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 15637.74 75 - 82 Days No 829.50 31-90 Days A-2 17123.41 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 3646.85 75 - 82 Days No 36.01 91-180 Days A-3 3092.89 None 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 22224.20 75 - 82 Days Yes 440.12 91-180 Days A-4 21507.41 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41313.17 75 - 82 Days Yes 980.26 7-30 Days A-5 36855.52 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 40815.02 75 - 82 Days No 1401.41 31-90 Days CB-1 46885.69 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 23500.98 75 - 82 Days No 1538.03 <7 Days CB-2 26570.61 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 38067.84 75 - 82 Days Yes 2591.45 91-180 Days CB-3 44484.48 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 Yes 769.43 75 - 82 Days No 76.54 <7 Days E-1 672.82 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 43994.81 75 - 82 Days No 938.42 <7 Days E-2 42650.51 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41771.61 75 - 82 Days Yes 775.04 <7 Days G-1 44708.05 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 No 13676.34 75 - 82 Days No 1010.89 <7 Days G-2 16342.23 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 27709.63 75 - 82 Days No 997.68 31-90 Days G-3 23842.92 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 6907.03 75 - 82 Days No 395.41 31-90 Days IG-1 7226.03 None 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 43396.31 75 - 82 Days No 1539.35 91-180 Days IG-2 46970.92 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 16705.16 75 - 82 Days No 879.89 31-90 Days S-1 14800.65 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 24157.22 75 - 82 Days Yes 76.56 7-30 Days S-2 20861.10 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25692.83 75 - 82 Days Yes 2221.04 7-30 Days S-3 23013.19 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 41011.48 75 - 82 Days Yes 2913.07 31-90 Days S-4 46603.24 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 12704.04 75 - 82 Days No 656.56 <7 Days S-5 10731.51 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35146.08 75 - 82 Days Yes 3248.18 7-30 Days S-6 34213.94 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23889.90 75 - 82 Days Yes 2054.69 7-30 Days S-7 19244.05 Full 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 17695.00 83 - 90 Days No 559.12 <7 Days A-0-Q 17934.81 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 13530.98 83 - 90 Days No 70.03 31-90 Days A-1-Q 14835.79 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36260.34 83 - 90 Days No 624.12 7-30 Days A-2-Q 35807.80 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 10958.47 83 - 90 Days Yes 947.97 7-30 Days A-3-Q 10880.76 None Yes Liberty Mortgage Services Corp. Capital Markets