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
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34691.62 83 - 90 Days No 783.37 91-180 Days A-4-Q 40398.14 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40817.84 83 - 90 Days No 2924.34 31-90 Days A-5-Q 42421.02 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38364.16 83 - 90 Days Yes 259.54 7-30 Days CB-1-Q 37751.46 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 40559.31 83 - 90 Days Yes 109.00 <7 Days CB-2-Q 41267.87 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10778.80 83 - 90 Days Yes 70.63 91-180 Days S-1-Q 10484.78 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 20230.89 83 - 90 Days No 128.97 7-30 Days S-2-Q 18780.49 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43921.27 83 - 90 Days Yes 3990.21 7-30 Days S-3-Q 49535.94 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 4657.43 83 - 90 Days Yes 97.94 31-90 Days S-4-Q 4568.29 Full Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6181.80 83 - 90 Days Yes 424.08 31-90 Days CB-3-Q 6405.58 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6377.66 83 - 90 Days No 372.26 <7 Days G-1-Q 7152.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5356.49 83 - 90 Days No 417.08 <7 Days G-2-Q 5843.51 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34382.91 83 - 90 Days No 600.67 7-30 Days G-3-Q 38123.84 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4388.38 83 - 90 Days No 125.20 91-180 Days S-5-Q 4517.72 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13459.86 83 - 90 Days No 643.08 31-90 Days S-6-Q 12419.97 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19238.93 83 - 90 Days Yes 618.93 <7 Days S-7-Q 22965.17 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29872.65 83 - 90 Days Yes 343.54 7-30 Days E-1-Q 27775.39 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26761.03 83 - 90 Days Yes 1109.18 31-90 Days E-2-Q 21589.59 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37224.73 83 - 90 Days Yes 3285.30 31-90 Days IG-1-Q 39840.32 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35711.03 83 - 90 Days No 919.80 31-90 Days IG-2-Q 41986.35 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 31866.73 83 - 90 Days No 1065.77 31-90 Days C-1 35133.68 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36473.24 83 - 90 Days Yes 1465.35 7-30 Days CB-4 40920.58 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 21139.84 83 - 90 Days No 1118.71 <7 Days E-10 20137.47 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 38572.15 83 - 90 Days Yes 3805.56 31-90 Days E-3 43432.28 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23392.76 83 - 90 Days Yes 893.00 <7 Days E-4 26384.86 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38323.02 83 - 90 Days Yes 709.26 7-30 Days E-5 31891.28 None No Wholesale Lending