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
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer Yes 44442373822.64 1-5 Years No 5994895780.64 31-90 Days Mortgage-Backed Securities 2369088367.03 Full No IntW-3055 Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 24165.10 Open No 877.43 91-180 Days A-0-Q 26560.85 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 29583.96 Open No 407.68 91-180 Days A-1-Q 29642.03 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22986.74 Open Yes 697.52 31-90 Days A-2-Q 22144.59 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 23836.42 Open Yes 687.73 7-30 Days A-3-Q 26041.49 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 42163.99 Open Yes 3123.61 31-90 Days A-4-Q 48479.97 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 15083.42 Open Yes 1390.95 <7 Days A-5-Q 15443.41 None No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 3211.49 Open No 198.09 91-180 Days CB-1-Q 2770.97 None No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 39262.71 Open Yes 2369.29 <7 Days CB-2-Q 33754.36 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43547.43 Open Yes 969.65 <7 Days S-1-Q 43968.55 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22105.59 Open Yes 275.99 91-180 Days S-2-Q 22950.27 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 30324.30 Open Yes 1857.41 91-180 Days S-3-Q 25167.33 Partial No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 6390.35 Open No 519.21 91-180 Days S-4-Q 6153.61 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 31649.87 Open Yes 1172.13 7-30 Days CB-3-Q 37559.45 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 22353.26 Open No 42.15 <7 Days G-1-Q 25724.66 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 38322.65 Open No 781.74 7-30 Days G-2-Q 33485.35 Full 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 1795.58 Open No 44.62 7-30 Days G-3-Q 1871.50 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 20859.94 Open No 754.34 7-30 Days S-5-Q 19576.60 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 236.37 Open Yes 11.71 <7 Days S-6-Q 193.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 31330.77 Open Yes 179.53 91-180 Days S-7-Q 31993.10 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 3328.59 Open No 173.06 31-90 Days E-1-Q 3700.40 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6234.18 Open Yes 398.66 31-90 Days E-2-Q 5919.12 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 34495.04 Open Yes 1838.35 <7 Days IG-1-Q 34367.01 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 4632.98 Open Yes 430.80 91-180 Days IG-2-Q 5033.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 39746.97 Open Yes 1802.15 7-30 Days C-1 47144.06 Partial Yes Liberty Wealth Management LLC Treasury