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 No 3337.63 Day 24 Yes 316.13 31-90 Days S-6 3914.35 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 43556.18 Day 24 Yes 3925.36 7-30 Days S-7 39975.68 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41234.63 Day 25 No 1345.82 7-30 Days A-0-Q 46643.57 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13846.26 Day 25 No 718.20 31-90 Days A-1-Q 13604.80 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41185.33 Day 25 No 6.21 <7 Days A-2-Q 49045.35 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 27254.30 Day 25 No 441.36 <7 Days A-3-Q 31731.66 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25439.06 Day 25 No 1061.85 91-180 Days A-4-Q 23335.42 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 37150.70 Day 25 No 2069.44 <7 Days A-5-Q 35330.35 Full 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 43459.53 Day 25 Yes 2363.45 91-180 Days CB-1-Q 41340.39 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37009.03 Day 25 No 738.97 <7 Days CB-2-Q 41105.97 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 44106.84 Day 25 No 192.91 7-30 Days S-1-Q 43393.41 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15407.52 Day 25 Yes 1501.12 7-30 Days S-2-Q 16612.22 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21892.95 Day 25 No 495.89 <7 Days S-3-Q 25276.22 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 38512.84 Day 25 Yes 673.06 91-180 Days S-4-Q 33761.17 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 37030.06 Day 25 No 3257.62 <7 Days CB-3-Q 33740.28 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 42535.47 Day 25 Yes 3728.06 91-180 Days G-1-Q 37057.27 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33493.82 Day 25 Yes 2776.38 31-90 Days G-2-Q 32955.03 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 36245.01 Day 25 Yes 843.22 31-90 Days G-3-Q 42761.70 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28516.90 Day 25 Yes 284.11 <7 Days S-5-Q 29685.66 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 40648.35 Day 25 No 1320.71 31-90 Days S-6-Q 43680.39 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 7106.03 Day 25 No 189.81 7-30 Days S-7-Q 7043.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30879.79 Day 25 Yes 583.08 7-30 Days E-1-Q 36265.61 None 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 21202.52 Day 25 No 1660.23 7-30 Days E-2-Q 22100.13 Full 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 9912.47 Day 25 No 898.84 <7 Days IG-1-Q 9332.45 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33833.89 Day 25 Yes 737.90 91-180 Days IG-2-Q 40206.59 Partial Yes Liberty International Finance Ltd. Capital Markets