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 27765.39 Day 34 Yes 2227.84 31-90 Days C-1 22275.37 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 No 13004.05 Day 34 No 494.36 91-180 Days CB-4 13664.73 None 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 33837.65 Day 34 No 2604.25 <7 Days E-10 40437.71 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30356.39 Day 34 Yes 1523.19 <7 Days E-3 25190.00 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 22770.19 Day 34 Yes 1638.19 31-90 Days E-4 25709.83 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 33578.65 Day 34 No 1954.92 31-90 Days E-5 30746.53 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 31649.39 Day 34 Yes 703.80 7-30 Days E-6 35290.36 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22792.30 Day 34 No 391.46 91-180 Days E-7 27188.62 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 10615.82 Day 34 No 984.82 31-90 Days E-8 10122.50 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37739.36 Day 34 Yes 2017.82 91-180 Days E-9 42832.78 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 10497.85 Day 34 Yes 617.77 7-30 Days G-4 9435.17 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 41183.26 Day 34 Yes 2875.81 31-90 Days IG-3 33103.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6102.84 Day 34 No 382.55 <7 Days IG-4 5337.58 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 34707.25 Day 34 No 5.11 <7 Days IG-5 35290.39 Full 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 31783.76 Day 34 Yes 2806.90 7-30 Days IG-6 26191.21 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 11213.18 Day 34 No 814.87 <7 Days IG-7 10839.43 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21885.07 Day 34 No 1005.18 31-90 Days IG-8 23141.66 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 8366.44 Day 34 No 137.61 <7 Days L-1 7184.29 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 30164.13 Day 34 Yes 2930.83 31-90 Days L-10 32030.37 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24845.57 Day 34 Yes 1752.44 91-180 Days L-11 29645.22 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 35819.84 Day 34 No 2959.30 7-30 Days L-2 28952.23 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22558.79 Day 34 No 258.37 7-30 Days L-3 23978.94 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38701.72 Day 34 No 1431.82 31-90 Days L-4 39975.81 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37998.66 Day 34 No 3458.82 <7 Days L-5 39970.82 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17784.83 Day 34 No 1725.49 91-180 Days L-6 15296.05 None No Wholesale Lending