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 Sovereign No 34268.13 Day 2 Yes 57.99 91-180 Days G-2 39762.19 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 17787.14 Day 2 Yes 1742.26 <7 Days G-3 15406.66 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 2243.77 Day 2 Yes 34.33 91-180 Days IG-1 1894.32 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 5181.81 Day 2 No 22.01 7-30 Days IG-2 4662.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 22037.28 Day 2 Yes 1003.54 <7 Days S-1 24819.44 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 25678.96 Day 2 No 225.34 <7 Days S-2 21475.06 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 11230.19 Day 2 No 365.02 7-30 Days S-3 10919.15 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 13757.15 Day 2 Yes 683.29 31-90 Days S-4 13987.60 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 21165.71 Day 2 Yes 66.10 7-30 Days S-5 22574.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 10470.65 Day 2 Yes 435.58 7-30 Days S-6 10984.74 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 9745.64 Day 2 No 594.37 31-90 Days S-7 8357.56 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 28314.75 Day 3 Yes 2369.37 91-180 Days A-0-Q 31341.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 37725.12 Day 3 No 1278.54 91-180 Days A-1-Q 40821.05 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 2598.26 Day 3 No 9.33 91-180 Days A-2-Q 2353.51 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 8057.85 Day 3 Yes 721.95 7-30 Days A-3-Q 6809.96 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 13640.69 Day 3 No 967.07 7-30 Days A-4-Q 14919.51 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 29169.11 Day 3 Yes 776.56 <7 Days A-5-Q 28891.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 15013.35 Day 3 No 376.41 7-30 Days CB-1-Q 12642.33 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 33015.77 Day 3 Yes 2774.87 7-30 Days CB-2-Q 28108.92 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 20384.13 Day 3 No 1039.65 7-30 Days S-1-Q 23308.99 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 26846.64 Day 3 Yes 728.88 31-90 Days S-2-Q 27543.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 31966.38 Day 3 No 163.75 91-180 Days S-3-Q 33593.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 7243.20 Day 3 No 444.79 91-180 Days S-4-Q 7442.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 17088.34 Day 3 No 778.97 31-90 Days CB-3-Q 18911.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 35000.17 Day 3 No 1746.45 7-30 Days G-1-Q 32379.16 Full Yes Liberty Mortgage Services Corp. Investment Banking