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 32213.02 >5 Yr No 860.91 91-180 Days G-2-Q 37087.52 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1905.26 >5 Yr Yes 94.53 7-30 Days G-3-Q 2223.39 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21613.12 >5 Yr No 2004.45 31-90 Days S-5-Q 18978.42 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39469.08 >5 Yr No 1092.77 7-30 Days S-6-Q 32610.80 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 2575.43 >5 Yr No 105.16 31-90 Days S-7-Q 2347.84 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21218.38 >5 Yr Yes 30.39 91-180 Days E-1-Q 25433.32 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26355.46 >5 Yr Yes 782.66 7-30 Days E-2-Q 26299.71 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18258.67 >5 Yr No 885.35 7-30 Days IG-1-Q 18003.47 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4132.57 >5 Yr Yes 277.65 7-30 Days IG-2-Q 4155.88 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1139.90 >5 Yr No 37.82 91-180 Days C-1 958.82 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 No 30309.01 >5 Yr No 1305.47 <7 Days CB-4 29818.73 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40913.93 >5 Yr No 3982.97 7-30 Days E-10 37790.01 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5811.61 >5 Yr Yes 497.26 31-90 Days E-3 6530.34 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8495.00 >5 Yr No 323.75 7-30 Days E-4 6905.59 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 No 14931.77 >5 Yr Yes 522.59 7-30 Days E-5 12482.87 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 419.50 >5 Yr No 41.82 91-180 Days E-6 403.88 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 No 15262.42 >5 Yr Yes 855.11 <7 Days E-7 14391.74 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 312.59 >5 Yr No 18.14 31-90 Days E-8 349.53 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17440.61 >5 Yr Yes 1392.81 <7 Days E-9 14483.27 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 Yes 6459.60 >5 Yr No 100.50 <7 Days G-4 6370.94 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 27936.16 >5 Yr Yes 2610.64 <7 Days IG-3 27942.37 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18015.76 >5 Yr Yes 918.18 <7 Days IG-4 19999.03 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38376.63 >5 Yr Yes 3364.06 <7 Days IG-5 42082.74 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10047.40 >5 Yr Yes 443.71 91-180 Days IG-6 9036.79 Full 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 14660.23 >5 Yr No 1399.85 31-90 Days IG-7 15829.65 Full Yes Liberty Mortgage Services Corp. Investment Banking