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 39423.80 >4 Yr <= 5 Yr No 1969.49 31-90 Days E-5 39327.50 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30083.88 >4 Yr <= 5 Yr Yes 2294.10 <7 Days E-6 28428.14 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9126.00 >4 Yr <= 5 Yr No 782.50 31-90 Days E-7 8486.13 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 9512.43 >4 Yr <= 5 Yr Yes 614.94 91-180 Days E-8 7876.48 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 1078.43 >4 Yr <= 5 Yr No 91.91 31-90 Days E-9 1127.61 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20209.88 >4 Yr <= 5 Yr No 1574.93 91-180 Days G-4 22414.81 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13144.53 >4 Yr <= 5 Yr Yes 947.37 31-90 Days IG-3 14447.09 Full 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 13670.14 >4 Yr <= 5 Yr No 913.32 <7 Days IG-4 13334.98 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16266.00 >4 Yr <= 5 Yr No 754.40 31-90 Days IG-5 16736.51 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14554.53 >4 Yr <= 5 Yr No 522.61 31-90 Days IG-6 12315.59 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 2425.92 >4 Yr <= 5 Yr No 30.77 91-180 Days IG-7 2259.70 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 7778.52 >4 Yr <= 5 Yr No 107.90 <7 Days IG-8 8704.35 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 39683.19 >4 Yr <= 5 Yr Yes 3063.16 91-180 Days L-1 36021.71 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 17128.52 >4 Yr <= 5 Yr No 1186.96 7-30 Days L-10 18456.03 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11210.13 >4 Yr <= 5 Yr No 252.08 7-30 Days L-11 11675.80 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41447.14 >4 Yr <= 5 Yr Yes 2817.00 31-90 Days L-2 34687.14 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 Yes 5108.64 >4 Yr <= 5 Yr Yes 268.95 91-180 Days L-3 5301.80 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21398.56 >4 Yr <= 5 Yr Yes 1838.08 <7 Days L-4 25002.73 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40982.46 >4 Yr <= 5 Yr Yes 2873.17 91-180 Days L-5 48509.38 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33972.00 >4 Yr <= 5 Yr No 1627.91 <7 Days L-6 39574.20 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13934.46 >4 Yr <= 5 Yr Yes 81.73 <7 Days L-7 12841.96 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9995.16 >4 Yr <= 5 Yr No 829.12 7-30 Days L-8 10628.47 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17690.12 >4 Yr <= 5 Yr No 955.20 91-180 Days L-9 16495.07 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 760.66 >4 Yr <= 5 Yr No 40.70 31-90 Days LC-1 619.27 Full 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 42616.02 >4 Yr <= 5 Yr Yes 2824.09 91-180 Days LC-2 45409.32 None Yes Liberty International Finance Ltd. Trading