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 34229.19 Day 33 Yes 137.05 31-90 Days CB-3-Q 40211.03 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 No 34783.01 Day 33 Yes 217.19 <7 Days G-1-Q 38793.46 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 27160.02 Day 33 Yes 483.49 <7 Days G-2-Q 27668.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 11224.29 Day 33 Yes 765.16 <7 Days G-3-Q 12459.87 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14972.92 Day 33 No 1118.76 91-180 Days S-5-Q 13198.25 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 No 8902.41 Day 33 Yes 674.51 91-180 Days S-6-Q 9570.24 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 43809.67 Day 33 Yes 2534.25 <7 Days S-7-Q 42999.29 Full 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 36378.40 Day 33 Yes 3607.28 7-30 Days E-1-Q 40728.14 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 Yes 12988.65 Day 33 Yes 1082.71 7-30 Days E-2-Q 11808.00 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14476.70 Day 33 Yes 184.67 31-90 Days IG-1-Q 14319.69 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 41173.62 Day 33 Yes 1234.65 91-180 Days IG-2-Q 46491.76 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 790.15 Day 33 No 61.90 31-90 Days C-1 683.70 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 24256.82 Day 33 Yes 2046.87 <7 Days CB-4 20478.26 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 4909.51 Day 33 Yes 428.08 <7 Days E-10 4785.89 Partial 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 41608.33 Day 33 Yes 2140.14 31-90 Days E-3 34940.73 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 43440.70 Day 33 No 1124.58 7-30 Days E-4 46967.45 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8869.72 Day 33 Yes 497.55 <7 Days E-5 8979.05 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6972.94 Day 33 Yes 447.74 <7 Days E-6 8337.30 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23123.17 Day 33 No 1217.03 <7 Days E-7 21681.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9803.52 Day 33 Yes 788.50 <7 Days E-8 7961.45 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 1784.65 Day 33 Yes 12.41 <7 Days E-9 2031.97 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24008.88 Day 33 No 86.91 <7 Days G-4 21494.15 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 No 26430.20 Day 33 Yes 786.60 91-180 Days IG-3 30879.21 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 26608.87 Day 33 Yes 959.34 31-90 Days IG-4 22052.98 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 9513.49 Day 33 No 567.66 7-30 Days IG-5 11093.36 Full Yes Liberty Capital Markets Inc. Wholesale Lending