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 27078.88 61 - 67 Days No 896.05 31-90 Days A-3 29536.11 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15755.17 61 - 67 Days Yes 1211.28 31-90 Days A-4 14192.38 Partial No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 21328.59 61 - 67 Days No 1126.62 <7 Days A-5 23950.13 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 8188.13 61 - 67 Days No 115.44 <7 Days CB-1 6836.87 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 3412.74 61 - 67 Days No 107.88 <7 Days CB-2 3453.10 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 25920.64 61 - 67 Days Yes 2056.97 <7 Days CB-3 25602.44 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 22953.48 61 - 67 Days Yes 1866.48 31-90 Days E-1 22433.95 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 12908.92 61 - 67 Days No 64.77 7-30 Days E-2 10427.36 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 15166.03 61 - 67 Days Yes 1262.45 7-30 Days G-1 13882.35 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 42178.95 61 - 67 Days No 1076.68 7-30 Days G-2 45175.20 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 32709.91 61 - 67 Days No 2836.05 91-180 Days G-3 38189.20 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 No 20191.84 61 - 67 Days No 1087.98 31-90 Days IG-1 20249.24 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 19039.55 61 - 67 Days Yes 1221.74 31-90 Days IG-2 16500.23 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1774.15 61 - 67 Days No 143.81 <7 Days S-1 1928.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 38653.51 61 - 67 Days Yes 1206.08 7-30 Days S-2 38952.99 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 22050.67 61 - 67 Days No 631.77 7-30 Days S-3 26255.03 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 33420.88 61 - 67 Days Yes 581.63 <7 Days S-4 36986.44 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 42116.58 61 - 67 Days Yes 139.41 <7 Days S-5 49464.51 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 15206.21 61 - 67 Days No 204.53 <7 Days S-6 13601.44 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 13423.03 61 - 67 Days Yes 527.67 31-90 Days S-7 13582.52 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 1054.65 68 - 74 Days No 11.56 31-90 Days A-0-Q 866.62 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 29914.44 68 - 74 Days No 1883.51 91-180 Days A-1-Q 28836.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 35522.18 68 - 74 Days No 3024.44 7-30 Days A-2-Q 29914.82 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 41657.85 68 - 74 Days Yes 2170.53 <7 Days A-3-Q 39779.29 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 42686.30 68 - 74 Days No 1269.82 91-180 Days A-4-Q 34415.13 Full Yes Liberty Mortgage Services Corp. Wholesale Lending