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 2397.00 >2 Yr <= 3 Yr No 64.03 7-30 Days A-4-Q 2553.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34605.65 >2 Yr <= 3 Yr No 2216.37 91-180 Days A-5-Q 40624.57 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22768.35 >2 Yr <= 3 Yr No 1824.36 <7 Days CB-1-Q 18725.85 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 Yes 2991.65 >2 Yr <= 3 Yr Yes 239.38 31-90 Days CB-2-Q 2405.19 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35285.04 >2 Yr <= 3 Yr No 1346.52 91-180 Days S-1-Q 41699.11 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32559.18 >2 Yr <= 3 Yr Yes 1819.04 31-90 Days S-2-Q 31488.34 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 32418.64 >2 Yr <= 3 Yr Yes 1759.03 31-90 Days S-3-Q 32920.55 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30127.85 >2 Yr <= 3 Yr Yes 796.61 7-30 Days S-4-Q 24751.62 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 7244.27 >2 Yr <= 3 Yr Yes 545.55 31-90 Days CB-3-Q 6274.66 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22068.38 >2 Yr <= 3 Yr Yes 406.58 <7 Days G-1-Q 24628.01 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 26101.83 >2 Yr <= 3 Yr No 501.34 7-30 Days G-2-Q 30914.17 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 39347.82 >2 Yr <= 3 Yr No 3055.99 91-180 Days G-3-Q 34888.37 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25334.31 >2 Yr <= 3 Yr No 1975.94 <7 Days S-5-Q 27124.57 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23468.98 >2 Yr <= 3 Yr No 982.31 31-90 Days S-6-Q 23097.44 Partial 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 11591.41 >2 Yr <= 3 Yr Yes 981.32 31-90 Days S-7-Q 9288.11 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23457.71 >2 Yr <= 3 Yr No 2022.05 31-90 Days E-1-Q 19165.69 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16568.76 >2 Yr <= 3 Yr No 772.60 91-180 Days E-2-Q 14937.49 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 41870.79 >2 Yr <= 3 Yr No 1411.37 7-30 Days IG-1-Q 35930.88 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39326.58 >2 Yr <= 3 Yr Yes 693.39 <7 Days IG-2-Q 35221.95 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20404.80 >2 Yr <= 3 Yr Yes 779.75 31-90 Days C-1 20812.60 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 41309.79 >2 Yr <= 3 Yr No 1551.65 <7 Days CB-4 41888.39 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18235.12 >2 Yr <= 3 Yr Yes 1670.15 <7 Days E-10 18369.40 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12334.93 >2 Yr <= 3 Yr No 266.35 91-180 Days E-3 11019.14 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 41775.52 >2 Yr <= 3 Yr Yes 1696.84 91-180 Days E-4 39498.47 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16926.85 >2 Yr <= 3 Yr No 419.42 31-90 Days E-5 17680.25 Full No Treasury