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 Retail No 20239.71 Day 3 Yes 165.60 91-180 Days IG-2 24033.61 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 9761.41 Day 3 No 681.21 91-180 Days S-1 11028.52 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25827.87 Day 3 No 695.59 31-90 Days S-2 22775.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 28987.06 Day 3 Yes 1800.60 7-30 Days S-3 29335.00 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 39158.10 Day 3 Yes 3766.25 <7 Days S-4 34971.47 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 25935.44 Day 3 Yes 1575.33 <7 Days S-5 26664.24 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24801.59 Day 3 Yes 2013.01 91-180 Days S-6 27789.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22678.07 Day 3 Yes 545.70 91-180 Days S-7 18592.88 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 4599.69 Day 4 Yes 298.52 31-90 Days A-0-Q 5274.60 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 18665.82 Day 4 Yes 469.35 7-30 Days A-1-Q 15220.19 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 11689.74 Day 4 No 977.72 91-180 Days A-2-Q 9558.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2453.91 Day 4 No 209.66 7-30 Days A-3-Q 1992.73 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13101.05 Day 4 Yes 890.31 31-90 Days A-4-Q 12026.52 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 1173.46 Day 4 No 36.40 91-180 Days A-5-Q 1307.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1550.26 Day 4 Yes 130.57 <7 Days CB-1-Q 1311.22 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33778.98 Day 4 Yes 1357.79 31-90 Days CB-2-Q 28612.71 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21044.87 Day 4 Yes 548.54 <7 Days S-1-Q 17776.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 12591.14 Day 4 No 940.93 91-180 Days S-2-Q 13893.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 17896.44 Day 4 Yes 1009.84 91-180 Days S-3-Q 18515.19 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 10819.66 Day 4 No 455.76 91-180 Days S-4-Q 11576.12 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 41803.98 Day 4 Yes 253.11 31-90 Days CB-3-Q 34776.45 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 2925.86 Day 4 No 267.12 <7 Days G-1-Q 2572.55 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13963.98 Day 4 Yes 931.30 91-180 Days G-2-Q 11978.76 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 130.77 Day 4 Yes 7.14 91-180 Days G-3-Q 122.10 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 16603.03 Day 4 Yes 1175.73 <7 Days S-5-Q 17434.48 Partial Yes Liberty International Finance Ltd. Investment Banking