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 Yes 30633.03 Day 6 No 1100.69 <7 Days Y-3 36510.79 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15685.35 Day 6 Yes 822.08 7-30 Days Y-4 13800.89 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40784.08 Day 6 Yes 3517.33 7-30 Days Z-1 47378.89 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 36565.36 Day 6 Yes 403.36 <7 Days A-2 40030.95 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26547.96 Day 6 No 341.60 <7 Days A-3 22361.55 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26324.33 Day 6 No 1791.81 31-90 Days A-4 27290.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 7467.18 Day 6 No 353.10 <7 Days A-5 7712.92 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 18988.34 Day 6 Yes 788.14 31-90 Days CB-1 20399.97 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 1915.86 Day 6 No 157.41 7-30 Days CB-2 1910.51 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29666.62 Day 6 Yes 1908.39 91-180 Days CB-3 34874.55 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 17324.31 Day 6 Yes 742.23 <7 Days E-1 18163.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 37051.13 Day 6 Yes 2561.65 7-30 Days E-2 38179.07 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 12122.70 Day 6 No 1032.06 31-90 Days G-1 11275.10 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24833.56 Day 6 Yes 88.67 31-90 Days G-2 23859.95 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 10483.56 Day 6 No 513.55 91-180 Days G-3 8874.02 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 4707.86 Day 6 Yes 253.46 <7 Days IG-1 4544.25 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4935.96 Day 6 Yes 402.88 7-30 Days IG-2 5517.63 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39387.71 Day 6 Yes 800.24 <7 Days S-1 39852.34 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 20545.93 Day 6 No 1697.84 7-30 Days S-2 20173.45 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29475.84 Day 6 No 1015.34 <7 Days S-3 26548.64 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 33559.00 Day 6 No 3041.76 31-90 Days S-4 33161.36 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 41878.07 Day 6 Yes 2838.23 <7 Days S-5 48594.23 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 40253.98 Day 6 No 805.47 91-180 Days S-6 43727.86 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17035.55 Day 6 No 1131.60 7-30 Days S-7 17805.16 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8987.85 Day 7 No 651.66 31-90 Days A-0-Q 8611.48 None No Capital Markets