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 43599.95 >2 Yr <= 3 Yr No 1275.08 91-180 Days IG-2 40294.54 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 31522.35 >2 Yr <= 3 Yr Yes 2687.07 31-90 Days S-1 36341.25 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14322.49 >2 Yr <= 3 Yr No 879.50 91-180 Days S-2 16121.69 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39675.73 >2 Yr <= 3 Yr No 2605.16 31-90 Days S-3 37794.28 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28882.57 >2 Yr <= 3 Yr No 219.07 91-180 Days S-4 30542.93 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32497.04 >2 Yr <= 3 Yr No 2036.90 <7 Days S-5 27572.31 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41635.37 >2 Yr <= 3 Yr Yes 695.96 31-90 Days S-6 40516.42 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 28478.48 >2 Yr <= 3 Yr No 467.79 7-30 Days S-7 27524.40 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18147.17 >3 Yr <= 4 Yr Yes 1469.47 91-180 Days A-0-Q 16937.92 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40800.14 >3 Yr <= 4 Yr No 3698.10 31-90 Days A-1-Q 42146.98 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17115.62 >3 Yr <= 4 Yr No 752.48 31-90 Days A-2-Q 20155.06 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30616.28 >3 Yr <= 4 Yr Yes 1433.30 91-180 Days A-3-Q 27848.68 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38121.55 >3 Yr <= 4 Yr No 367.88 <7 Days A-4-Q 43181.17 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19983.63 >3 Yr <= 4 Yr No 141.50 31-90 Days A-5-Q 16157.10 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14572.34 >3 Yr <= 4 Yr No 860.32 91-180 Days CB-1-Q 17367.70 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18063.41 >3 Yr <= 4 Yr No 155.77 31-90 Days CB-2-Q 18719.33 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30895.69 >3 Yr <= 4 Yr Yes 1490.37 <7 Days S-1-Q 31035.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43639.69 >3 Yr <= 4 Yr No 2932.25 91-180 Days S-2-Q 47636.56 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4855.45 >3 Yr <= 4 Yr Yes 435.07 <7 Days S-3-Q 5784.67 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 693.50 >3 Yr <= 4 Yr Yes 41.04 91-180 Days S-4-Q 807.59 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17644.52 >3 Yr <= 4 Yr Yes 786.47 91-180 Days CB-3-Q 20460.79 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13007.64 >3 Yr <= 4 Yr Yes 827.63 91-180 Days G-1-Q 12549.99 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16490.24 >3 Yr <= 4 Yr Yes 323.21 7-30 Days G-2-Q 18550.78 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42410.99 >3 Yr <= 4 Yr Yes 4023.63 <7 Days G-3-Q 40272.69 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41549.00 >3 Yr <= 4 Yr Yes 3944.17 <7 Days S-5-Q 45815.92 None Yes Liberty Mortgage Services Corp. Trading