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 44127.60 >5 Yr Yes 422.19 91-180 Days Y-3 48125.90 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 29371.18 >5 Yr Yes 2603.50 91-180 Days Y-4 29135.77 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 3038.08 >5 Yr No 215.26 91-180 Days Z-1 2865.40 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21753.24 >5 Yr No 292.62 <7 Days A-2 17517.87 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 28949.09 >5 Yr Yes 976.12 31-90 Days A-3 32035.56 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 No 17816.98 >5 Yr Yes 834.52 <7 Days A-4 17139.23 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 10083.99 >5 Yr No 487.56 91-180 Days A-5 10861.96 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 3882.23 >5 Yr No 155.12 91-180 Days CB-1 4328.44 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 36468.63 >5 Yr Yes 132.07 31-90 Days CB-2 36559.59 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 Yes 17428.76 >5 Yr No 1703.58 <7 Days CB-3 15964.66 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 14615.96 >5 Yr Yes 184.57 91-180 Days E-1 12552.57 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 34221.24 >5 Yr No 343.26 7-30 Days E-2 37189.10 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21012.53 >5 Yr No 3.56 91-180 Days G-1 24052.81 None No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 20443.56 >5 Yr Yes 1503.17 <7 Days G-2 18118.10 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 32093.95 >5 Yr Yes 2588.77 31-90 Days G-3 36420.93 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 20325.60 >5 Yr Yes 822.62 7-30 Days IG-1 23475.70 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 Yes 39148.55 >5 Yr Yes 2201.41 7-30 Days IG-2 41967.42 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 31238.19 >5 Yr No 1066.03 7-30 Days S-1 33808.02 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 Yes 27904.10 >5 Yr No 1008.36 7-30 Days S-2 30959.78 None No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 1755.89 >5 Yr No 69.53 31-90 Days S-3 1808.40 None No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 40648.05 >5 Yr No 2098.15 91-180 Days S-4 47245.55 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 Yes 20512.03 >5 Yr Yes 124.92 <7 Days S-5 20855.52 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 37661.27 >5 Yr Yes 3758.99 <7 Days S-6 35163.53 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 12068.45 >5 Yr Yes 69.95 31-90 Days S-7 11098.40 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 5390.92 Perpetual Yes 233.47 91-180 Days A-0-Q 4675.87 Partial Yes Liberty Wealth Management LLC Trading