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 2327.70 68 - 74 Days No 164.17 31-90 Days CB-2-Q 1890.68 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10147.75 68 - 74 Days No 748.19 31-90 Days S-1-Q 10088.97 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5436.28 68 - 74 Days No 397.87 91-180 Days S-2-Q 5382.74 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35400.92 68 - 74 Days Yes 1719.14 7-30 Days S-3-Q 40006.72 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9838.38 68 - 74 Days Yes 53.77 7-30 Days S-4-Q 11099.19 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11550.01 68 - 74 Days No 0.45 7-30 Days CB-3-Q 11096.04 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14166.45 68 - 74 Days No 487.83 91-180 Days G-1-Q 14181.78 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40185.43 68 - 74 Days Yes 2793.70 7-30 Days G-2-Q 43972.41 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 39066.00 68 - 74 Days Yes 3358.91 31-90 Days G-3-Q 44045.11 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20304.59 68 - 74 Days No 335.33 <7 Days S-5-Q 21513.03 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 5268.88 68 - 74 Days No 48.25 <7 Days S-6-Q 5911.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20507.48 68 - 74 Days No 532.59 91-180 Days S-7-Q 19810.57 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30253.58 68 - 74 Days Yes 1089.54 7-30 Days E-1-Q 34751.43 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19714.21 68 - 74 Days No 1704.17 7-30 Days E-2-Q 23144.06 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 19588.25 68 - 74 Days No 957.49 7-30 Days IG-1-Q 22638.15 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14958.26 68 - 74 Days Yes 833.45 7-30 Days IG-2-Q 12698.76 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11037.94 68 - 74 Days Yes 66.26 31-90 Days C-1 10119.43 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14052.47 68 - 74 Days Yes 903.46 <7 Days CB-4 12254.03 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 32230.25 68 - 74 Days Yes 2416.60 <7 Days E-10 29084.48 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35900.50 68 - 74 Days Yes 995.65 31-90 Days E-3 34793.38 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24638.23 68 - 74 Days Yes 1487.74 31-90 Days E-4 22738.22 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1489.52 68 - 74 Days No 71.99 <7 Days E-5 1467.67 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 22566.09 68 - 74 Days Yes 1223.96 91-180 Days E-6 24120.02 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15170.14 68 - 74 Days No 1007.29 <7 Days E-7 12597.88 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20731.79 68 - 74 Days No 1867.82 7-30 Days E-8 21055.19 Partial Yes Liberty Mortgage Services Corp. Treasury