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
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund Yes 44856752505.32 <1 Year Yes 5861417423.46 7-30 Days Other ABS Collateral 275561956.69 Partial No IntW-6456 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 2896952230.19 <1 Year No 3262764921.53 91-180 Days Auto Loans 1439776477.46 Partial No IntW-7122 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer Yes 20249018855.46 <1 Year No 9683502693.75 7-30 Days Auto Loans 3729020129.98 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 27407285963.79 1-5 Years No 5929225299.33 31-90 Days Credit Card Receivables 2586579097.44 Partial No IntW-9085 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund Yes 4211875777.48 <1 Year No 1486616359.04 7-30 Days Credit Card Receivables 799204559.91 Full No Trading
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility Yes 48976800411.35 >5 Years Yes 7900720032.29 <7 Days Mortgage-Backed Securities 1290749956.65 None Yes IntW-5263 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank No 5270405537.51 <1 Year Yes 7768265362.66 91-180 Days Auto Loans 4537342553.25 Full Yes IntW-5436 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund No 38327472319.75 <1 Year Yes 5638620817.92 <7 Days Other ABS Collateral 479400856.65 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 12087943831.40 <1 Year Yes 6210654533.42 31-90 Days Other ABS Collateral 2518768115.34 Partial No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 24835690015.30 1-5 Years Yes 4932135774.69 7-30 Days Auto Loans 3555973015.95 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility Yes 28951598739.08 >5 Years Yes 8313825009.46 7-30 Days Credit Card Receivables 3578661796.70 Partial No IntW-5170 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 36784077287.65 <1 Year No 4578653154.32 91-180 Days Mortgage-Backed Securities 2648700514.52 Full Yes Capital Markets
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Financial Corporate Yes 28266291936.58 1-5 Years Yes 9215913032.25 7-30 Days Auto Loans 4736887452.34 None No IntW-3407 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 20715677262.01 <1 Year No 7122466714.80 7-30 Days Credit Card Receivables 2239259367.50 Partial No IntW-1121 Capital Markets
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund Yes 11461778707.16 >5 Years No 4048086507.85 7-30 Days Other ABS Collateral 4949204205.34 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE No 7094643046.19 1-5 Years Yes 8244180286.77 91-180 Days Mortgage-Backed Securities 4463724140.41 Full No IntW-5701 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 46173168178.50 <1 Year No 3213959654.09 <7 Days Other ABS Collateral 4221383109.85 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE No 47224620978.68 >5 Years Yes 3299990204.05 31-90 Days Mortgage-Backed Securities 2934535092.55 None No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility No 42313268622.69 <1 Year Yes 7252548015.27 <7 Days Credit Card Receivables 3168690338.13 Full Yes IntW-7970 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE Yes 15871656845.05 >5 Years Yes 7572716280.66 <7 Days Credit Card Receivables 1593570352.70 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 24066914934.49 1-5 Years No 9491840557.34 7-30 Days Auto Loans 2285107825.61 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 43282295134.55 >5 Years Yes 5375830802.73 91-180 Days Credit Card Receivables 4776022770.94 Partial Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 35111754372.29 <1 Year No 1872686719.76 31-90 Days Mortgage-Backed Securities 4452963744.29 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business Yes 25230656046.48 <1 Year No 3171637144.28 31-90 Days Credit Card Receivables 4886933717.53 Partial No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business Yes 11113638918.19 1-5 Years No 5676845902.71 91-180 Days Mortgage-Backed Securities 1842162403.88 None No IntW-1142 Investment Banking