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 No 42207.87 91 - 120 Days No 2488.27 7-30 Days Y-3 46225.64 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16662.48 91 - 120 Days Yes 1536.57 7-30 Days Y-4 14520.82 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35967.62 91 - 120 Days Yes 1491.09 7-30 Days Z-1 28818.33 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1745.64 91 - 120 Days No 9.09 91-180 Days A-2 1493.97 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7395.19 91 - 120 Days No 558.30 7-30 Days A-3 5934.07 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38552.42 91 - 120 Days No 2583.36 7-30 Days A-4 33870.44 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 3441.95 91 - 120 Days No 265.08 7-30 Days A-5 3207.49 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6904.06 91 - 120 Days No 467.27 7-30 Days CB-1 8271.35 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 27484.86 91 - 120 Days Yes 1780.28 <7 Days CB-2 23143.35 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 16349.37 91 - 120 Days Yes 757.41 31-90 Days CB-3 17765.30 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 11133.86 91 - 120 Days Yes 421.39 31-90 Days E-1 11245.61 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43232.91 91 - 120 Days Yes 2824.93 31-90 Days E-2 41935.93 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29994.82 91 - 120 Days No 639.83 31-90 Days G-1 31436.30 Full 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 13751.69 91 - 120 Days No 1171.74 7-30 Days G-2 11610.57 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20065.04 91 - 120 Days No 149.52 31-90 Days G-3 22162.97 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35298.23 91 - 120 Days No 1584.06 7-30 Days IG-1 33980.25 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 39337.69 91 - 120 Days Yes 3311.60 7-30 Days IG-2 38869.15 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10349.46 91 - 120 Days No 531.85 7-30 Days S-1 11765.90 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31107.25 91 - 120 Days No 1627.88 31-90 Days S-2 30308.86 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 18637.88 91 - 120 Days Yes 1746.10 31-90 Days S-3 18548.25 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15818.20 91 - 120 Days Yes 1105.24 31-90 Days S-4 18345.32 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 1527.00 91 - 120 Days Yes 5.68 7-30 Days S-5 1290.13 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 30331.41 91 - 120 Days Yes 574.26 7-30 Days S-6 36348.11 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10378.09 91 - 120 Days No 147.68 31-90 Days S-7 9713.94 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42906.57 121 - 150 Days Yes 2292.04 31-90 Days A-0-Q 41727.79 Partial Yes Liberty Capital Markets Inc. Wholesale Lending