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 452.36 Day 44 Yes 8.66 7-30 Days S-3 536.48 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15950.51 Day 44 No 1075.18 91-180 Days S-4 17662.17 Partial 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 43833.80 Day 44 No 149.63 <7 Days S-5 42983.81 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 31099.58 Day 44 No 1878.60 31-90 Days S-6 28995.87 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23447.43 Day 44 Yes 1924.80 31-90 Days S-7 24067.75 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29703.81 Day 45 No 1902.87 7-30 Days A-0-Q 27116.08 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 450.82 Day 45 Yes 34.04 91-180 Days A-1-Q 449.39 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 357.24 Day 45 No 27.39 <7 Days A-2-Q 331.70 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 34202.42 Day 45 Yes 624.35 <7 Days A-3-Q 29758.85 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26836.98 Day 45 No 27.16 91-180 Days A-4-Q 25021.50 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34444.64 Day 45 No 1305.52 7-30 Days A-5-Q 31072.86 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4754.94 Day 45 Yes 280.75 31-90 Days CB-1-Q 5631.09 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2794.30 Day 45 No 259.09 7-30 Days CB-2-Q 2390.12 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42233.07 Day 45 Yes 282.23 91-180 Days S-1-Q 50162.87 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24273.65 Day 45 Yes 1848.86 91-180 Days S-2-Q 28268.47 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37068.17 Day 45 Yes 2905.07 <7 Days S-3-Q 34164.59 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 42560.98 Day 45 No 1999.47 <7 Days S-4-Q 35266.93 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 28247.53 Day 45 No 2294.99 <7 Days CB-3-Q 33780.22 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 25656.98 Day 45 No 1493.05 91-180 Days G-1-Q 29611.90 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8068.99 Day 45 No 800.41 31-90 Days G-2-Q 8651.58 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9148.44 Day 45 No 453.93 <7 Days G-3-Q 9169.10 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 12371.53 Day 45 No 486.72 31-90 Days S-5-Q 13283.58 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 26794.24 Day 45 No 1851.71 7-30 Days S-6-Q 26296.74 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2826.23 Day 45 Yes 117.56 91-180 Days S-7-Q 3069.65 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 13088.70 Day 45 Yes 1022.12 <7 Days E-1-Q 11025.56 Full Yes Liberty Capital Markets Inc. Capital Markets