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 21427.88 Day 32 No 30.89 31-90 Days A-1-Q 22112.06 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 32790.20 Day 32 Yes 2940.48 31-90 Days A-2-Q 33332.45 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15217.15 Day 32 No 1445.39 7-30 Days A-3-Q 12766.72 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18765.96 Day 32 Yes 1077.02 31-90 Days A-4-Q 17164.36 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8732.45 Day 32 No 768.51 <7 Days A-5-Q 9800.98 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 20485.07 Day 32 No 254.26 7-30 Days CB-1-Q 18761.51 None 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 29384.82 Day 32 No 181.24 7-30 Days CB-2-Q 26338.63 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23298.12 Day 32 Yes 164.76 31-90 Days S-1-Q 20786.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14131.26 Day 32 No 235.19 7-30 Days S-2-Q 12908.87 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 13765.45 Day 32 No 1039.77 91-180 Days S-3-Q 13898.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23449.31 Day 32 Yes 298.98 31-90 Days S-4-Q 19803.71 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 43987.59 Day 32 No 4124.63 7-30 Days CB-3-Q 40827.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6308.54 Day 32 No 488.83 7-30 Days G-1-Q 6879.64 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22489.47 Day 32 Yes 1752.93 91-180 Days G-2-Q 21698.28 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30814.04 Day 32 No 547.08 <7 Days G-3-Q 34648.79 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 27581.88 Day 32 Yes 1915.51 <7 Days S-5-Q 27342.57 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6855.43 Day 32 Yes 371.23 <7 Days S-6-Q 5745.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40921.16 Day 32 No 4041.85 91-180 Days S-7-Q 33732.42 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 34913.74 Day 32 Yes 591.01 <7 Days E-1-Q 28101.25 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 12090.24 Day 32 Yes 1169.39 91-180 Days E-2-Q 11740.19 Partial 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 6921.44 Day 32 Yes 88.97 91-180 Days IG-1-Q 7104.58 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 41164.41 Day 32 Yes 384.01 7-30 Days IG-2-Q 34749.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15013.94 Day 32 No 791.06 7-30 Days C-1 16593.56 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 35891.14 Day 32 No 134.94 7-30 Days CB-4 33129.52 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29693.72 Day 32 Yes 1316.74 31-90 Days E-10 31243.98 None Yes Liberty Mortgage Services Corp. Investment Banking