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 11345.96 Day 30 No 122.02 7-30 Days N-2 10054.17 Full 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 30222.00 Day 30 Yes 2717.52 <7 Days N-3 34219.01 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37651.76 Day 30 No 2901.62 <7 Days N-4 44649.45 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20634.88 Day 30 Yes 1102.74 31-90 Days N-5 16513.26 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 25916.89 Day 30 Yes 99.12 7-30 Days N-6 26583.74 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17079.10 Day 30 No 1460.49 7-30 Days N-7 16572.36 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 31985.62 Day 30 Yes 2286.99 <7 Days P-1 35265.79 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 44061.41 Day 30 No 3177.89 91-180 Days P-2 38440.78 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6496.57 Day 30 No 535.31 <7 Days S-8 5436.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37757.79 Day 30 Yes 2706.24 <7 Days Y-1 30481.93 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4730.26 Day 30 Yes 175.12 7-30 Days Y-2 4892.21 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30373.88 Day 30 Yes 25.05 91-180 Days Y-3 33258.66 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36814.00 Day 30 No 708.33 31-90 Days Y-4 38227.27 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37174.67 Day 30 Yes 106.68 91-180 Days Z-1 30738.29 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4624.38 Day 30 No 457.34 7-30 Days A-2 4119.59 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 26584.54 Day 30 No 2353.27 91-180 Days A-3 25632.59 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15608.26 Day 30 No 669.32 7-30 Days A-4 12646.75 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38725.81 Day 30 Yes 1204.26 91-180 Days A-5 40193.56 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 12179.50 Day 30 No 630.05 7-30 Days CB-1 12329.23 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38018.76 Day 30 No 2939.65 7-30 Days CB-2 45243.40 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24250.95 Day 30 Yes 2316.31 7-30 Days CB-3 22073.76 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22063.40 Day 30 No 759.24 <7 Days E-1 26298.04 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4937.53 Day 30 Yes 481.12 31-90 Days E-2 4558.07 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 7769.67 Day 30 No 525.24 91-180 Days G-1 8748.16 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 7393.51 Day 30 Yes 730.96 91-180 Days G-2 7940.27 Full No Investment Banking