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
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 1124.36 Day 11 No 78.58 7-30 Days N-3 1215.43 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 40843.84 Day 11 Yes 178.25 31-90 Days N-4 48344.15 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8082.78 Day 11 No 39.64 31-90 Days N-5 8937.65 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23984.75 Day 11 Yes 599.47 <7 Days N-6 20966.69 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 22344.47 Day 11 No 936.87 7-30 Days N-7 25340.80 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24625.84 Day 11 Yes 681.07 31-90 Days P-1 21724.48 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 37938.09 Day 11 Yes 3416.47 <7 Days P-2 39782.71 Partial No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 16726.86 Day 11 No 5.87 91-180 Days S-8 18686.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 37219.95 Day 11 No 1766.53 91-180 Days Y-1 38610.63 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 6420.01 Day 11 Yes 638.82 7-30 Days Y-2 5445.31 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 15326.18 Day 11 Yes 458.63 91-180 Days Y-3 13874.97 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24014.42 Day 11 No 138.43 91-180 Days Y-4 23763.89 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 8423.08 Day 11 Yes 206.31 31-90 Days Z-1 9244.38 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 34160.08 Day 11 Yes 1499.26 7-30 Days A-2 29145.32 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 24463.75 Day 11 Yes 578.00 91-180 Days A-3 25569.10 Full No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 40036.13 Day 11 No 1201.28 <7 Days A-4 42482.76 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 25120.78 Day 11 No 1741.52 91-180 Days A-5 27401.51 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 23932.70 Day 11 Yes 1665.90 91-180 Days CB-1 20942.96 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 29596.59 Day 11 No 2082.24 7-30 Days CB-2 29379.33 None No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 31345.76 Day 11 Yes 198.23 31-90 Days CB-3 35866.83 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 14117.23 Day 11 Yes 669.39 7-30 Days E-1 13743.13 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 20126.92 Day 11 No 1350.91 31-90 Days E-2 20427.65 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39929.31 Day 11 Yes 41.09 7-30 Days G-1 39088.36 Full No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 30146.90 Day 11 Yes 1064.57 <7 Days G-2 31075.38 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 18098.18 Day 11 No 1451.29 31-90 Days G-3 21174.40 None Yes Liberty Mortgage Services Corp. Trading