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 22787.91 Day 8 No 1565.29 91-180 Days E-1-Q 25714.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 37687.41 Day 8 No 2238.30 91-180 Days E-2-Q 35381.26 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 2357.72 Day 8 No 93.26 <7 Days IG-1-Q 1938.01 Full 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 30872.74 Day 8 No 2559.73 91-180 Days IG-2-Q 34451.42 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 476.28 Day 8 No 17.02 91-180 Days C-1 411.85 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 34035.56 Day 8 Yes 2638.92 91-180 Days CB-4 33247.84 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 Yes 26144.80 Day 8 No 1484.83 7-30 Days E-10 30554.28 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 2242.78 Day 8 Yes 19.57 31-90 Days E-3 2255.31 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 11115.75 Day 8 No 774.73 <7 Days E-4 8976.41 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 7808.21 Day 8 Yes 158.56 91-180 Days E-5 6579.22 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 27391.37 Day 8 Yes 688.17 91-180 Days E-6 31672.63 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 11210.59 Day 8 No 278.98 91-180 Days E-7 11341.60 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 3355.12 Day 8 No 199.94 31-90 Days E-8 3653.78 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 9100.70 Day 8 No 619.89 <7 Days E-9 10248.67 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 43332.54 Day 8 No 1417.48 <7 Days G-4 51060.93 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 39755.19 Day 8 Yes 69.37 91-180 Days IG-3 34954.02 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 34860.38 Day 8 Yes 1139.83 <7 Days IG-4 35227.07 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 22300.40 Day 8 No 541.00 <7 Days IG-5 26304.05 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 39653.55 Day 8 Yes 667.42 7-30 Days IG-6 47535.46 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 31196.10 Day 8 Yes 2896.95 <7 Days IG-7 29921.77 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 26853.70 Day 8 Yes 554.24 7-30 Days IG-8 26794.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 24152.53 Day 8 Yes 921.90 91-180 Days L-1 27419.56 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 10571.06 Day 8 No 956.93 7-30 Days L-10 11082.66 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 2970.21 Day 8 No 106.49 91-180 Days L-11 3120.86 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 21616.86 Day 8 Yes 661.86 <7 Days L-2 20481.58 None Yes Liberty Capital Markets Inc. Investment Banking