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37786.83 >4 Yr <= 5 Yr Yes 1732.64 <7 Days A-2-Q 41668.25 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 27965.67 >4 Yr <= 5 Yr No 1182.44 7-30 Days A-3-Q 24086.83 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30520.21 >4 Yr <= 5 Yr Yes 2514.14 7-30 Days A-4-Q 28771.36 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 23974.83 >4 Yr <= 5 Yr No 149.47 7-30 Days A-5-Q 26972.89 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 32336.90 >4 Yr <= 5 Yr No 1060.96 <7 Days CB-1-Q 36425.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 8342.74 >4 Yr <= 5 Yr Yes 658.16 91-180 Days CB-2-Q 9715.85 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 No 14775.17 >4 Yr <= 5 Yr Yes 1294.38 31-90 Days S-1-Q 15373.29 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32275.76 >4 Yr <= 5 Yr No 2830.07 <7 Days S-2-Q 26764.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16043.22 >4 Yr <= 5 Yr No 767.90 <7 Days S-3-Q 18015.74 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10092.23 >4 Yr <= 5 Yr Yes 167.64 31-90 Days S-4-Q 11985.46 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 276.96 >4 Yr <= 5 Yr Yes 4.47 7-30 Days CB-3-Q 231.59 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 No 20683.17 >4 Yr <= 5 Yr No 2.01 91-180 Days G-1-Q 18028.11 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27739.86 >4 Yr <= 5 Yr No 824.19 91-180 Days G-2-Q 30378.06 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32389.89 >4 Yr <= 5 Yr No 1917.80 91-180 Days G-3-Q 36434.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12879.95 >4 Yr <= 5 Yr Yes 1160.07 7-30 Days S-5-Q 13232.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24119.30 >4 Yr <= 5 Yr No 1822.25 31-90 Days S-6-Q 28213.95 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1095.73 >4 Yr <= 5 Yr Yes 71.93 <7 Days S-7-Q 878.14 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 31885.35 >4 Yr <= 5 Yr Yes 1067.80 7-30 Days E-1-Q 36887.08 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2388.24 >4 Yr <= 5 Yr No 180.84 91-180 Days E-2-Q 2011.42 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 27940.51 >4 Yr <= 5 Yr Yes 1923.62 31-90 Days IG-1-Q 23120.49 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 14300.58 >4 Yr <= 5 Yr Yes 1113.86 <7 Days IG-2-Q 15871.29 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 29200.91 >4 Yr <= 5 Yr No 1204.51 <7 Days C-1 31722.56 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29426.33 >4 Yr <= 5 Yr Yes 191.48 <7 Days CB-4 32125.04 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 828.21 >4 Yr <= 5 Yr Yes 26.27 7-30 Days E-10 806.69 None Yes Liberty Capital Markets Inc. Wholesale Lending