Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.2: Asset-Backed Commercial Paper (ABCP) Multi-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.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 19427.62 Day 26 Yes 61.40 <7 Days P-1 19947.19 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15702.69 Day 26 No 1201.57 91-180 Days P-2 13888.62 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43724.78 Day 26 Yes 4067.39 <7 Days S-8 39794.77 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3964.78 Day 26 Yes 336.07 <7 Days Y-1 4458.70 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 32833.80 Day 26 Yes 3053.35 91-180 Days Y-2 33804.22 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 32932.02 Day 26 No 1141.29 91-180 Days Y-3 28910.03 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21190.51 Day 26 Yes 2028.29 7-30 Days Y-4 17174.10 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36757.87 Day 26 Yes 3369.27 7-30 Days Z-1 32099.49 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 1966.25 Day 26 No 185.92 91-180 Days A-2 2048.26 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 43646.21 Day 26 No 603.01 <7 Days A-3 38541.01 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 43997.38 Day 26 Yes 2388.60 7-30 Days A-4 49475.77 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 27094.27 Day 26 No 1661.20 91-180 Days A-5 23082.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39501.97 Day 26 No 3771.75 31-90 Days CB-1 31662.81 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 18332.81 Day 26 Yes 807.16 31-90 Days CB-2 14845.62 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 2484.85 Day 26 Yes 138.60 7-30 Days CB-3 2555.25 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 5670.20 Day 26 Yes 447.39 <7 Days E-1 5378.01 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14931.02 Day 26 Yes 449.30 91-180 Days E-2 15751.19 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38752.55 Day 26 Yes 2462.54 <7 Days G-1 37460.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 1184.79 Day 26 Yes 96.44 <7 Days G-2 1356.83 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 36443.01 Day 26 Yes 1429.35 31-90 Days G-3 34021.85 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 20232.23 Day 26 No 1250.84 31-90 Days IG-1 21328.47 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 35251.73 Day 26 Yes 2434.22 <7 Days IG-2 33912.22 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 32871.26 Day 26 Yes 3135.38 <7 Days S-1 34189.82 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5363.67 Day 26 No 114.18 <7 Days S-2 4756.24 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21439.95 Day 26 Yes 1547.36 <7 Days S-3 21366.35 Full Yes Liberty Mortgage Services Corp. Trading