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 31557.27 Open Yes 3093.37 31-90 Days L-8 31810.11 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 18594.58 Open Yes 559.20 7-30 Days L-9 16035.98 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 33806.77 Open Yes 2747.97 7-30 Days LC-1 27233.61 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 23630.06 Open No 1377.66 <7 Days LC-2 20454.60 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 3205.18 Open No 183.46 7-30 Days N-1 3407.32 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14877.50 Open Yes 1270.04 91-180 Days N-2 17780.23 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 7968.63 Open Yes 512.08 7-30 Days N-3 6812.93 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 16858.63 Open No 931.69 91-180 Days N-4 18214.68 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 35002.30 Open Yes 856.60 91-180 Days N-5 40570.82 None No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43903.09 Open No 3984.08 <7 Days N-6 38777.19 None No Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 31952.92 Open No 1349.25 31-90 Days N-7 31285.98 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 161.85 Open Yes 11.12 91-180 Days P-1 137.18 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 41656.48 Open Yes 1977.41 91-180 Days P-2 46808.17 Full No Trading
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 12176.53 Open Yes 159.27 31-90 Days S-8 11228.65 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 3880.28 Open Yes 38.60 31-90 Days Y-1 3438.55 None 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 1845.88 Open Yes 134.16 31-90 Days Y-2 1947.20 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 29602.53 Open Yes 602.80 7-30 Days Y-3 24486.05 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 32977.35 Open No 2516.96 7-30 Days Y-4 35819.44 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 41183.73 Open Yes 808.27 31-90 Days Z-1 33875.88 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 Yes 1635.50 Open Yes 111.47 <7 Days A-2 1646.94 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 23039.72 Open Yes 1281.78 <7 Days A-3 19918.70 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 19269.77 Open Yes 810.15 7-30 Days A-4 19047.93 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 24781.33 Open No 368.75 31-90 Days A-5 27458.41 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 14376.56 Open No 50.36 <7 Days CB-1 11616.88 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 915.97 Open Yes 78.65 91-180 Days CB-2 1001.36 Partial No Capital Markets