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 42777.93 Perpetual No 2815.30 31-90 Days LC-1 37215.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 22349.87 Perpetual Yes 1143.03 31-90 Days LC-2 21131.43 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 34609.97 Perpetual No 703.63 91-180 Days N-1 37943.74 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 4657.50 Perpetual No 386.67 31-90 Days N-2 4424.82 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 24978.33 Perpetual Yes 1040.36 91-180 Days N-3 24208.36 Full 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 40631.17 Perpetual Yes 2045.31 31-90 Days N-4 45906.13 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 43021.89 Perpetual Yes 2005.16 91-180 Days N-5 35312.15 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 37414.67 Perpetual Yes 1565.66 91-180 Days N-6 32694.13 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 29942.62 Perpetual No 74.40 <7 Days N-7 34226.16 Full 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 18456.28 Perpetual No 136.42 31-90 Days P-1 18128.28 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 7639.07 Perpetual No 745.87 91-180 Days P-2 7332.10 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 35208.06 Perpetual Yes 409.34 7-30 Days S-8 34799.12 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 9228.34 Perpetual Yes 523.51 91-180 Days Y-1 10970.12 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 No 24468.10 Perpetual No 485.02 <7 Days Y-2 25386.14 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 7099.17 Perpetual Yes 520.67 31-90 Days Y-3 7293.93 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 9012.16 Perpetual Yes 853.95 91-180 Days Y-4 9165.37 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 Yes 2579.96 Perpetual No 121.96 <7 Days Z-1 3092.71 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 19299.47 Perpetual No 399.54 <7 Days A-2 16133.50 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 43737.14 Perpetual Yes 1931.74 31-90 Days A-3 39015.05 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 38837.78 Perpetual No 2213.66 7-30 Days A-4 34687.82 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 3685.49 Perpetual No 191.92 91-180 Days A-5 4242.30 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 39865.58 Perpetual Yes 196.49 31-90 Days CB-1 47103.27 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 40527.14 Perpetual No 1103.41 7-30 Days CB-2 47198.00 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 15905.67 Perpetual No 1403.76 31-90 Days CB-3 18646.55 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 41362.79 Perpetual Yes 3567.28 31-90 Days E-1 48424.65 Full No Trading