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 Small Business Yes 1117.01 >3 Yr <= 4 Yr Yes 13.88 7-30 Days E-3 1262.36 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 31621.58 >3 Yr <= 4 Yr No 2433.41 <7 Days E-4 34641.81 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 27442.51 >3 Yr <= 4 Yr No 1456.47 31-90 Days E-5 29321.58 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31641.72 >3 Yr <= 4 Yr No 187.86 7-30 Days E-6 33899.75 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39838.44 >3 Yr <= 4 Yr Yes 1462.73 31-90 Days E-7 38392.63 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 1315.58 >3 Yr <= 4 Yr Yes 48.01 <7 Days E-8 1408.54 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3267.88 >3 Yr <= 4 Yr No 197.70 31-90 Days E-9 3029.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23106.27 >3 Yr <= 4 Yr No 518.08 91-180 Days G-4 22856.97 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 27608.87 >3 Yr <= 4 Yr Yes 1656.77 <7 Days IG-3 27619.05 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 28959.66 >3 Yr <= 4 Yr Yes 1328.71 7-30 Days IG-4 34567.46 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 13563.79 >3 Yr <= 4 Yr No 879.46 91-180 Days IG-5 13217.60 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 29535.95 >3 Yr <= 4 Yr No 164.21 <7 Days IG-6 29283.45 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 3802.97 >3 Yr <= 4 Yr No 6.77 91-180 Days IG-7 4360.96 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5098.51 >3 Yr <= 4 Yr Yes 28.77 31-90 Days IG-8 6074.77 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 44019.16 >3 Yr <= 4 Yr No 1830.89 91-180 Days L-1 46936.25 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 2812.12 >3 Yr <= 4 Yr Yes 130.67 91-180 Days L-10 3102.13 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 10130.78 >3 Yr <= 4 Yr Yes 129.95 <7 Days L-11 8531.53 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 14402.33 >3 Yr <= 4 Yr Yes 56.51 91-180 Days L-2 14275.95 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39227.23 >3 Yr <= 4 Yr No 1138.30 31-90 Days L-3 33208.84 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 2402.45 >3 Yr <= 4 Yr No 54.73 <7 Days L-4 2043.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 31548.91 >3 Yr <= 4 Yr No 1792.28 <7 Days L-5 25843.68 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23738.97 >3 Yr <= 4 Yr Yes 45.12 31-90 Days L-6 25478.51 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39109.98 >3 Yr <= 4 Yr No 3509.41 91-180 Days L-7 34779.18 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21773.60 >3 Yr <= 4 Yr Yes 1504.55 91-180 Days L-8 20818.92 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 30051.10 >3 Yr <= 4 Yr No 2778.64 <7 Days L-9 34293.12 Partial No Trading