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 No 43109.04 >3 Yr <= 4 Yr Yes 2896.76 31-90 Days L-11 48275.51 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6096.80 >3 Yr <= 4 Yr No 465.38 91-180 Days L-2 5128.42 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33910.80 >3 Yr <= 4 Yr No 233.60 91-180 Days L-3 30155.65 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6928.51 >3 Yr <= 4 Yr No 179.69 <7 Days L-4 6395.93 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12096.28 >3 Yr <= 4 Yr Yes 826.62 91-180 Days L-5 13121.20 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25538.59 >3 Yr <= 4 Yr No 685.44 91-180 Days L-6 25685.48 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30894.31 >3 Yr <= 4 Yr No 1989.90 91-180 Days L-7 27609.97 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18615.78 >3 Yr <= 4 Yr Yes 1486.48 91-180 Days L-8 21760.29 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14895.16 >3 Yr <= 4 Yr Yes 1447.15 <7 Days L-9 15120.07 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 No 5106.14 >3 Yr <= 4 Yr No 164.99 7-30 Days LC-1 4991.07 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10999.26 >3 Yr <= 4 Yr No 740.42 7-30 Days LC-2 11406.14 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37698.53 >3 Yr <= 4 Yr No 1116.08 7-30 Days N-1 44945.48 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19848.21 >3 Yr <= 4 Yr No 470.63 <7 Days N-2 15956.53 Partial 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 7362.43 >3 Yr <= 4 Yr Yes 539.46 91-180 Days N-3 7373.86 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7817.08 >3 Yr <= 4 Yr No 385.36 7-30 Days N-4 7407.42 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5537.79 >3 Yr <= 4 Yr No 111.01 <7 Days N-5 4935.86 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22571.32 >3 Yr <= 4 Yr No 1265.20 31-90 Days N-6 21930.80 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10535.05 >3 Yr <= 4 Yr No 821.19 31-90 Days N-7 10507.26 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29420.70 >3 Yr <= 4 Yr No 1806.47 31-90 Days P-1 32381.54 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 28989.30 >3 Yr <= 4 Yr No 553.75 31-90 Days P-2 23675.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42637.17 >3 Yr <= 4 Yr No 3965.86 <7 Days S-8 46488.99 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26631.15 >3 Yr <= 4 Yr Yes 637.02 7-30 Days Y-1 29860.90 Partial 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 21578.97 >3 Yr <= 4 Yr Yes 374.90 31-90 Days Y-2 25356.02 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3036.51 >3 Yr <= 4 Yr Yes 149.58 91-180 Days Y-3 3456.40 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15293.07 >3 Yr <= 4 Yr Yes 667.05 7-30 Days Y-4 14801.28 Partial Yes Liberty Mortgage Services Corp. Capital Markets