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 No 17695.59 151 - 179 Days Yes 411.66 91-180 Days S-1 15759.65 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25971.82 151 - 179 Days Yes 1807.34 <7 Days S-2 27254.82 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 27251.07 151 - 179 Days Yes 715.93 7-30 Days S-3 21869.80 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 33065.64 151 - 179 Days Yes 2658.43 <7 Days S-4 37887.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 41649.83 151 - 179 Days No 1725.36 31-90 Days S-5 35100.53 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 16081.73 151 - 179 Days No 631.96 31-90 Days S-6 16771.86 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 42395.48 151 - 179 Days No 2856.65 <7 Days S-7 47709.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 29203.01 180 - 270 Days No 107.22 <7 Days A-0-Q 28768.24 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 No 497.97 180 - 270 Days No 18.70 91-180 Days A-1-Q 489.70 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 27781.62 180 - 270 Days Yes 1386.57 7-30 Days A-2-Q 24403.49 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 No 14141.87 180 - 270 Days Yes 786.60 7-30 Days A-3-Q 14272.77 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 32430.76 180 - 270 Days Yes 1240.48 7-30 Days A-4-Q 32109.56 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 25212.73 180 - 270 Days Yes 1936.14 91-180 Days A-5-Q 30202.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 25684.92 180 - 270 Days Yes 1496.70 7-30 Days CB-1-Q 21402.96 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 21716.48 180 - 270 Days Yes 377.88 7-30 Days CB-2-Q 24743.26 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 21817.03 180 - 270 Days No 45.11 <7 Days S-1-Q 18186.56 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 21712.40 180 - 270 Days Yes 860.21 <7 Days S-2-Q 19575.32 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 21155.05 180 - 270 Days No 1634.60 91-180 Days S-3-Q 24294.88 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 3266.54 180 - 270 Days No 156.94 <7 Days S-4-Q 3607.56 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 39322.69 180 - 270 Days Yes 2316.10 91-180 Days CB-3-Q 43620.01 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 36028.20 180 - 270 Days Yes 2459.49 7-30 Days G-1-Q 33944.34 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24298.18 180 - 270 Days No 394.29 7-30 Days G-2-Q 28032.45 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 8521.95 180 - 270 Days Yes 79.68 31-90 Days G-3-Q 9810.50 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 13735.06 180 - 270 Days Yes 1125.46 31-90 Days S-5-Q 12649.38 Full 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 No 13990.45 180 - 270 Days Yes 961.63 91-180 Days S-6-Q 16627.48 Partial No Treasury