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 17087.98 Perpetual No 535.71 31-90 Days E-2 15525.98 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 11541.07 Perpetual Yes 1069.09 <7 Days G-1 11047.40 None No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 15139.21 Perpetual Yes 895.83 91-180 Days G-2 14178.48 Partial No Treasury
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 7056.01 Perpetual No 320.99 91-180 Days G-3 6073.42 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 10251.26 Perpetual Yes 421.14 <7 Days IG-1 9682.21 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 36865.41 Perpetual Yes 3308.09 7-30 Days IG-2 34781.12 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 36869.76 Perpetual No 552.60 31-90 Days S-1 41847.08 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 38528.71 Perpetual Yes 2519.85 31-90 Days S-2 30896.22 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 26417.96 Perpetual Yes 1528.70 7-30 Days S-3 30393.01 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 31635.96 Perpetual No 1157.22 91-180 Days S-4 30225.58 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 Yes 41456.14 Perpetual Yes 3484.08 7-30 Days S-5 34628.92 None No Capital Markets
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 21267.92 Perpetual No 1987.21 <7 Days S-6 22496.64 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 35222.20 Perpetual Yes 3350.25 <7 Days S-7 31707.71 None Yes Liberty International Finance Ltd. Wholesale Lending