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 No 23470.75 Day 5 No 885.65 31-90 Days G-3 26521.37 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21137.24 Day 5 No 729.25 7-30 Days IG-1 24913.42 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36876.45 Day 5 Yes 1818.51 91-180 Days IG-2 43079.75 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6237.87 Day 5 Yes 296.98 7-30 Days S-1 5781.67 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 42607.27 Day 5 No 3690.58 91-180 Days S-2 50634.77 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 16289.90 Day 5 No 1009.15 7-30 Days S-3 14994.66 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24926.95 Day 5 Yes 1324.51 7-30 Days S-4 25041.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 5451.74 Day 5 Yes 360.89 31-90 Days S-5 4544.15 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 34441.78 Day 5 No 1755.92 <7 Days S-6 29209.37 None 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 3528.73 Day 5 No 323.18 31-90 Days S-7 4089.31 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 7942.95 Day 6 Yes 285.36 91-180 Days A-0-Q 8313.90 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 13142.47 Day 6 No 668.48 7-30 Days A-1-Q 11668.05 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29934.80 Day 6 No 24.01 <7 Days A-2-Q 34450.66 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5406.80 Day 6 No 413.71 <7 Days A-3-Q 6033.99 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29690.99 Day 6 No 1862.92 91-180 Days A-4-Q 25399.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 14751.42 Day 6 No 1425.73 7-30 Days A-5-Q 14087.01 None 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 28949.94 Day 6 No 1423.70 7-30 Days CB-1-Q 26175.71 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23597.16 Day 6 No 195.81 91-180 Days CB-2-Q 25474.15 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 33191.83 Day 6 No 1870.84 7-30 Days S-1-Q 35958.83 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20786.26 Day 6 Yes 1790.08 <7 Days S-2-Q 22120.96 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 30245.18 Day 6 No 1147.46 31-90 Days S-3-Q 31155.18 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 27310.33 Day 6 Yes 2680.61 91-180 Days S-4-Q 32541.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 11781.32 Day 6 Yes 99.62 7-30 Days CB-3-Q 9992.51 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 11328.39 Day 6 No 768.59 31-90 Days G-1-Q 12389.12 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 18341.29 Day 6 No 1373.66 91-180 Days G-2-Q 21907.34 Full No Wholesale Lending