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 21557.17 Day 7 No 1322.90 31-90 Days S-1-Q 21819.26 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 41077.29 Day 7 Yes 2790.00 91-180 Days S-2-Q 36221.01 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 24729.51 Day 7 Yes 606.25 91-180 Days S-3-Q 22310.38 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 18075.36 Day 7 No 1153.73 31-90 Days S-4-Q 18285.05 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 32306.41 Day 7 No 2617.43 <7 Days CB-3-Q 26833.19 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 20009.24 Day 7 Yes 1083.39 <7 Days G-1-Q 16800.92 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 26678.81 Day 7 No 697.78 91-180 Days G-2-Q 25264.14 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 41488.16 Day 7 No 2142.27 7-30 Days G-3-Q 49585.13 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 22933.05 Day 7 Yes 30.72 91-180 Days S-5-Q 26456.09 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 43971.88 Day 7 No 2723.16 91-180 Days S-6-Q 51597.35 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 No 11224.74 Day 7 Yes 651.79 <7 Days S-7-Q 12748.83 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 2523.44 Day 7 Yes 252.02 31-90 Days E-1-Q 2150.24 Full 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 18571.63 Day 7 No 1467.66 91-180 Days E-2-Q 19007.59 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 4936.91 Day 7 No 136.70 7-30 Days IG-1-Q 5302.29 None 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 17368.77 Day 7 Yes 1020.30 7-30 Days IG-2-Q 17202.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 42363.61 Day 7 Yes 1666.53 91-180 Days C-1 35930.19 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 16584.92 Day 7 No 364.05 <7 Days CB-4 16560.99 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 31111.95 Day 7 No 894.91 91-180 Days E-10 28327.76 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 40427.73 Day 7 No 1658.28 91-180 Days E-3 39441.90 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 37227.33 Day 7 Yes 1560.71 <7 Days E-4 32377.45 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 37564.94 Day 7 Yes 3315.51 7-30 Days E-5 33624.76 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 38192.79 Day 7 No 2110.26 31-90 Days E-6 36367.72 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 39222.42 Day 7 No 2889.73 91-180 Days E-7 39237.56 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 19544.23 Day 7 No 476.68 31-90 Days E-8 20983.07 Partial 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 42921.19 Day 7 Yes 4046.45 <7 Days E-9 49955.59 Partial No Wholesale Lending