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 30139.12 Day 11 Yes 2479.57 <7 Days A-4 30698.57 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 12671.70 Day 11 No 636.41 91-180 Days A-5 12959.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 13088.56 Day 11 No 44.88 <7 Days CB-1 14965.26 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23575.20 Day 11 No 544.89 7-30 Days CB-2 27848.15 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 30937.55 Day 11 Yes 1847.22 91-180 Days CB-3 27045.23 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 5.88 Day 11 No 0.11 <7 Days E-1 5.98 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 2321.82 Day 11 No 110.52 7-30 Days E-2 2155.76 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29598.21 Day 11 Yes 2029.04 7-30 Days G-1 25484.31 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 3763.76 Day 11 No 68.77 31-90 Days G-2 4253.17 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 37014.62 Day 11 No 1244.91 31-90 Days G-3 31066.24 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 5178.24 Day 11 No 76.86 7-30 Days IG-1 5290.75 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29376.38 Day 11 Yes 973.58 7-30 Days IG-2 24205.48 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 37711.29 Day 11 Yes 436.48 7-30 Days S-1 38852.95 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 35333.27 Day 11 Yes 3304.10 7-30 Days S-2 38683.12 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 34128.34 Day 11 No 106.05 91-180 Days S-3 30304.23 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29534.41 Day 11 Yes 2453.29 91-180 Days S-4 34606.44 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 15364.36 Day 11 No 291.05 91-180 Days S-5 15644.14 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 9231.65 Day 11 No 297.19 91-180 Days S-6 7791.77 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 21505.54 Day 11 Yes 1034.55 91-180 Days S-7 20287.03 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 26301.23 Day 12 No 1259.71 31-90 Days A-0-Q 22842.89 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 15017.56 Day 12 No 1347.69 7-30 Days A-1-Q 16898.01 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 31910.42 Day 12 No 631.11 91-180 Days A-2-Q 30127.77 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 25652.09 Day 12 No 751.59 31-90 Days A-3-Q 28370.47 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 26855.11 Day 12 No 2359.21 7-30 Days A-4-Q 29048.19 None 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 28961.92 Day 12 No 662.46 31-90 Days A-5-Q 30431.15 Full No Investment Banking