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 32993.73 68 - 74 Days Yes 2213.64 91-180 Days N-5 36091.23 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 35921.03 68 - 74 Days Yes 14.97 7-30 Days N-6 29175.99 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12785.15 68 - 74 Days No 110.57 91-180 Days N-7 12998.12 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 25588.69 68 - 74 Days Yes 1784.31 31-90 Days P-1 28157.45 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43684.42 68 - 74 Days Yes 4185.26 91-180 Days P-2 40525.34 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6129.74 68 - 74 Days No 249.82 <7 Days S-8 5240.99 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11954.40 68 - 74 Days Yes 412.46 91-180 Days Y-1 12753.42 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27594.16 68 - 74 Days No 775.27 31-90 Days Y-2 28216.15 None 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 16684.86 68 - 74 Days Yes 740.70 7-30 Days Y-3 17695.77 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 44019.17 68 - 74 Days No 3871.23 91-180 Days Y-4 45672.34 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 Yes 10312.80 68 - 74 Days Yes 517.64 31-90 Days Z-1 9098.96 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41688.48 68 - 74 Days Yes 1256.64 7-30 Days A-2 43681.73 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 23561.93 68 - 74 Days No 2278.77 <7 Days A-3 24631.54 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17098.25 68 - 74 Days Yes 522.38 7-30 Days A-4 18188.06 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 No 14297.78 68 - 74 Days No 1000.16 31-90 Days A-5 12386.67 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 24359.00 68 - 74 Days No 1136.27 7-30 Days CB-1 21736.77 Partial 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 23493.52 68 - 74 Days Yes 2162.15 7-30 Days CB-2 27609.08 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 18902.86 68 - 74 Days Yes 1504.11 91-180 Days CB-3 22494.68 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 No 16158.69 68 - 74 Days No 852.43 7-30 Days E-1 17969.24 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 39957.14 68 - 74 Days No 3286.86 31-90 Days E-2 42030.43 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 342.96 68 - 74 Days No 1.79 7-30 Days G-1 334.62 Partial 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 12937.51 68 - 74 Days Yes 969.38 7-30 Days G-2 13803.64 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9380.59 68 - 74 Days Yes 143.10 91-180 Days G-3 10894.47 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31688.13 68 - 74 Days Yes 1505.50 <7 Days IG-1 27013.71 None 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 16581.25 68 - 74 Days Yes 1471.99 31-90 Days IG-2 15202.63 Partial No Wholesale Lending