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 Non-Financial Corporate Yes 24013.30 Day 24 No 1792.81 31-90 Days S-3 28128.83 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 7350.34 Day 24 No 101.79 7-30 Days S-4 7029.56 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 22567.91 Day 24 Yes 60.13 31-90 Days S-5 26804.47 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 12926.39 Day 24 No 921.61 <7 Days S-6 11933.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 21707.82 Day 24 Yes 2144.08 7-30 Days S-7 18097.66 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 20064.87 Day 25 No 1284.81 7-30 Days A-0-Q 18067.37 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 8273.83 Day 25 Yes 823.45 91-180 Days A-1-Q 6969.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 757.34 Day 25 No 61.79 91-180 Days A-2-Q 631.95 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 31261.19 Day 25 Yes 2567.26 31-90 Days A-3-Q 34618.84 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24290.91 Day 25 No 783.40 31-90 Days A-4-Q 21078.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 16099.29 Day 25 Yes 616.14 <7 Days A-5-Q 13484.66 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 32370.82 Day 25 Yes 1397.08 <7 Days CB-1-Q 32849.65 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 25202.73 Day 25 Yes 2083.31 31-90 Days CB-2-Q 22898.14 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 6923.84 Day 25 No 158.86 31-90 Days S-1-Q 5649.30 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 23312.52 Day 25 Yes 56.20 7-30 Days S-2-Q 25188.28 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10260.76 Day 25 No 683.26 91-180 Days S-3-Q 11773.94 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24698.82 Day 25 No 2393.79 7-30 Days S-4-Q 21691.30 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 6617.78 Day 25 Yes 290.89 31-90 Days CB-3-Q 7720.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 12497.70 Day 25 No 915.21 91-180 Days G-1-Q 12505.80 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5376.91 Day 25 No 421.13 31-90 Days G-2-Q 6001.57 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 28333.59 Day 25 Yes 2411.87 31-90 Days G-3-Q 24205.12 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 15309.47 Day 25 Yes 778.98 31-90 Days S-5-Q 13095.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5606.08 Day 25 No 112.59 91-180 Days S-6-Q 4621.65 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 14465.71 Day 25 Yes 473.01 <7 Days S-7-Q 15692.09 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 16629.59 Day 25 Yes 1488.08 31-90 Days E-1-Q 17873.48 Partial No Capital Markets