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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38537.14 75 - 82 Days Yes 2541.46 7-30 Days Y-4 33777.88 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43545.77 75 - 82 Days Yes 1631.06 91-180 Days Z-1 44621.27 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21219.58 75 - 82 Days Yes 1439.65 91-180 Days A-2 23359.98 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4001.65 75 - 82 Days No 292.63 <7 Days A-3 4055.33 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15107.44 75 - 82 Days Yes 1485.20 <7 Days A-4 14482.11 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 633.57 75 - 82 Days No 39.77 7-30 Days A-5 539.86 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24394.32 75 - 82 Days Yes 1746.38 31-90 Days CB-1 25581.22 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40641.15 75 - 82 Days No 1886.42 <7 Days CB-2 42433.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 3117.86 75 - 82 Days No 291.49 <7 Days CB-3 3450.70 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34541.24 75 - 82 Days Yes 1010.74 7-30 Days E-1 32861.94 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41534.41 75 - 82 Days Yes 3660.86 7-30 Days E-2 45660.51 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18515.43 75 - 82 Days Yes 1097.34 7-30 Days G-1 17732.04 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41535.52 75 - 82 Days No 2508.84 31-90 Days G-2 38793.00 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8580.42 75 - 82 Days No 583.79 7-30 Days G-3 8265.75 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 40538.45 75 - 82 Days No 2253.24 7-30 Days IG-1 41910.30 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40867.13 75 - 82 Days No 844.75 31-90 Days IG-2 38384.98 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 14860.37 75 - 82 Days No 1216.01 7-30 Days S-1 14628.78 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38052.77 75 - 82 Days No 1582.67 7-30 Days S-2 35937.38 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22165.15 75 - 82 Days No 955.31 <7 Days S-3 21138.36 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13030.67 75 - 82 Days No 28.14 91-180 Days S-4 13872.57 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30094.17 75 - 82 Days No 63.70 <7 Days S-5 30066.04 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 34097.88 75 - 82 Days No 3328.05 31-90 Days S-6 37752.08 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18947.34 75 - 82 Days No 651.12 <7 Days S-7 20583.38 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 18990.58 83 - 90 Days No 396.72 7-30 Days A-0-Q 20112.51 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7396.75 83 - 90 Days No 338.91 31-90 Days A-1-Q 6784.63 Full Yes Liberty Capital Markets Inc. Treasury