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 Non-Financial Corporate Yes 3129.33 >3 Yr <= 4 Yr Yes 237.89 91-180 Days CB-3-Q 2806.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 4471.25 >3 Yr <= 4 Yr No 55.48 31-90 Days G-1-Q 3841.14 None No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 18992.49 >3 Yr <= 4 Yr No 1297.66 <7 Days G-2-Q 21763.30 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 20780.29 >3 Yr <= 4 Yr No 1500.08 31-90 Days G-3-Q 23566.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 27875.05 >3 Yr <= 4 Yr Yes 2091.76 91-180 Days S-5-Q 26184.95 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 13782.40 >3 Yr <= 4 Yr Yes 65.93 7-30 Days S-6-Q 12412.41 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 15186.06 >3 Yr <= 4 Yr No 1048.90 7-30 Days S-7-Q 18077.97 None No Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 34442.22 >3 Yr <= 4 Yr No 2609.04 91-180 Days E-1-Q 32779.97 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 26222.79 >3 Yr <= 4 Yr Yes 635.85 31-90 Days E-2-Q 26272.52 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 17729.25 >3 Yr <= 4 Yr No 6.83 7-30 Days IG-1-Q 14642.34 None No Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 42806.92 >3 Yr <= 4 Yr Yes 370.41 7-30 Days IG-2-Q 50864.62 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 514.77 >3 Yr <= 4 Yr No 7.06 91-180 Days C-1 526.41 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 24406.01 >3 Yr <= 4 Yr No 64.71 <7 Days CB-4 27823.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 40904.77 >3 Yr <= 4 Yr No 2921.54 31-90 Days E-10 48541.37 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 4741.92 >3 Yr <= 4 Yr Yes 100.72 7-30 Days E-3 5102.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10274.05 >3 Yr <= 4 Yr No 405.17 7-30 Days E-4 11906.67 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 20854.65 >3 Yr <= 4 Yr Yes 1857.83 31-90 Days E-5 21474.67 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 5530.98 >3 Yr <= 4 Yr No 101.67 31-90 Days E-6 5193.15 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 7600.47 >3 Yr <= 4 Yr Yes 228.99 <7 Days E-7 6844.69 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 35331.95 >3 Yr <= 4 Yr Yes 2998.33 91-180 Days E-8 36716.59 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 31140.34 >3 Yr <= 4 Yr No 1122.56 31-90 Days E-9 25423.35 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10438.86 >3 Yr <= 4 Yr Yes 688.75 7-30 Days G-4 10626.56 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 24342.40 >3 Yr <= 4 Yr No 1899.13 7-30 Days IG-3 29177.61 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 12173.78 >3 Yr <= 4 Yr Yes 440.09 91-180 Days IG-4 12267.94 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 2013.13 >3 Yr <= 4 Yr No 52.00 <7 Days IG-5 2168.40 None No Wholesale Lending