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 37240.35 >4 Yr <= 5 Yr No 2982.85 <7 Days G-3 41313.29 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 33223.37 >4 Yr <= 5 Yr Yes 2338.56 31-90 Days IG-1 36413.26 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 43960.87 >4 Yr <= 5 Yr Yes 1871.33 91-180 Days IG-2 38929.27 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 43779.05 >4 Yr <= 5 Yr No 665.06 31-90 Days S-1 39600.01 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 28364.25 >4 Yr <= 5 Yr No 609.74 91-180 Days S-2 28794.99 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 44089.27 >4 Yr <= 5 Yr No 3364.78 <7 Days S-3 48086.82 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 22720.06 >4 Yr <= 5 Yr Yes 431.64 31-90 Days S-4 21176.91 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 6896.60 >4 Yr <= 5 Yr No 583.74 31-90 Days S-5 6277.43 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 3794.66 >4 Yr <= 5 Yr No 284.61 7-30 Days S-6 3967.93 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 Yes 25034.12 >4 Yr <= 5 Yr Yes 798.21 7-30 Days S-7 21495.78 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 33934.49 >5 Yr No 1349.81 31-90 Days A-0-Q 36903.48 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 40711.04 >5 Yr No 425.76 7-30 Days A-1-Q 35416.97 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 3558.04 >5 Yr No 203.99 31-90 Days A-2-Q 3948.33 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 38823.70 >5 Yr No 2289.17 <7 Days A-3-Q 37756.16 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 26198.68 >5 Yr No 1874.93 31-90 Days A-4-Q 30963.71 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 21696.40 >5 Yr No 657.17 91-180 Days A-5-Q 18179.55 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 25846.51 >5 Yr No 1101.23 7-30 Days CB-1-Q 29727.79 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 10636.43 >5 Yr No 609.89 31-90 Days CB-2-Q 9260.34 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 29123.07 >5 Yr Yes 305.14 <7 Days S-1-Q 24990.71 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 39848.43 >5 Yr No 1933.80 31-90 Days S-2-Q 35240.26 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 10176.49 >5 Yr Yes 7.81 7-30 Days S-3-Q 9686.02 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 22157.60 >5 Yr Yes 407.77 31-90 Days S-4-Q 21425.93 None Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 40371.12 >5 Yr No 2108.46 31-90 Days CB-3-Q 32795.88 None 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 18082.41 >5 Yr No 67.63 91-180 Days G-1-Q 18580.05 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 40423.64 >5 Yr Yes 4027.76 91-180 Days G-2-Q 41383.57 Partial No Treasury