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 10119.34 Day 8 Yes 19.51 <7 Days S-8 11196.91 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 4266.01 Day 8 Yes 363.82 <7 Days Y-1 4865.58 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 42081.08 Day 8 Yes 1787.95 7-30 Days Y-2 41623.09 Full 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 42306.36 Day 8 Yes 3331.66 91-180 Days Y-3 37619.84 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8913.40 Day 8 No 854.58 31-90 Days Y-4 9504.86 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6507.71 Day 8 No 423.07 91-180 Days Z-1 5717.88 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39302.53 Day 8 Yes 3160.33 91-180 Days A-2 34238.12 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 25605.66 Day 8 No 1510.18 31-90 Days A-3 26166.71 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 9990.42 Day 8 Yes 659.03 7-30 Days A-4 8919.54 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 19379.04 Day 8 Yes 1326.99 31-90 Days A-5 20736.23 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22405.20 Day 8 Yes 2003.82 <7 Days CB-1 26278.73 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6884.00 Day 8 Yes 587.24 31-90 Days CB-2 5683.45 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 8422.10 Day 8 Yes 1.01 31-90 Days CB-3 8230.91 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 21340.36 Day 8 Yes 881.77 <7 Days E-1 19230.52 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3517.19 Day 8 Yes 67.09 91-180 Days E-2 3126.23 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6060.83 Day 8 Yes 157.68 31-90 Days G-1 6912.86 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 No 17705.09 Day 8 No 390.67 91-180 Days G-2 16050.54 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15094.57 Day 8 Yes 40.82 <7 Days G-3 16112.65 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15345.53 Day 8 No 750.70 91-180 Days IG-1 12293.23 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9216.45 Day 8 Yes 516.50 91-180 Days IG-2 8591.30 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15422.35 Day 8 Yes 1368.57 <7 Days S-1 16667.94 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6037.77 Day 8 Yes 219.98 31-90 Days S-2 6887.17 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24279.55 Day 8 No 2230.10 7-30 Days S-3 26036.38 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 35708.68 Day 8 No 2495.61 7-30 Days S-4 32423.65 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 35743.75 Day 8 No 898.39 91-180 Days S-5 28877.89 Partial No Capital Markets