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 Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB No 34799752932.92 <1 Year No 8984501091.67 91-180 Days Credit Card Receivables 1546420967.60 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 6944141298.40 1-5 Years Yes 6492544045.48 91-180 Days Mortgage-Backed Securities 1260812105.95 Full No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 39686946749.72 <1 Year No 677584690.69 <7 Days Credit Card Receivables 1725427091.06 Full No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB Yes 30412992231.59 1-5 Years Yes 1148992459.24 91-180 Days Auto Loans 4169418351.85 Partial Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer No 37677062967.36 >5 Years No 1840740660.93 91-180 Days Auto Loans 4766643360.65 Partial Yes IntW-1708 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 24530620423.97 >5 Years Yes 3389626150.03 <7 Days Auto Loans 1562171137.55 Partial Yes IntW-8012 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 7013713433.42 >5 Years No 6187811868.46 <7 Days Other ABS Collateral 2948722468.77 None No Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 17210802648.49 <1 Year Yes 332579597.74 7-30 Days Mortgage-Backed Securities 2312085405.44 None Yes Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank Yes 9735006174.35 <1 Year No 3217122574.11 <7 Days Auto Loans 1819471790.67 Full Yes IntW-8366 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 44604565595.70 >5 Years No 861746855.23 91-180 Days Other ABS Collateral 4301098736.28 Partial Yes Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB No 36071557496.16 <1 Year No 3611021281.08 91-180 Days Credit Card Receivables 4626932637.17 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 40412776800.83 <1 Year Yes 8378897342.62 91-180 Days Auto Loans 4992466499.90 Partial Yes IntW-7621 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer No 45605198999.61 <1 Year No 1254162452.35 91-180 Days Credit Card Receivables 1659972768.19 Partial Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund Yes 3207442867.19 <1 Year Yes 4511513722.01 7-30 Days Mortgage-Backed Securities 659407838.50 None No IntW-4620 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 10540026783.52 <1 Year Yes 4897702033.79 7-30 Days Other ABS Collateral 2223052955.84 Full No IntW-1117 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other No 14706007804.62 >5 Years Yes 9556006607.23 7-30 Days Mortgage-Backed Securities 2983164402.18 None Yes IntW-9213 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 2101330744.02 >5 Years No 5739706726.90 <7 Days Mortgage-Backed Securities 1588539694.81 Full No IntW-4558 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor Yes 2783150205.71 1-5 Years Yes 1596539427.85 91-180 Days Auto Loans 3050204983.79 Full No IntW-1976 Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE Yes 29987263670.56 1-5 Years Yes 6477881342.81 91-180 Days Credit Card Receivables 1123279385.83 Partial No IntW-3320 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 46080603545.03 >5 Years Yes 6290264359.30 91-180 Days Auto Loans 4413516286.30 Full No IntW-5211 Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE Yes 20722409629.63 >5 Years No 6162681592.50 <7 Days Mortgage-Backed Securities 53724105.64 None Yes IntW-8758 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 21691255352.98 <1 Year No 5138302230.93 91-180 Days Auto Loans 2022019383.47 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 21938687481.68 >5 Years Yes 7548891235.27 7-30 Days Credit Card Receivables 1533908213.15 None No IntW-7646 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 20335767147.70 >5 Years Yes 5916158371.58 <7 Days Auto Loans 2917489872.84 Full Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Central Bank No 29913382434.76 1-5 Years No 2262269269.37 91-180 Days Auto Loans 1373649102.29 None No Investment Banking