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 Sovereign Yes 18644.49 Day 4 No 1314.57 91-180 Days A-0-Q 20754.10 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 10790.84 Day 4 Yes 492.07 31-90 Days A-1-Q 11463.08 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 41440.71 Day 4 Yes 1830.32 91-180 Days A-2-Q 40892.78 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 26437.28 Day 4 Yes 1600.84 31-90 Days A-3-Q 22437.64 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 17686.30 Day 4 No 1072.47 <7 Days A-4-Q 18885.83 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 18144.74 Day 4 No 1684.26 31-90 Days A-5-Q 21463.10 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 39175.48 Day 4 Yes 647.32 <7 Days CB-1-Q 32198.95 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 30273.48 Day 4 No 3019.78 31-90 Days CB-2-Q 24716.08 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 18343.18 Day 4 Yes 1219.18 <7 Days S-1-Q 14750.00 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 23357.79 Day 4 Yes 365.02 <7 Days S-2-Q 24469.76 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 28015.87 Day 4 No 73.01 91-180 Days S-3-Q 33228.87 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 23487.98 Day 4 No 462.59 <7 Days S-4-Q 25169.12 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 11292.70 Day 4 No 938.09 7-30 Days CB-3-Q 10242.40 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 39444.32 Day 4 No 3005.63 <7 Days G-1-Q 33504.46 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 38682.35 Day 4 No 2216.45 31-90 Days G-2-Q 33015.70 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 331.65 Day 4 No 1.03 31-90 Days G-3-Q 279.97 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 7721.12 Day 4 No 745.00 7-30 Days S-5-Q 7515.50 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 27661.53 Day 4 Yes 692.64 91-180 Days S-6-Q 26152.28 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 15620.48 Day 4 No 1100.73 7-30 Days S-7-Q 12774.83 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 2404.89 Day 4 Yes 190.16 31-90 Days E-1-Q 2260.07 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 8869.82 Day 4 No 471.80 91-180 Days E-2-Q 10468.14 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 12250.34 Day 4 No 821.53 31-90 Days IG-1-Q 10958.29 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 24229.21 Day 4 Yes 51.30 7-30 Days IG-2-Q 27568.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 18037.73 Day 4 No 1303.12 91-180 Days C-1 18039.81 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 8173.17 Day 4 No 153.12 91-180 Days CB-4 7750.43 None No Investment Banking