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 26296.69 Day 8 No 1721.25 7-30 Days A-3 26625.17 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 10931.92 Day 8 No 396.99 <7 Days A-4 10607.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 3617.38 Day 8 Yes 103.53 7-30 Days A-5 3427.16 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 2919.62 Day 8 No 228.41 7-30 Days CB-1 2856.63 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 22637.96 Day 8 No 145.07 7-30 Days CB-2 26838.45 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 41599.32 Day 8 No 334.61 31-90 Days CB-3 33896.66 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 38447.50 Day 8 No 1953.34 7-30 Days E-1 32229.00 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 No 27568.00 Day 8 Yes 1371.82 31-90 Days E-2 32234.79 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 42993.60 Day 8 Yes 1482.76 91-180 Days G-1 42590.17 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 2973.74 Day 8 No 80.87 31-90 Days G-2 3082.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 25695.34 Day 8 No 192.79 91-180 Days G-3 28091.61 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 9271.77 Day 8 No 579.18 7-30 Days IG-1 9471.25 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 36312.67 Day 8 No 2277.10 31-90 Days IG-2 34208.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 9874.22 Day 8 Yes 149.63 <7 Days S-1 9663.29 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 Yes 34779.02 Day 8 Yes 622.28 7-30 Days S-2 41077.16 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 13386.01 Day 8 No 1183.54 31-90 Days S-3 13603.86 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 5736.93 Day 8 Yes 461.88 <7 Days S-4 5366.76 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 8241.78 Day 8 Yes 571.34 91-180 Days S-5 6917.68 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 25841.90 Day 8 No 2088.90 31-90 Days S-6 22026.50 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 25443.51 Day 8 No 1336.59 <7 Days S-7 23286.41 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 22903.90 Day 9 Yes 930.67 91-180 Days A-0-Q 26663.96 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 4281.16 Day 9 Yes 112.16 7-30 Days A-1-Q 4643.26 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 31519.09 Day 9 No 1360.32 7-30 Days A-2-Q 32319.23 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 41617.10 Day 9 No 1797.64 7-30 Days A-3-Q 34577.95 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 4762.41 Day 9 No 140.63 31-90 Days A-4-Q 4685.56 Full Yes Liberty International Finance Ltd. Wholesale Lending