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 12089.46 Day 55 Yes 574.89 <7 Days A-5-Q 14397.70 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 No 33434.95 Day 55 Yes 353.76 7-30 Days CB-1-Q 33593.95 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 4300.38 Day 55 Yes 11.11 <7 Days CB-2-Q 3901.21 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 37499.11 Day 55 No 458.24 <7 Days S-1-Q 37069.65 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 39410.12 Day 55 No 2781.02 91-180 Days S-2-Q 46426.87 None No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 33727.48 Day 55 No 419.48 <7 Days S-3-Q 34745.90 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 31024.20 Day 55 No 139.90 31-90 Days S-4-Q 27650.13 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 12479.00 Day 55 Yes 427.14 7-30 Days CB-3-Q 12124.24 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 9351.90 Day 55 No 811.14 7-30 Days G-1-Q 10547.68 Full 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 10055.68 Day 55 No 852.96 31-90 Days G-2-Q 9617.35 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 11348.30 Day 55 Yes 475.78 <7 Days G-3-Q 11943.89 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 40767.17 Day 55 No 3530.89 7-30 Days S-5-Q 43606.98 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 35992.46 Day 55 No 542.76 91-180 Days S-6-Q 33766.50 Partial No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 25900.39 Day 55 No 1008.28 31-90 Days S-7-Q 21488.98 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 29682.03 Day 55 Yes 2728.46 31-90 Days E-1-Q 30252.42 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 17782.60 Day 55 No 501.90 31-90 Days E-2-Q 17779.12 None No Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 31639.87 Day 55 No 355.09 31-90 Days IG-1-Q 33981.36 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 39072.76 Day 55 Yes 355.13 31-90 Days IG-2-Q 42970.50 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 35214.89 Day 55 No 3370.18 <7 Days C-1 35651.24 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 32705.85 Day 55 No 1772.48 31-90 Days CB-4 31723.21 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 No 39797.04 Day 55 Yes 2751.67 31-90 Days E-10 45041.33 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 40016.90 Day 55 No 1582.66 7-30 Days E-3 35770.65 Partial No Treasury
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 13542.32 Day 55 No 377.41 91-180 Days E-4 15984.59 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 8936.22 Day 55 Yes 423.49 31-90 Days E-5 8518.19 None No Investment Banking
2025-10-13 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 7830.03 Day 55 No 779.13 31-90 Days E-6 7318.17 Partial Yes Liberty Mortgage Services Corp. Treasury