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 27481.87 >3 Yr <= 4 Yr Yes 2571.41 31-90 Days Z-1 25264.02 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1207.68 >3 Yr <= 4 Yr Yes 17.60 91-180 Days A-2 1070.99 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34328.10 >3 Yr <= 4 Yr No 2798.41 <7 Days A-3 40983.16 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 140.03 >3 Yr <= 4 Yr No 10.53 <7 Days A-4 153.09 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36680.39 >3 Yr <= 4 Yr No 2173.35 <7 Days A-5 40919.44 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20931.96 >3 Yr <= 4 Yr No 1985.29 91-180 Days CB-1 22996.94 None 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 22058.67 >3 Yr <= 4 Yr No 1344.97 91-180 Days CB-2 25069.08 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18693.84 >3 Yr <= 4 Yr No 1662.89 <7 Days CB-3 20166.91 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20600.25 >3 Yr <= 4 Yr No 632.98 <7 Days E-1 22061.04 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39205.29 >3 Yr <= 4 Yr Yes 917.11 91-180 Days E-2 46257.83 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 No 31404.10 >3 Yr <= 4 Yr No 2938.29 7-30 Days G-1 33341.07 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13356.19 >3 Yr <= 4 Yr No 714.96 7-30 Days G-2 11835.13 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2913.40 >3 Yr <= 4 Yr Yes 285.64 31-90 Days G-3 3472.22 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 Yes 21320.20 >3 Yr <= 4 Yr No 1227.51 31-90 Days IG-1 22337.60 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43116.65 >3 Yr <= 4 Yr Yes 1437.18 91-180 Days IG-2 51174.05 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40821.77 >3 Yr <= 4 Yr No 1588.53 7-30 Days S-1 45010.05 None 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 31986.06 >3 Yr <= 4 Yr No 68.10 <7 Days S-2 33456.38 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9345.36 >3 Yr <= 4 Yr Yes 812.25 7-30 Days S-3 8539.92 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19406.77 >3 Yr <= 4 Yr No 639.60 <7 Days S-4 16240.11 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43403.34 >3 Yr <= 4 Yr No 77.12 91-180 Days S-5 40120.41 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35432.86 >3 Yr <= 4 Yr No 1876.75 7-30 Days S-6 29940.92 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33074.76 >3 Yr <= 4 Yr No 823.20 91-180 Days S-7 37528.11 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32601.35 >4 Yr <= 5 Yr No 1142.08 91-180 Days A-0-Q 30532.98 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13305.24 >4 Yr <= 5 Yr No 1318.75 31-90 Days A-1-Q 13434.55 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42622.07 >4 Yr <= 5 Yr Yes 3707.60 7-30 Days A-2-Q 51011.81 Partial Yes Liberty Wealth Management LLC Wholesale Lending