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 Pension Fund Yes 19861752402.22 1-5 Years Yes 5210228382.25 7-30 Days Other ABS Collateral 3393946411.97 Partial Yes Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 45519063919.64 <1 Year No 7506062243.81 91-180 Days Credit Card Receivables 3876217177.96 Full No IntW-9517 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 23718645754.66 1-5 Years No 3458410281.57 91-180 Days Credit Card Receivables 3224517095.65 None No IntW-6574 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE No 5819259462.80 >5 Years Yes 3939046007.40 91-180 Days Auto Loans 1810554745.32 Partial No IntW-8729 Trading
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE Yes 29501479059.75 1-5 Years No 5572065540.05 7-30 Days Mortgage-Backed Securities 1660788161.13 Full Yes IntW-3826 Investment Banking
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 20709245260.76 >5 Years Yes 4881423699.51 31-90 Days Credit Card Receivables 4329686305.26 Partial Yes Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 42678109263.68 1-5 Years No 3000494522.85 7-30 Days Mortgage-Backed Securities 4615519147.01 Full No IntW-9000 Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 30632261702.48 >5 Years No 8031870169.60 7-30 Days Mortgage-Backed Securities 2098385661.93 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 5198298638.59 1-5 Years Yes 8359249048.04 7-30 Days Auto Loans 4171044705.04 Partial No IntW-6306 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 10973300255.79 <1 Year No 6664873656.71 7-30 Days Credit Card Receivables 1188538611.58 Full Yes IntW-2346 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB Yes 31773568012.94 1-5 Years No 5641161033.54 91-180 Days Mortgage-Backed Securities 1935913959.26 Partial No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 41417603788.92 1-5 Years No 2033216750.91 <7 Days Auto Loans 173799867.53 Full Yes IntW-5694 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign Yes 20110661818.14 >5 Years No 4343567070.34 7-30 Days Other ABS Collateral 3352980716.93 Full Yes IntW-3028 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity No 12578433153.18 >5 Years Yes 4960102639.77 <7 Days Credit Card Receivables 4492868690.11 Partial Yes IntW-6370 Trading
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 4403886479.29 <1 Year Yes 9183544314.05 91-180 Days Credit Card Receivables 3951310974.59 None Yes IntW-5502 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 13552209110.73 <1 Year No 4654409294.67 7-30 Days Other ABS Collateral 2859599267.13 Full Yes IntW-2771 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 42148146159.12 1-5 Years No 2206223317.80 <7 Days Auto Loans 4994445067.32 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 22548894187.81 1-5 Years No 6701922779.69 91-180 Days Other ABS Collateral 967366172.65 Full Yes IntW-3669 Trading
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE No 43686625930.93 >5 Years No 2747534468.82 <7 Days Credit Card Receivables 2985982105.36 Partial No IntW-8690 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 3796961013.78 >5 Years No 4369025170.92 91-180 Days Credit Card Receivables 2528555137.88 Partial No IntW-6066 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB No 41347465684.56 >5 Years Yes 7483401387.18 <7 Days Credit Card Receivables 1382183929.89 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supranational Yes 14101841754.96 1-5 Years No 7863306234.70 <7 Days Auto Loans 4904496593.38 Full No Treasury
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund Yes 5691680290.74 1-5 Years Yes 5618936964.40 91-180 Days Auto Loans 4299158837.18 None Yes IntW-1180 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer No 45715294715.40 1-5 Years No 7628258705.42 <7 Days Other ABS Collateral 1204372674.76 Partial No Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank Yes 35709069565.85 1-5 Years No 1277535602.20 91-180 Days Mortgage-Backed Securities 1401475172.40 None Yes IntW-8433 Capital Markets