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 No 21411.49 Perpetual No 89.14 31-90 Days E-3 21301.34 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 39390.57 Perpetual No 425.38 7-30 Days E-4 32476.49 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 24273.90 Perpetual No 425.76 <7 Days E-5 25013.46 None No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 19430.56 Perpetual Yes 1726.34 91-180 Days E-6 19721.17 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 1845.58 Perpetual No 159.07 7-30 Days E-7 2061.22 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 38451.89 Perpetual No 3602.28 91-180 Days E-8 42295.81 Full No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 11956.52 Perpetual Yes 101.15 31-90 Days E-9 10178.37 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 24192.96 Perpetual Yes 2291.61 31-90 Days G-4 19617.22 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 23747.69 Perpetual No 975.84 7-30 Days IG-3 19612.37 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 42024.18 Perpetual No 3340.02 31-90 Days IG-4 45987.70 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 3404.13 Perpetual No 104.77 7-30 Days IG-5 3206.33 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 18221.20 Perpetual No 1307.71 <7 Days IG-6 20665.22 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 37354.45 Perpetual Yes 736.05 31-90 Days IG-7 34211.20 Full 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 16871.43 Perpetual Yes 1325.43 7-30 Days IG-8 19449.05 Partial 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 10500.51 Perpetual No 40.07 91-180 Days L-1 9416.59 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 15104.90 Perpetual Yes 293.40 31-90 Days L-10 17367.12 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 16956.50 Perpetual Yes 461.85 7-30 Days L-11 14742.67 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 9323.56 Perpetual No 437.02 91-180 Days L-2 9950.22 None 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 21831.91 Perpetual No 187.39 7-30 Days L-3 19930.67 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 28190.52 Perpetual Yes 633.02 <7 Days L-4 26240.57 None No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 14133.31 Perpetual No 211.41 31-90 Days L-5 14042.75 Full No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 4553.67 Perpetual No 276.51 <7 Days L-6 5240.00 Partial No Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 39586.89 Perpetual No 3570.22 91-180 Days L-7 40150.45 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 15461.45 Perpetual No 876.69 31-90 Days L-8 13641.65 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 8859.86 Perpetual No 578.24 7-30 Days L-9 8472.88 Full No Wholesale Lending