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 10189.02 Day 16 No 198.98 7-30 Days E-1 9556.72 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8478.40 Day 16 Yes 77.57 <7 Days E-2 8257.27 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 18847.37 Day 16 Yes 1428.10 91-180 Days G-1 17952.74 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 31846.53 Day 16 Yes 1456.75 7-30 Days G-2 34766.06 Partial 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 8553.59 Day 16 Yes 685.16 31-90 Days G-3 7050.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 10948.54 Day 16 No 490.63 31-90 Days IG-1 11790.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25773.91 Day 16 Yes 1921.55 31-90 Days IG-2 30604.33 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 19406.04 Day 16 Yes 1255.33 7-30 Days S-1 17832.71 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36331.70 Day 16 No 356.52 91-180 Days S-2 30916.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21066.99 Day 16 Yes 1619.21 7-30 Days S-3 18445.17 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 43846.47 Day 16 No 3508.90 31-90 Days S-4 47363.83 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 30318.03 Day 16 Yes 2890.83 <7 Days S-5 29752.56 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3088.66 Day 16 No 81.67 91-180 Days S-6 3546.77 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 22408.94 Day 16 Yes 2034.67 <7 Days S-7 18061.65 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 34055.59 Day 17 Yes 411.79 7-30 Days A-0-Q 39441.93 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26350.03 Day 17 Yes 2275.83 31-90 Days A-1-Q 29847.91 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 7017.03 Day 17 No 47.89 <7 Days A-2-Q 6862.69 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43281.41 Day 17 Yes 1169.69 91-180 Days A-3-Q 41218.03 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 35948.53 Day 17 Yes 3509.43 7-30 Days A-4-Q 38200.72 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 9531.52 Day 17 No 597.05 31-90 Days A-5-Q 10603.51 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29240.26 Day 17 No 1187.32 7-30 Days CB-1-Q 24681.86 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 23918.78 Day 17 No 2161.87 7-30 Days CB-2-Q 21200.05 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8262.24 Day 17 No 237.35 91-180 Days S-1-Q 7781.36 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30580.90 Day 17 Yes 1958.80 31-90 Days S-2-Q 32128.44 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36599.37 Day 17 Yes 525.28 7-30 Days S-3-Q 32500.61 Partial Yes Liberty International Finance Ltd. Investment Banking