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 43110.96 Day 37 Yes 1023.51 31-90 Days E-8 35981.06 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 19676.56 Day 37 No 122.66 <7 Days E-9 18862.49 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29747.65 Day 37 No 1770.57 31-90 Days G-4 28138.84 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 22124.85 Day 37 Yes 545.26 31-90 Days IG-3 22439.12 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9467.87 Day 37 No 286.97 31-90 Days IG-4 10981.15 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29626.09 Day 37 Yes 1192.94 7-30 Days IG-5 33370.53 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 2747.27 Day 37 No 257.54 91-180 Days IG-6 3069.01 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 2095.86 Day 37 No 171.78 <7 Days IG-7 2122.10 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3021.84 Day 37 Yes 114.43 <7 Days IG-8 2699.53 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 8483.53 Day 37 No 448.69 31-90 Days L-1 8332.29 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 41515.82 Day 37 Yes 3043.00 91-180 Days L-10 48488.19 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 31846.88 Day 37 No 2081.08 <7 Days L-11 35352.95 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 25397.07 Day 37 No 545.01 31-90 Days L-2 21764.89 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 20714.77 Day 37 No 1562.50 7-30 Days L-3 18202.07 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24514.79 Day 37 Yes 2250.99 <7 Days L-4 20012.46 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39640.68 Day 37 No 2089.89 7-30 Days L-5 36074.71 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 No 23196.08 Day 37 No 1189.45 91-180 Days L-6 19986.63 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20466.14 Day 37 No 671.30 31-90 Days L-7 21328.02 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 18626.06 Day 37 No 189.64 7-30 Days L-8 15636.93 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3908.07 Day 37 No 348.41 7-30 Days L-9 3647.32 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24084.12 Day 37 Yes 64.13 <7 Days LC-1 21900.35 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 5924.83 Day 37 No 173.40 7-30 Days LC-2 4973.43 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25844.24 Day 37 Yes 440.82 7-30 Days N-1 25003.67 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 5827.87 Day 37 No 149.38 7-30 Days N-2 6013.40 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 12200.25 Day 37 Yes 80.48 7-30 Days N-3 13114.17 Full No Wholesale Lending