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 Retail No 32997.05 Day 38 No 1758.68 91-180 Days S-5-Q 26480.63 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13412.55 Day 38 Yes 1001.37 31-90 Days S-6-Q 11866.50 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11448.56 Day 38 Yes 1140.40 31-90 Days S-7-Q 10416.40 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29676.11 Day 38 No 2004.42 31-90 Days E-1-Q 25650.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 6128.09 Day 38 No 435.12 <7 Days E-2-Q 5512.48 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 20394.54 Day 38 Yes 481.88 7-30 Days IG-1-Q 21315.97 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 27160.26 Day 38 No 2579.87 91-180 Days IG-2-Q 26884.20 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3350.43 Day 38 No 247.64 <7 Days C-1 2871.70 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29428.14 Day 38 No 2732.38 91-180 Days CB-4 33695.26 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6591.77 Day 38 Yes 400.92 31-90 Days E-10 7453.62 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 2599.63 Day 38 Yes 149.95 31-90 Days E-3 2154.97 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30170.98 Day 38 No 1860.41 <7 Days E-4 30852.83 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 39706.72 Day 38 Yes 175.45 31-90 Days E-5 36249.01 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9209.49 Day 38 No 680.71 91-180 Days E-6 9253.68 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2051.85 Day 38 No 111.77 <7 Days E-7 2239.62 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 34116.00 Day 38 No 113.94 31-90 Days E-8 34698.71 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 944.83 Day 38 No 17.05 31-90 Days E-9 843.13 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42596.12 Day 38 No 4163.12 91-180 Days G-4 36225.25 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9672.04 Day 38 Yes 94.57 31-90 Days IG-3 9133.26 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10233.80 Day 38 Yes 623.18 91-180 Days IG-4 9327.47 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19856.73 Day 38 No 212.21 <7 Days IG-5 22080.21 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15839.77 Day 38 No 944.92 91-180 Days IG-6 17752.71 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12430.43 Day 38 No 169.26 7-30 Days IG-7 11710.99 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9563.53 Day 38 Yes 860.86 7-30 Days IG-8 10648.98 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 21587.18 Day 38 No 460.95 <7 Days L-1 21428.41 Full Yes Liberty Capital Markets Inc. Trading