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 19278.00 >= 1 Yr <= 2 Yr Yes 1692.06 31-90 Days Y-3 22033.54 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 9023.43 >= 1 Yr <= 2 Yr No 513.11 91-180 Days Y-4 7389.33 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 14398.85 >= 1 Yr <= 2 Yr Yes 965.86 7-30 Days Z-1 13587.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10179.21 >= 1 Yr <= 2 Yr Yes 448.08 31-90 Days A-2 9169.68 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10965.92 >= 1 Yr <= 2 Yr No 91.63 31-90 Days A-3 11616.39 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 Yes 15227.37 >= 1 Yr <= 2 Yr Yes 1522.48 91-180 Days A-4 13306.99 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5217.79 >= 1 Yr <= 2 Yr Yes 322.86 91-180 Days A-5 6165.80 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 39587.13 >= 1 Yr <= 2 Yr No 2155.49 31-90 Days CB-1 39415.66 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 31947.08 >= 1 Yr <= 2 Yr No 24.90 31-90 Days CB-2 27095.13 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 33373.31 >= 1 Yr <= 2 Yr Yes 454.71 31-90 Days CB-3 28944.00 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 7216.70 >= 1 Yr <= 2 Yr No 303.79 31-90 Days E-1 6964.76 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 26737.48 >= 1 Yr <= 2 Yr Yes 638.38 <7 Days E-2 25193.78 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 9841.71 >= 1 Yr <= 2 Yr Yes 858.29 7-30 Days G-1 8456.32 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10288.23 >= 1 Yr <= 2 Yr No 526.65 91-180 Days G-2 10194.19 None 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 24673.66 >= 1 Yr <= 2 Yr No 426.39 91-180 Days G-3 28430.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 12715.45 >= 1 Yr <= 2 Yr Yes 859.55 31-90 Days IG-1 10674.75 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10790.63 >= 1 Yr <= 2 Yr Yes 765.98 31-90 Days IG-2 12066.55 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 10070.84 >= 1 Yr <= 2 Yr Yes 679.05 31-90 Days S-1 8256.23 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 32827.12 >= 1 Yr <= 2 Yr No 521.92 <7 Days S-2 27823.19 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 No 32124.54 >= 1 Yr <= 2 Yr Yes 746.92 31-90 Days S-3 28078.51 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 5254.37 >= 1 Yr <= 2 Yr No 442.08 91-180 Days S-4 4812.84 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 Yes 24008.87 >= 1 Yr <= 2 Yr Yes 498.12 31-90 Days S-5 28234.07 None 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 27835.45 >= 1 Yr <= 2 Yr Yes 1996.66 91-180 Days S-6 30055.03 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 18828.01 >= 1 Yr <= 2 Yr No 692.50 91-180 Days S-7 20670.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 33258.31 >2 Yr <= 3 Yr Yes 834.05 91-180 Days A-0-Q 39452.20 None Yes Liberty International Finance Ltd. Wholesale Lending