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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4922.81 >2 Yr <= 3 Yr No 364.23 <7 Days E-8 5210.29 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41851.56 >2 Yr <= 3 Yr Yes 658.70 91-180 Days E-9 38688.59 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17693.98 >2 Yr <= 3 Yr No 613.52 7-30 Days G-4 19604.22 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37171.75 >2 Yr <= 3 Yr No 1355.14 <7 Days IG-3 33710.62 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27917.52 >2 Yr <= 3 Yr Yes 2665.61 <7 Days IG-4 32135.80 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41723.93 >2 Yr <= 3 Yr No 2713.74 31-90 Days IG-5 45258.82 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29487.27 >2 Yr <= 3 Yr Yes 1452.83 91-180 Days IG-6 29217.29 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39268.70 >2 Yr <= 3 Yr Yes 201.56 31-90 Days IG-7 32368.57 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7090.68 >2 Yr <= 3 Yr No 595.87 91-180 Days IG-8 8358.06 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6680.50 >2 Yr <= 3 Yr No 13.46 31-90 Days L-1 6762.71 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18190.68 >2 Yr <= 3 Yr No 605.61 91-180 Days L-10 18080.10 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5979.17 >2 Yr <= 3 Yr Yes 596.85 7-30 Days L-11 5491.89 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33719.12 >2 Yr <= 3 Yr No 980.40 91-180 Days L-2 27284.24 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15387.84 >2 Yr <= 3 Yr Yes 640.45 <7 Days L-3 17196.38 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26062.50 >2 Yr <= 3 Yr Yes 525.37 31-90 Days L-4 28555.12 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20830.22 >2 Yr <= 3 Yr Yes 1036.43 31-90 Days L-5 22964.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41821.61 >2 Yr <= 3 Yr No 110.80 91-180 Days L-6 49628.97 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1691.80 >2 Yr <= 3 Yr Yes 163.55 7-30 Days L-7 1828.77 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36422.45 >2 Yr <= 3 Yr Yes 2115.41 91-180 Days L-8 31290.94 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7237.29 >2 Yr <= 3 Yr No 471.19 <7 Days L-9 6313.63 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25239.51 >2 Yr <= 3 Yr Yes 658.55 7-30 Days LC-1 27916.30 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5076.46 >2 Yr <= 3 Yr No 467.22 <7 Days LC-2 5416.19 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35995.65 >2 Yr <= 3 Yr No 3468.68 <7 Days N-1 41881.75 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39222.20 >2 Yr <= 3 Yr Yes 815.08 91-180 Days N-2 39970.35 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12824.60 >2 Yr <= 3 Yr No 1223.21 7-30 Days N-3 10555.22 Full No Investment Banking