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 National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund No 8227161569.74 <1 Year No 6336561369.54 31-90 Days Other ABS Collateral 2015757374.69 Full No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer Yes 29667318336.37 >5 Years No 7076046937.80 31-90 Days Mortgage-Backed Securities 4509144422.45 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 9858759773.67 >5 Years No 7030434177.08 31-90 Days Mortgage-Backed Securities 1780518901.88 None No IntW-1101 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 38959091682.23 1-5 Years Yes 4090972876.86 91-180 Days Credit Card Receivables 4146757215.58 Partial Yes IntW-8531 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility No 27553748168.50 1-5 Years Yes 2685105652.96 7-30 Days Other ABS Collateral 1056453454.18 Partial No IntW-4292 Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE No 11711705279.83 <1 Year No 502805520.24 31-90 Days Credit Card Receivables 2810625546.16 Partial Yes IntW-7910 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund Yes 38333496978.28 >5 Years No 8290403875.82 91-180 Days Mortgage-Backed Securities 4841498862.29 Full No IntW-5524 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 21463441837.65 1-5 Years No 9088355870.53 31-90 Days Credit Card Receivables 4295017749.27 Partial No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business Yes 2701236480.09 1-5 Years No 8354450385.53 7-30 Days Auto Loans 3256252933.96 Full No IntW-7953 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational No 43853101742.89 <1 Year Yes 7623140856.81 91-180 Days Auto Loans 2585173289.80 None Yes IntW-4021 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business Yes 16160730028.85 <1 Year No 5192909061.42 <7 Days Other ABS Collateral 1221466525.12 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank Yes 37259937526.21 >5 Years Yes 2872627285.07 <7 Days Auto Loans 795717223.59 Full No Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Sovereign Yes 30644524172.25 1-5 Years No 4572425898.00 31-90 Days Other ABS Collateral 3033411193.44 Partial No IntW-2827 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Financial Corporate Yes 6045038932.55 <1 Year Yes 6851696555.81 7-30 Days Mortgage-Backed Securities 827453282.68 None No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 11928805865.62 <1 Year Yes 115043761.39 31-90 Days Other ABS Collateral 2716057290.59 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 43559568209.26 1-5 Years Yes 6397863871.69 31-90 Days Other ABS Collateral 3184073187.34 Full Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 31151757912.47 <1 Year Yes 4717750608.88 7-30 Days Credit Card Receivables 3876589655.93 Full Yes IntW-3807 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 17750179507.60 >5 Years Yes 6733347776.74 <7 Days Other ABS Collateral 198574554.13 None Yes IntW-6169 Trading
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer Yes 12154231179.82 1-5 Years No 5770614413.75 <7 Days Auto Loans 3975916873.57 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund No 37951223452.42 >5 Years No 6912004610.77 91-180 Days Mortgage-Backed Securities 2258705959.08 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational Yes 47277764011.00 1-5 Years No 5561070724.91 <7 Days Mortgage-Backed Securities 2281987819.91 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 14175685299.21 1-5 Years Yes 4412177753.86 91-180 Days Other ABS Collateral 2586900198.66 None No IntW-6046 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 2870435452.76 <1 Year No 3299269780.24 <7 Days Credit Card Receivables 1501985459.14 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund No 12782424156.62 >5 Years Yes 2141263086.31 31-90 Days Auto Loans 1507257569.92 Full No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE Yes 25977403282.76 >5 Years Yes 8032466311.06 31-90 Days Mortgage-Backed Securities 1008565751.59 Partial No Investment Banking