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
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 41262.19 >4 Yr <= 5 Yr Yes 1211.86 7-30 Days N-2 44486.60 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 32743.07 >4 Yr <= 5 Yr No 811.31 <7 Days N-3 30514.18 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 30267.17 >4 Yr <= 5 Yr No 468.05 91-180 Days N-4 33688.63 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 35182.47 >4 Yr <= 5 Yr No 2648.50 <7 Days N-5 29955.71 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 4888.60 >4 Yr <= 5 Yr No 460.75 <7 Days N-6 4782.30 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21099.20 >4 Yr <= 5 Yr No 1857.43 7-30 Days N-7 20853.21 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 8687.28 >4 Yr <= 5 Yr No 475.10 <7 Days P-1 8661.23 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 21298.05 >4 Yr <= 5 Yr Yes 65.11 7-30 Days P-2 22180.61 None No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 23193.05 >4 Yr <= 5 Yr No 2244.11 91-180 Days S-8 20340.13 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 26023.45 >4 Yr <= 5 Yr No 2495.60 31-90 Days Y-1 22932.48 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 13561.77 >4 Yr <= 5 Yr Yes 1348.22 31-90 Days Y-2 15768.63 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 25976.23 >4 Yr <= 5 Yr Yes 1931.00 7-30 Days Y-3 25211.96 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 30842.49 >4 Yr <= 5 Yr No 2037.91 <7 Days Y-4 28217.18 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 35454.39 >4 Yr <= 5 Yr No 1853.20 91-180 Days Z-1 41060.28 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 7634.18 >4 Yr <= 5 Yr Yes 742.36 7-30 Days A-2 8408.07 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 22398.95 >4 Yr <= 5 Yr Yes 1314.32 91-180 Days A-3 20171.37 None No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 42280.27 >4 Yr <= 5 Yr Yes 682.23 91-180 Days A-4 38079.92 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 16757.40 >4 Yr <= 5 Yr No 508.11 7-30 Days A-5 17340.16 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 5902.89 >4 Yr <= 5 Yr No 401.17 31-90 Days CB-1 4942.81 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 24778.75 >4 Yr <= 5 Yr No 2159.80 <7 Days CB-2 22352.71 None No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 40995.61 >4 Yr <= 5 Yr Yes 1428.86 91-180 Days CB-3 33487.95 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 521.36 >4 Yr <= 5 Yr Yes 4.17 31-90 Days E-1 440.34 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 23497.33 >4 Yr <= 5 Yr Yes 5.72 7-30 Days E-2 22604.27 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 2915.75 >4 Yr <= 5 Yr Yes 150.45 31-90 Days G-1 3212.04 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 17832.04 >4 Yr <= 5 Yr No 685.05 31-90 Days G-2 19835.17 Full No Trading