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 Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 23044666985.78 <1 Year No 3004633952.94 <7 Days Mortgage-Backed Securities 4710552826.53 None Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business No 16218398316.97 <1 Year No 9071971874.04 31-90 Days Other ABS Collateral 528766582.17 Full Yes IntW-8270 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Financial Market Utility No 44079056955.11 <1 Year No 2448742694.62 <7 Days Mortgage-Backed Securities 2220111195.91 Full Yes Treasury
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor Yes 18993463021.99 <1 Year No 5066614582.03 <7 Days Auto Loans 1073261492.88 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supranational No 49221289506.35 >5 Years No 369520707.24 31-90 Days Mortgage-Backed Securities 3047487420.58 None No IntW-6718 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund No 22593630410.97 >5 Years No 9106788890.35 31-90 Days Mortgage-Backed Securities 4037313111.34 None No IntW-6653 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller MDB No 9793773429.95 1-5 Years No 9336097201.60 31-90 Days Auto Loans 2924447142.09 Partial No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund No 41903394447.18 >5 Years Yes 3349711108.67 91-180 Days Auto Loans 4462160185.72 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 36699097780.31 1-5 Years No 6766387198.54 91-180 Days Credit Card Receivables 4714628406.72 Full Yes IntW-8454 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE No 5700228528.80 <1 Year Yes 9931691779.94 7-30 Days Mortgage-Backed Securities 4036225414.91 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 22155397751.97 1-5 Years No 2871281337.59 <7 Days Credit Card Receivables 3471790435.77 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund No 21370268834.89 1-5 Years Yes 2932359126.66 91-180 Days Auto Loans 235322105.85 Partial No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail Yes 44277914041.86 1-5 Years Yes 3800601505.64 7-30 Days Credit Card Receivables 2102538668.74 Full Yes IntW-2081 Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund No 24633493790.28 >5 Years Yes 4135110214.79 7-30 Days Auto Loans 4240022379.99 None No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer Yes 30254857776.85 >5 Years No 409821236.00 <7 Days Credit Card Receivables 2715061505.39 Full Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 25379785475.20 <1 Year Yes 8221325971.56 91-180 Days Auto Loans 3168220145.07 None Yes Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 47896625750.64 >5 Years Yes 8488690142.60 7-30 Days Credit Card Receivables 4919575011.26 Partial Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 27755437486.01 >5 Years No 8280244986.85 91-180 Days Other ABS Collateral 1605958622.33 Partial No IntW-9540 Investment Banking
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 14383036778.38 <1 Year No 9442249052.36 <7 Days Other ABS Collateral 4399684344.13 None No IntW-7020 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Sovereign No 7248198365.44 <1 Year Yes 1536787393.87 7-30 Days Credit Card Receivables 4061485324.57 Partial Yes IntW-8021 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund No 45670438139.26 >5 Years Yes 9120386367.89 7-30 Days Other ABS Collateral 499226695.84 Partial Yes IntW-3012 Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE Yes 2516294696.47 >5 Years Yes 2715931406.76 91-180 Days Mortgage-Backed Securities 2576196573.28 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supranational Yes 46831298835.83 >5 Years No 573641077.82 31-90 Days Credit Card Receivables 2891042224.53 Full Yes IntW-3948 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Financial Market Utility No 10090579343.29 1-5 Years Yes 2374241562.11 91-180 Days Credit Card Receivables 1868007894.57 Full Yes IntW-4982 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Broker-Dealer Yes 26016881418.39 <1 Year Yes 736500788.39 31-90 Days Other ABS Collateral 1781226326.31 Full Yes Treasury