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 12831.38 >4 Yr <= 5 Yr Yes 723.32 <7 Days A-3-Q 14841.00 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5127.68 >4 Yr <= 5 Yr No 107.37 <7 Days A-4-Q 6148.65 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35728.36 >4 Yr <= 5 Yr Yes 868.70 <7 Days A-5-Q 37318.57 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 9670.56 >4 Yr <= 5 Yr No 585.77 7-30 Days CB-1-Q 9743.14 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35546.58 >4 Yr <= 5 Yr Yes 1736.47 31-90 Days CB-2-Q 40276.52 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5227.34 >4 Yr <= 5 Yr Yes 353.95 <7 Days S-1-Q 5680.20 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37218.48 >4 Yr <= 5 Yr Yes 1947.88 91-180 Days S-2-Q 30265.20 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33301.15 >4 Yr <= 5 Yr No 2498.98 91-180 Days S-3-Q 27431.78 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11270.95 >4 Yr <= 5 Yr Yes 447.56 <7 Days S-4-Q 12325.16 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 22304.56 >4 Yr <= 5 Yr No 239.54 91-180 Days CB-3-Q 18023.00 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24468.70 >4 Yr <= 5 Yr No 962.32 <7 Days G-1-Q 21417.38 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29586.84 >4 Yr <= 5 Yr Yes 1317.35 <7 Days G-2-Q 35079.39 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38022.50 >4 Yr <= 5 Yr No 470.59 91-180 Days G-3-Q 44567.79 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 25475.09 >4 Yr <= 5 Yr Yes 2192.17 91-180 Days S-5-Q 21302.06 Full 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 17397.02 >4 Yr <= 5 Yr No 738.89 31-90 Days S-6-Q 17380.06 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 351.41 >4 Yr <= 5 Yr Yes 4.63 91-180 Days S-7-Q 357.47 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 Yes 26822.87 >4 Yr <= 5 Yr No 1516.98 <7 Days E-1-Q 28129.01 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33299.11 >4 Yr <= 5 Yr Yes 3018.15 7-30 Days E-2-Q 27295.40 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 Yes 34026.65 >4 Yr <= 5 Yr Yes 608.85 <7 Days IG-1-Q 36825.82 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35700.29 >4 Yr <= 5 Yr No 3543.40 <7 Days IG-2-Q 30867.54 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7584.77 >4 Yr <= 5 Yr No 220.10 91-180 Days C-1 7078.89 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 No 3076.75 >4 Yr <= 5 Yr No 244.08 31-90 Days CB-4 3648.46 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7250.23 >4 Yr <= 5 Yr No 115.42 31-90 Days E-10 6692.83 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 Yes 7374.09 >4 Yr <= 5 Yr No 191.10 7-30 Days E-3 6831.57 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8635.36 >4 Yr <= 5 Yr Yes 56.66 7-30 Days E-4 7103.15 None No Wholesale Lending