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 40547.37 Day 50 No 3342.41 <7 Days A-0-Q 41755.86 None No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 23916.82 Day 50 No 1256.95 7-30 Days A-1-Q 20155.45 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 565.04 Day 50 No 38.13 31-90 Days A-2-Q 673.59 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 34665.84 Day 50 No 3392.85 31-90 Days A-3-Q 34962.38 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 3452.58 Day 50 Yes 34.98 7-30 Days A-4-Q 4121.70 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 30280.40 Day 50 No 2387.26 31-90 Days A-5-Q 34677.58 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 26409.97 Day 50 Yes 1561.42 7-30 Days CB-1-Q 26035.33 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 33493.88 Day 50 No 25.11 <7 Days CB-2-Q 27030.59 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 10585.16 Day 50 No 174.60 <7 Days S-1-Q 8615.30 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7946.73 Day 50 Yes 579.90 31-90 Days S-2-Q 7717.79 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41496.59 Day 50 Yes 2610.65 91-180 Days S-3-Q 40942.82 Full 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 41932.04 Day 50 No 3957.37 <7 Days S-4-Q 42987.20 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 15633.07 Day 50 Yes 1533.55 7-30 Days CB-3-Q 14883.69 Full No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7227.32 Day 50 Yes 688.18 91-180 Days G-1-Q 8080.92 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 1071.38 Day 50 No 0.93 91-180 Days G-2-Q 1123.17 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 6948.35 Day 50 Yes 164.74 7-30 Days G-3-Q 7449.73 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 29586.10 Day 50 Yes 160.94 7-30 Days S-5-Q 30818.31 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 14500.28 Day 50 Yes 93.35 7-30 Days S-6-Q 13263.46 Full No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 43549.58 Day 50 Yes 2910.99 7-30 Days S-7-Q 35456.03 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14518.12 Day 50 No 886.09 91-180 Days E-1-Q 13007.23 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 41968.96 Day 50 No 582.25 <7 Days E-2-Q 40477.57 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31736.22 Day 50 Yes 2923.67 31-90 Days IG-1-Q 30368.12 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 2419.28 Day 50 No 230.41 7-30 Days IG-2-Q 2351.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 42559.58 Day 50 Yes 1644.16 <7 Days C-1 40952.06 Full 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 21795.64 Day 50 Yes 1960.51 91-180 Days CB-4 24037.13 Partial No Investment Banking