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 Yes 13999.86 Day 3 Yes 406.59 7-30 Days Y-2 15999.00 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 24575.52 Day 3 No 2394.70 31-90 Days Y-3 20779.55 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 21227.89 Day 3 No 86.15 7-30 Days Y-4 21342.88 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 19836.48 Day 3 Yes 358.28 91-180 Days Z-1 20934.17 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 18459.63 Day 3 Yes 1791.78 91-180 Days A-2 17137.11 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 2952.87 Day 3 No 277.92 31-90 Days A-3 3259.20 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 13481.03 Day 3 Yes 1324.59 7-30 Days A-4 11973.91 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 37402.23 Day 3 Yes 1142.40 7-30 Days A-5 35653.58 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 2376.21 Day 3 No 44.36 <7 Days CB-1 2539.05 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 13475.11 Day 3 Yes 450.27 91-180 Days CB-2 13608.67 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 27176.98 Day 3 Yes 2505.86 91-180 Days CB-3 22938.50 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 14006.99 Day 3 No 187.77 91-180 Days E-1 16566.81 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 8359.58 Day 3 No 456.70 7-30 Days E-2 8572.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 34008.64 Day 3 No 595.00 31-90 Days G-1 29835.25 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 19763.48 Day 3 No 239.85 7-30 Days G-2 20686.29 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 3167.58 Day 3 Yes 200.38 7-30 Days G-3 3784.84 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 20207.76 Day 3 No 867.91 91-180 Days IG-1 18786.93 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 15592.30 Day 3 Yes 997.48 <7 Days IG-2 14474.32 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 35440.65 Day 3 No 3019.33 <7 Days S-1 35559.48 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 9753.03 Day 3 Yes 884.45 91-180 Days S-2 8506.27 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 7240.55 Day 3 Yes 152.89 91-180 Days S-3 6377.03 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 40419.37 Day 3 Yes 1283.79 31-90 Days S-4 39435.44 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 3999.59 Day 3 No 269.21 31-90 Days S-5 4643.06 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 1019.54 Day 3 Yes 41.47 <7 Days S-6 1042.04 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 38423.50 Day 3 Yes 3.40 91-180 Days S-7 45998.20 Partial Yes Liberty International Finance Ltd. Trading