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 28539.30 >= 1 Yr <= 2 Yr Yes 2675.12 31-90 Days A-2 30376.54 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16968.96 >= 1 Yr <= 2 Yr No 448.25 91-180 Days A-3 16566.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13085.14 >= 1 Yr <= 2 Yr No 1164.75 7-30 Days A-4 11334.40 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38350.54 >= 1 Yr <= 2 Yr Yes 2479.66 7-30 Days A-5 37012.57 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 22255.69 >= 1 Yr <= 2 Yr No 534.13 31-90 Days CB-1 19348.40 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 14052.49 >= 1 Yr <= 2 Yr Yes 629.15 91-180 Days CB-2 14271.91 Partial 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 33046.88 >= 1 Yr <= 2 Yr No 2869.98 7-30 Days CB-3 27327.00 None 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 4194.05 >= 1 Yr <= 2 Yr No 336.91 91-180 Days E-1 3358.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 44009.27 >= 1 Yr <= 2 Yr Yes 4039.94 91-180 Days E-2 46871.60 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 31633.62 >= 1 Yr <= 2 Yr No 214.03 31-90 Days G-1 26257.95 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 No 11943.21 >= 1 Yr <= 2 Yr No 1019.40 91-180 Days G-2 11265.10 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25778.45 >= 1 Yr <= 2 Yr No 1562.11 7-30 Days G-3 27659.00 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14782.58 >= 1 Yr <= 2 Yr No 152.77 91-180 Days IG-1 15360.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42633.97 >= 1 Yr <= 2 Yr No 196.95 7-30 Days IG-2 34309.11 Full 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 28598.72 >= 1 Yr <= 2 Yr No 1100.94 7-30 Days S-1 34110.83 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9522.06 >= 1 Yr <= 2 Yr Yes 947.55 31-90 Days S-2 8893.50 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35733.49 >= 1 Yr <= 2 Yr Yes 3067.38 <7 Days S-3 39395.42 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13288.23 >= 1 Yr <= 2 Yr No 782.47 7-30 Days S-4 12073.22 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 No 28373.79 >= 1 Yr <= 2 Yr No 1404.94 7-30 Days S-5 26554.88 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 1530.76 >= 1 Yr <= 2 Yr No 28.77 7-30 Days S-6 1830.27 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42599.54 >= 1 Yr <= 2 Yr Yes 290.28 7-30 Days S-7 41125.73 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 7833.60 >2 Yr <= 3 Yr Yes 607.54 7-30 Days A-0-Q 8793.74 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 26264.26 >2 Yr <= 3 Yr Yes 2113.64 <7 Days A-1-Q 30476.35 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9599.81 >2 Yr <= 3 Yr Yes 115.07 91-180 Days A-2-Q 8732.67 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29726.75 >2 Yr <= 3 Yr No 1808.20 7-30 Days A-3-Q 27044.04 None No Trading