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 27365.13 Day 32 No 1731.14 7-30 Days E-2 31812.30 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 8201.39 Day 32 Yes 474.92 91-180 Days G-1 9635.22 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8954.87 Day 32 Yes 317.85 <7 Days G-2 8973.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 1781.93 Day 32 No 22.52 91-180 Days G-3 1613.60 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 750.15 Day 32 No 61.19 31-90 Days IG-1 886.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 7641.49 Day 32 Yes 235.13 <7 Days IG-2 7568.47 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 Yes 39156.72 Day 32 Yes 3206.42 7-30 Days S-1 36703.52 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24867.39 Day 32 Yes 2454.70 91-180 Days S-2 25850.55 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38901.90 Day 32 No 2082.80 7-30 Days S-3 34597.69 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29739.25 Day 32 No 1238.91 <7 Days S-4 32893.89 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 10828.82 Day 32 No 597.80 91-180 Days S-5 9331.21 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 43925.20 Day 32 No 4341.10 31-90 Days S-6 39549.70 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26279.14 Day 32 Yes 1508.99 7-30 Days S-7 23149.65 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39462.80 Day 33 Yes 3376.88 31-90 Days A-0-Q 34813.91 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 40565.92 Day 33 No 655.60 <7 Days A-1-Q 47886.80 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 19921.51 Day 33 Yes 1719.14 31-90 Days A-2-Q 17090.34 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 8140.24 Day 33 Yes 727.48 31-90 Days A-3-Q 8444.72 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 41311.66 Day 33 Yes 1899.18 91-180 Days A-4-Q 33441.60 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 13818.96 Day 33 Yes 489.53 <7 Days A-5-Q 13683.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 7990.17 Day 33 Yes 206.80 91-180 Days CB-1-Q 7052.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24084.84 Day 33 Yes 2251.08 <7 Days CB-2-Q 26958.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18228.56 Day 33 No 980.92 7-30 Days S-1-Q 17308.95 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 34813.53 Day 33 Yes 1480.59 <7 Days S-2-Q 36742.98 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5073.64 Day 33 No 238.18 91-180 Days S-3-Q 5136.45 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39478.58 Day 33 No 1186.81 31-90 Days S-4-Q 31810.54 None Yes Liberty International Finance Ltd. Wholesale Lending