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 18786.55 Day 33 No 781.11 <7 Days S-6 15237.01 Full 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 62.35 Day 33 No 2.59 31-90 Days S-7 70.04 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 10406.99 Day 34 Yes 514.07 7-30 Days A-0-Q 8907.00 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3561.48 Day 34 Yes 118.95 91-180 Days A-1-Q 2899.72 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 27998.41 Day 34 Yes 1975.11 91-180 Days A-2-Q 30026.85 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3274.01 Day 34 Yes 59.21 7-30 Days A-3-Q 3738.13 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 8480.49 Day 34 No 754.19 31-90 Days A-4-Q 8290.14 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 31786.14 Day 34 Yes 979.90 91-180 Days A-5-Q 26680.20 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 19792.50 Day 34 No 336.96 <7 Days CB-1-Q 18664.18 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15084.06 Day 34 No 554.56 <7 Days CB-2-Q 16353.94 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 Yes 5578.38 Day 34 No 504.66 7-30 Days S-1-Q 5847.82 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 42014.86 Day 34 Yes 1697.61 7-30 Days S-2-Q 42594.22 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 34467.20 Day 34 No 3000.31 <7 Days S-3-Q 30916.62 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 42226.61 Day 34 Yes 4086.93 91-180 Days S-4-Q 42813.70 Partial 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 5186.27 Day 34 No 416.09 <7 Days CB-3-Q 4303.65 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 32872.37 Day 34 No 248.87 31-90 Days G-1-Q 38974.42 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 14048.47 Day 34 No 564.25 <7 Days G-2-Q 11750.63 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 16891.58 Day 34 Yes 995.79 31-90 Days G-3-Q 19766.17 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 35175.87 Day 34 No 166.88 <7 Days S-5-Q 41746.22 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 39650.47 Day 34 Yes 3630.62 91-180 Days S-6-Q 41286.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 502.32 Day 34 No 44.71 91-180 Days S-7-Q 487.60 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 326.71 Day 34 Yes 9.26 <7 Days E-1-Q 381.62 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 31020.03 Day 34 No 627.22 7-30 Days E-2-Q 31203.41 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 24038.15 Day 34 No 2071.87 7-30 Days IG-1-Q 28130.08 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 30251.24 Day 34 Yes 2897.13 <7 Days IG-2-Q 35653.67 Full No Treasury