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 Yes 20215.75 83 - 90 Days Yes 647.16 31-90 Days LC-2 18347.29 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10626.85 83 - 90 Days No 675.81 <7 Days N-1 8804.48 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 8536.96 83 - 90 Days No 478.53 31-90 Days N-2 9878.90 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 7273.40 83 - 90 Days No 328.00 7-30 Days N-3 5916.88 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5989.96 83 - 90 Days No 21.40 <7 Days N-4 6692.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41088.83 83 - 90 Days Yes 1059.68 31-90 Days N-5 33801.53 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 29462.60 83 - 90 Days No 942.92 7-30 Days N-6 27188.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15109.49 83 - 90 Days No 554.47 <7 Days N-7 17318.55 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28933.44 83 - 90 Days No 1279.09 <7 Days P-1 26777.46 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 9323.48 83 - 90 Days Yes 778.52 31-90 Days P-2 9454.15 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42575.55 83 - 90 Days No 1110.12 7-30 Days S-8 50697.32 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33334.30 83 - 90 Days Yes 1163.34 31-90 Days Y-1 30191.87 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 5718.42 83 - 90 Days Yes 165.05 7-30 Days Y-2 6752.38 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13723.59 83 - 90 Days No 510.95 7-30 Days Y-3 15471.29 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32851.18 83 - 90 Days No 1297.89 31-90 Days Y-4 29213.49 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39320.58 83 - 90 Days No 3231.58 31-90 Days Z-1 44323.12 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12363.36 83 - 90 Days No 208.16 <7 Days A-2 14723.75 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9926.45 83 - 90 Days No 102.15 <7 Days A-3 11478.04 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15176.12 83 - 90 Days Yes 555.92 31-90 Days A-4 17587.93 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 28440.01 83 - 90 Days Yes 775.14 91-180 Days A-5 28297.36 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 35804.01 83 - 90 Days No 1506.66 31-90 Days CB-1 32481.63 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 19423.45 83 - 90 Days No 380.72 31-90 Days CB-2 22187.63 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 16639.71 83 - 90 Days Yes 1244.42 91-180 Days CB-3 18248.64 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 6960.00 83 - 90 Days No 21.16 7-30 Days E-1 6688.17 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 11031.41 83 - 90 Days No 835.25 7-30 Days E-2 13171.00 None No Investment Banking