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 7318.06 >5 Yr Yes 542.70 31-90 Days L-1 7266.22 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 5820.54 >5 Yr No 466.06 31-90 Days L-10 5004.51 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21087.54 >5 Yr No 330.15 7-30 Days L-11 21973.76 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 42687.02 >5 Yr Yes 4182.14 <7 Days L-2 47447.41 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 17353.66 >5 Yr Yes 1050.37 <7 Days L-3 20695.86 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 43293.93 >5 Yr Yes 923.18 <7 Days L-4 47276.91 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 40451.11 >5 Yr No 1087.13 91-180 Days L-5 43355.31 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 9668.77 >5 Yr No 515.37 7-30 Days L-6 8436.31 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 13604.23 >5 Yr No 1253.70 <7 Days L-7 15329.92 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 11921.94 >5 Yr No 932.18 <7 Days L-8 11227.08 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 19778.35 >5 Yr Yes 1218.56 31-90 Days L-9 22749.60 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 26853.38 >5 Yr No 2068.26 31-90 Days LC-1 22522.05 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 18975.54 >5 Yr Yes 329.53 <7 Days LC-2 16279.39 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 33621.03 >5 Yr Yes 338.45 91-180 Days N-1 27183.14 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 4758.34 >5 Yr Yes 395.42 31-90 Days N-2 4285.83 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 12274.50 >5 Yr Yes 112.53 91-180 Days N-3 13302.10 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 23847.81 >5 Yr No 59.89 31-90 Days N-4 21508.07 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 42784.90 >5 Yr Yes 1523.52 7-30 Days N-5 45551.85 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 4866.71 >5 Yr No 185.32 <7 Days N-6 5649.13 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21164.25 >5 Yr No 537.68 <7 Days N-7 20104.04 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 34628.29 >5 Yr Yes 950.54 31-90 Days P-1 36326.44 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 40652.88 >5 Yr No 3508.96 <7 Days P-2 42401.19 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 1534.44 >5 Yr No 81.00 31-90 Days S-8 1564.58 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 1470.37 >5 Yr No 102.80 91-180 Days Y-1 1339.98 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 2738.18 >5 Yr Yes 66.52 7-30 Days Y-2 2655.78 Partial Yes Liberty Wealth Management LLC Investment Banking