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 28849.84 Day 35 No 855.55 31-90 Days S-2-Q 33057.14 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 35278.22 Day 35 No 281.46 7-30 Days S-3-Q 35363.99 None 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 37442.27 Day 35 Yes 372.96 <7 Days S-4-Q 37184.83 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 Yes 17256.04 Day 35 No 1143.89 7-30 Days CB-3-Q 15487.07 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 9821.54 Day 35 No 453.44 91-180 Days G-1-Q 9078.72 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20393.35 Day 35 Yes 227.24 31-90 Days G-2-Q 23186.73 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 3989.88 Day 35 Yes 27.83 <7 Days G-3-Q 3273.08 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 23196.37 Day 35 Yes 1122.41 <7 Days S-5-Q 27215.67 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 9469.74 Day 35 Yes 612.44 31-90 Days S-6-Q 10480.58 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 No 31586.13 Day 35 No 2971.53 91-180 Days S-7-Q 27181.58 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 13403.92 Day 35 Yes 475.43 31-90 Days E-1-Q 11292.10 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39929.03 Day 35 No 1964.96 91-180 Days E-2-Q 39283.36 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 Yes 7077.62 Day 35 Yes 459.06 <7 Days IG-1-Q 5721.56 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40034.55 Day 35 No 3290.19 <7 Days IG-2-Q 38846.92 Full 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 26383.64 Day 35 Yes 2249.67 <7 Days C-1 25205.88 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24528.17 Day 35 Yes 196.43 31-90 Days CB-4 21441.92 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 11003.78 Day 35 Yes 510.81 <7 Days E-10 12980.57 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39516.57 Day 35 No 1683.52 91-180 Days E-3 39023.95 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14710.88 Day 35 Yes 896.53 91-180 Days E-4 12946.13 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 12737.86 Day 35 Yes 1020.97 <7 Days E-5 13497.39 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 32191.99 Day 35 Yes 523.17 7-30 Days E-6 35779.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24382.92 Day 35 No 1810.46 <7 Days E-7 28981.48 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24544.27 Day 35 No 589.07 7-30 Days E-8 24591.59 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 42424.86 Day 35 No 1338.69 31-90 Days E-9 46278.31 None 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 22439.23 Day 35 Yes 2096.43 <7 Days G-4 21491.03 None No Wholesale Lending