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 Yes 30173.52 Day 29 No 2266.20 91-180 Days A-2 30224.28 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14684.03 Day 29 No 585.41 31-90 Days A-3 13797.57 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 9702.05 Day 29 Yes 16.60 91-180 Days A-4 9132.96 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37582.13 Day 29 Yes 439.09 31-90 Days A-5 41981.80 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25104.39 Day 29 No 106.81 <7 Days CB-1 22422.85 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 42343.01 Day 29 No 754.69 31-90 Days CB-2 43476.36 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 35250.70 Day 29 No 788.61 31-90 Days CB-3 28493.12 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39779.03 Day 29 No 3528.52 91-180 Days E-1 42125.41 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43300.77 Day 29 Yes 2805.47 <7 Days E-2 45035.57 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 33954.69 Day 29 Yes 2441.35 <7 Days G-1 31497.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 33695.40 Day 29 No 17.22 7-30 Days G-2 29032.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17195.00 Day 29 Yes 1147.42 31-90 Days G-3 18526.99 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 13154.48 Day 29 No 638.87 91-180 Days IG-1 12986.20 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40485.36 Day 29 No 2899.60 7-30 Days IG-2 41696.94 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26944.65 Day 29 No 2602.47 <7 Days S-1 25496.02 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 19363.34 Day 29 No 186.16 31-90 Days S-2 22492.09 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 38316.82 Day 29 Yes 1139.56 <7 Days S-3 31444.53 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 28710.80 Day 29 No 188.56 91-180 Days S-4 27058.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 31161.42 Day 29 Yes 2833.61 <7 Days S-5 25851.04 Partial 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 9372.38 Day 29 Yes 877.09 91-180 Days S-6 8471.32 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30929.84 Day 29 Yes 1105.47 91-180 Days S-7 30009.40 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 34720.56 Day 30 No 2908.17 <7 Days A-0-Q 29642.20 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23093.46 Day 30 Yes 290.35 7-30 Days A-1-Q 24188.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 28800.15 Day 30 No 2843.41 7-30 Days A-2-Q 29359.00 Partial 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 6668.51 Day 30 Yes 141.24 <7 Days A-3-Q 6237.35 Full Yes Liberty Wealth Management LLC Capital Markets