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 9977.75 Day 7 No 324.68 7-30 Days G-4 8433.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 13212.04 Day 7 Yes 674.60 <7 Days IG-3 11157.48 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 28014.26 Day 7 Yes 202.34 31-90 Days IG-4 29223.33 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 20330.15 Day 7 Yes 926.07 <7 Days IG-5 22721.99 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 9503.11 Day 7 Yes 226.47 <7 Days IG-6 10728.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 11754.31 Day 7 Yes 259.81 91-180 Days IG-7 13095.84 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 22382.67 Day 7 No 1478.99 31-90 Days IG-8 25204.54 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 No 6797.22 Day 7 Yes 637.42 7-30 Days L-1 7629.77 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 11755.39 Day 7 Yes 512.62 91-180 Days L-10 11228.34 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 29535.06 Day 7 Yes 2338.62 91-180 Days L-11 27475.73 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 35659.77 Day 7 Yes 1644.78 91-180 Days L-2 34939.00 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 30502.10 Day 7 Yes 972.71 31-90 Days L-3 36142.55 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 14461.42 Day 7 Yes 910.82 <7 Days L-4 12727.43 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 27113.82 Day 7 Yes 1855.48 <7 Days L-5 25098.26 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 21487.13 Day 7 Yes 1368.55 91-180 Days L-6 20745.91 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 39107.45 Day 7 Yes 1907.99 <7 Days L-7 33032.60 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 28320.29 Day 7 Yes 482.21 7-30 Days L-8 32043.13 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 14803.79 Day 7 Yes 758.83 91-180 Days L-9 11945.31 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 30759.05 Day 7 No 413.96 7-30 Days LC-1 34946.89 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 Yes 15239.50 Day 7 Yes 1086.54 7-30 Days LC-2 16249.66 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 6348.56 Day 7 No 566.17 91-180 Days N-1 6807.72 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 5992.50 Day 7 No 283.92 31-90 Days N-2 6739.53 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 4574.90 Day 7 Yes 247.17 <7 Days N-3 5112.92 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 36800.48 Day 7 Yes 2670.78 91-180 Days N-4 31778.56 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 20196.49 Day 7 No 479.58 7-30 Days N-5 18066.13 Full Yes Liberty Mortgage Services Corp. Treasury