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 28054.40 Day 60 Yes 2207.14 7-30 Days S-3-Q 23145.71 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 2497.97 Day 60 Yes 223.10 <7 Days S-4-Q 2925.81 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13198.48 Day 60 Yes 309.13 <7 Days CB-3-Q 15201.40 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19716.80 Day 60 No 1033.42 91-180 Days G-1-Q 22965.37 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 4522.54 Day 60 Yes 412.43 <7 Days G-2-Q 4984.83 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 3078.63 Day 60 Yes 18.01 31-90 Days G-3-Q 2862.65 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 33010.07 Day 60 No 1984.27 91-180 Days S-5-Q 29339.31 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 5110.78 Day 60 Yes 59.37 7-30 Days S-6-Q 5858.14 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 26381.54 Day 60 No 1913.28 7-30 Days S-7-Q 25814.43 Partial 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 15098.46 Day 60 Yes 45.03 <7 Days E-1-Q 14850.18 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 Yes 43824.88 Day 60 Yes 672.19 31-90 Days E-2-Q 49230.77 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 Yes 33.82 Day 60 Yes 3.32 <7 Days IG-1-Q 40.32 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15414.41 Day 60 No 1161.67 7-30 Days IG-2-Q 12791.67 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 378.18 Day 60 Yes 26.64 31-90 Days C-1 350.82 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7507.47 Day 60 No 350.78 7-30 Days CB-4 8822.02 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 36153.86 Day 60 Yes 1494.25 31-90 Days E-10 29360.94 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 Yes 1250.71 Day 60 Yes 66.80 31-90 Days E-3 1059.13 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 13240.17 Day 60 Yes 1002.17 7-30 Days E-4 13885.96 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 34861.07 Day 60 Yes 1410.16 7-30 Days E-5 40144.04 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 19261.24 Day 60 Yes 403.03 7-30 Days E-6 21717.78 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15106.08 Day 60 No 1007.98 31-90 Days E-7 14469.32 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38537.22 Day 60 No 876.66 <7 Days E-8 40051.93 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 22437.88 Day 60 No 997.68 91-180 Days E-9 22193.86 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43495.40 Day 60 No 1054.25 <7 Days G-4 40752.34 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 21943.30 Day 60 Yes 1203.32 91-180 Days IG-3 22894.55 Partial Yes Liberty Wealth Management LLC Capital Markets