Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.1: Asset-Backed Commercial Paper (ABCP) Single-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. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 22486593604.36 <1 Year Yes 8356751821.86 <7 Days Credit Card Receivables 2511913048.23 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 42606337891.74 1-5 Years Yes 2502919434.22 91-180 Days Credit Card Receivables 4531023710.88 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund Yes 40987702769.65 >5 Years No 9762654858.39 7-30 Days Auto Loans 3266165625.68 Partial No IntW-2006 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 31309591352.81 >5 Years Yes 5006215049.14 91-180 Days Auto Loans 2748167946.37 Partial No IntW-9352 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE No 25799120674.92 <1 Year No 6394488051.88 <7 Days Mortgage-Backed Securities 3499831531.25 None No IntW-6392 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 30101128048.39 <1 Year No 7441959981.89 <7 Days Mortgage-Backed Securities 2661141020.64 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 374620910.91 <1 Year Yes 7452076692.12 91-180 Days Mortgage-Backed Securities 2772215465.61 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 10341794474.44 >5 Years No 5846520287.98 <7 Days Credit Card Receivables 3069291649.95 None No IntW-5872 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Financial Market Utility No 13594753092.84 >5 Years Yes 4448978619.98 <7 Days Auto Loans 2421509555.31 Full Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 29530599754.04 >5 Years Yes 7692285113.19 31-90 Days Other ABS Collateral 629820870.72 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 13637599124.80 >5 Years Yes 8220297974.72 91-180 Days Other ABS Collateral 3335526657.39 None No Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE Yes 16292843214.88 1-5 Years Yes 725465367.03 <7 Days Credit Card Receivables 247988417.11 Full Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 10207047915.89 >5 Years No 1474017440.91 91-180 Days Mortgage-Backed Securities 1319438510.18 Full No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 15865165457.61 1-5 Years No 2807304347.94 31-90 Days Other ABS Collateral 2301842114.61 Partial No IntW-2998 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 15506512716.12 >5 Years No 8798170468.04 91-180 Days Other ABS Collateral 2096367764.04 None Yes IntW-3654 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank Yes 49455017550.76 1-5 Years Yes 6874224149.37 <7 Days Credit Card Receivables 4864578435.12 Full Yes IntW-9428 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 12901379901.24 <1 Year No 4839131982.76 31-90 Days Other ABS Collateral 1610727476.98 Partial Yes IntW-6190 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 43178714122.16 1-5 Years No 3196934630.65 7-30 Days Mortgage-Backed Securities 929032921.46 Partial Yes IntW-6183 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor Yes 5811554780.30 1-5 Years Yes 5070732015.60 31-90 Days Auto Loans 4075415867.20 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23620169864.63 1-5 Years No 4476503755.25 7-30 Days Credit Card Receivables 621037028.06 Partial No Treasury
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank Yes 29510632911.22 >5 Years No 8669792238.53 31-90 Days Other ABS Collateral 3635716655.52 Full No IntW-1893 Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank No 45281568922.06 1-5 Years Yes 3405080290.37 31-90 Days Other ABS Collateral 1126701194.08 Full No IntW-3980 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank Yes 38591800845.41 1-5 Years Yes 951157670.13 7-30 Days Auto Loans 1442237874.64 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 47127677838.10 <1 Year Yes 7891835644.84 31-90 Days Credit Card Receivables 169094177.06 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB Yes 7321627012.74 1-5 Years No 9846675305.00 91-180 Days Auto Loans 417729344.55 None No Capital Markets