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 Yes 16041.15 271 - 364 Days No 372.43 7-30 Days S-3 12903.66 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23309.04 271 - 364 Days No 1859.08 91-180 Days S-4 20109.16 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 973.65 271 - 364 Days Yes 2.47 91-180 Days S-5 879.01 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6496.03 271 - 364 Days Yes 59.97 <7 Days S-6 5523.67 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5967.61 271 - 364 Days Yes 136.96 91-180 Days S-7 6877.14 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32762.88 >= 1 Yr <= 2 Yr Yes 2827.17 31-90 Days A-0-Q 37068.91 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 10588.57 >= 1 Yr <= 2 Yr Yes 214.00 7-30 Days A-1-Q 11140.92 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13668.05 >= 1 Yr <= 2 Yr No 584.18 7-30 Days A-2-Q 13018.24 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40221.46 >= 1 Yr <= 2 Yr Yes 2607.34 91-180 Days A-3-Q 36228.49 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3864.47 >= 1 Yr <= 2 Yr Yes 97.63 31-90 Days A-4-Q 3103.51 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17755.18 >= 1 Yr <= 2 Yr No 658.63 <7 Days A-5-Q 19270.22 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8354.10 >= 1 Yr <= 2 Yr No 8.60 91-180 Days CB-1-Q 8910.77 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 238.00 >= 1 Yr <= 2 Yr No 15.69 7-30 Days CB-2-Q 213.12 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29887.69 >= 1 Yr <= 2 Yr Yes 11.15 <7 Days S-1-Q 25345.22 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8716.34 >= 1 Yr <= 2 Yr No 583.44 <7 Days S-2-Q 9221.07 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39254.40 >= 1 Yr <= 2 Yr Yes 318.73 31-90 Days S-3-Q 32376.81 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11123.92 >= 1 Yr <= 2 Yr No 44.50 91-180 Days S-4-Q 11638.02 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9807.17 >= 1 Yr <= 2 Yr No 243.67 7-30 Days CB-3-Q 10472.19 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19311.04 >= 1 Yr <= 2 Yr Yes 1153.09 <7 Days G-1-Q 17343.03 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25505.95 >= 1 Yr <= 2 Yr No 110.41 7-30 Days G-2-Q 28890.61 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 8000.47 >= 1 Yr <= 2 Yr No 657.32 7-30 Days G-3-Q 6421.63 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9850.31 >= 1 Yr <= 2 Yr Yes 202.58 <7 Days S-5-Q 10361.56 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42532.16 >= 1 Yr <= 2 Yr Yes 3090.76 <7 Days S-6-Q 48756.48 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32323.64 >= 1 Yr <= 2 Yr No 763.47 7-30 Days S-7-Q 33308.70 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 858.14 >= 1 Yr <= 2 Yr Yes 36.80 <7 Days E-1-Q 768.18 Full No Capital Markets