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 26551.29 Day 57 No 827.60 7-30 Days A-2-Q 30407.02 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 26476.80 Day 57 No 2376.82 31-90 Days A-3-Q 23932.20 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 20651.26 Day 57 Yes 1384.27 <7 Days A-4-Q 20560.94 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11989.37 Day 57 No 918.08 7-30 Days A-5-Q 12671.05 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 3347.71 Day 57 No 232.87 31-90 Days CB-1-Q 3020.28 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13685.75 Day 57 Yes 82.83 <7 Days CB-2-Q 16189.43 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 27582.01 Day 57 Yes 1836.94 <7 Days S-1-Q 27625.83 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14165.34 Day 57 No 898.86 91-180 Days S-2-Q 12575.71 Full 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 42871.04 Day 57 Yes 3933.83 7-30 Days S-3-Q 41828.29 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 42274.39 Day 57 No 2786.83 7-30 Days S-4-Q 42055.04 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19791.05 Day 57 Yes 58.00 31-90 Days CB-3-Q 19226.01 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4105.14 Day 57 No 178.81 31-90 Days G-1-Q 3450.50 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 37924.52 Day 57 Yes 2519.63 7-30 Days G-2-Q 40072.60 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 Yes 34020.80 Day 57 Yes 2767.88 31-90 Days G-3-Q 30826.75 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 20086.90 Day 57 No 1730.30 91-180 Days S-5-Q 16418.59 Partial 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 16401.00 Day 57 No 1519.52 31-90 Days S-6-Q 13335.72 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18672.45 Day 57 No 1620.41 <7 Days S-7-Q 18089.47 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 105.67 Day 57 No 2.40 <7 Days E-1-Q 121.95 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13788.11 Day 57 Yes 245.17 <7 Days E-2-Q 15525.18 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6821.61 Day 57 No 420.63 31-90 Days IG-1-Q 6873.44 Partial 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 28782.76 Day 57 Yes 1383.19 <7 Days IG-2-Q 29556.97 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38167.39 Day 57 No 459.65 7-30 Days C-1 42032.44 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30938.46 Day 57 No 2692.57 <7 Days CB-4 33604.07 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 18473.60 Day 57 Yes 245.60 7-30 Days E-10 18457.19 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35267.72 Day 57 No 886.60 91-180 Days E-3 34033.43 None No Investment Banking