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 25097.17 >4 Yr <= 5 Yr No 1105.98 91-180 Days LC-1 22721.14 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1819.36 >4 Yr <= 5 Yr Yes 41.47 7-30 Days LC-2 1530.95 None 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 1942.46 >4 Yr <= 5 Yr No 31.42 91-180 Days N-1 2115.55 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 21054.05 >4 Yr <= 5 Yr Yes 199.22 7-30 Days N-2 20561.97 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23121.45 >4 Yr <= 5 Yr Yes 136.24 7-30 Days N-3 22415.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 29141.50 >4 Yr <= 5 Yr No 2569.45 91-180 Days N-4 27340.53 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22294.79 >4 Yr <= 5 Yr No 2089.71 91-180 Days N-5 22737.74 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 1186.29 >4 Yr <= 5 Yr No 83.71 7-30 Days N-6 1092.14 Partial 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 26338.96 >4 Yr <= 5 Yr No 49.39 91-180 Days N-7 25243.63 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 20103.97 >4 Yr <= 5 Yr No 178.06 <7 Days P-1 23855.75 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 41759.80 >4 Yr <= 5 Yr No 3986.10 91-180 Days P-2 38826.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33656.47 >4 Yr <= 5 Yr No 3071.15 <7 Days S-8 38844.46 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 No 38388.65 >4 Yr <= 5 Yr No 1382.22 <7 Days Y-1 38204.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 24047.88 >4 Yr <= 5 Yr No 344.92 91-180 Days Y-2 26936.14 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16870.35 >4 Yr <= 5 Yr Yes 1391.90 31-90 Days Y-3 19966.32 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 5481.14 >4 Yr <= 5 Yr Yes 394.97 <7 Days Y-4 5527.51 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28434.94 >4 Yr <= 5 Yr No 1025.06 7-30 Days Z-1 28418.56 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 Yes 887.44 >4 Yr <= 5 Yr Yes 13.81 <7 Days A-2 757.49 Partial 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 697.59 >4 Yr <= 5 Yr No 37.46 <7 Days A-3 705.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38524.07 >4 Yr <= 5 Yr No 268.62 31-90 Days A-4 34660.25 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 15378.76 >4 Yr <= 5 Yr No 1049.37 7-30 Days A-5 18231.13 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2657.58 >4 Yr <= 5 Yr Yes 185.39 7-30 Days CB-1 3121.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17772.16 >4 Yr <= 5 Yr No 1225.78 91-180 Days CB-2 17912.92 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 Yes 8229.51 >4 Yr <= 5 Yr No 498.62 31-90 Days CB-3 7248.71 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18659.50 >4 Yr <= 5 Yr Yes 1589.54 <7 Days E-1 18781.15 None Yes Liberty Capital Markets Inc. Wholesale Lending