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 Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity No 43573825182.13 <1 Year No 9575062028.22 91-180 Days Other ABS Collateral 178427227.90 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund No 38359654611.19 >5 Years No 773886539.15 91-180 Days Other ABS Collateral 3702108256.06 None No IntW-4852 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 34363836411.93 <1 Year Yes 3247558756.35 91-180 Days Mortgage-Backed Securities 2268717868.01 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 3651745519.09 <1 Year No 4018978657.36 7-30 Days Other ABS Collateral 2476578655.10 None Yes IntW-2723 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility No 29798351717.12 <1 Year No 2611624232.34 31-90 Days Mortgage-Backed Securities 2419111452.63 Full No Trading
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 6155555182.97 1-5 Years Yes 6141290966.41 <7 Days Auto Loans 4935319282.33 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 48482513010.79 <1 Year No 4732710743.93 7-30 Days Credit Card Receivables 2365828289.34 None Yes IntW-1784 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Investment Company or Advisor Yes 13812402279.89 1-5 Years Yes 4654683042.78 <7 Days Other ABS Collateral 2225500997.43 Full Yes IntW-8258 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 14045935539.35 1-5 Years No 9242762170.82 31-90 Days Other ABS Collateral 1982516855.75 Full No Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 37853722682.96 <1 Year No 2559285532.86 <7 Days Other ABS Collateral 4394802418.54 Full Yes 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 27433272070.64 <1 Year No 3035602893.35 91-180 Days Other ABS Collateral 478136759.96 Full Yes IntW-4250 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer No 18170278203.33 1-5 Years Yes 7807443605.72 91-180 Days Credit Card Receivables 3992634547.67 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility No 5052996456.52 >5 Years Yes 7258781784.36 <7 Days Auto Loans 4402383817.19 Full Yes IntW-8135 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Financial Corporate Yes 4114076345.87 <1 Year Yes 9509760292.24 <7 Days Other ABS Collateral 567644858.20 Partial Yes IntW-2323 Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Central Bank Yes 19183933184.74 <1 Year Yes 4342746060.30 31-90 Days Auto Loans 1811192519.41 None Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Central Bank No 5581285847.15 1-5 Years Yes 3557364649.08 31-90 Days Mortgage-Backed Securities 1755569780.60 Partial Yes IntW-5586 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational No 12916657369.17 <1 Year No 7568973005.56 31-90 Days Mortgage-Backed Securities 3007061718.87 None No Trading
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund Yes 25643028572.86 <1 Year Yes 4541376341.63 <7 Days Mortgage-Backed Securities 2700311587.07 None No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Sovereign No 30865020478.12 >5 Years No 7056366962.33 91-180 Days Other ABS Collateral 1404083171.26 Full No IntW-7297 Trading
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 No 41274788615.40 <1 Year No 2432655931.52 <7 Days Auto Loans 1695788141.67 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE No 19231419279.22 1-5 Years Yes 4450727933.67 91-180 Days Auto Loans 3482470010.41 None Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational Yes 6253665654.38 >5 Years No 8429808571.50 <7 Days Credit Card Receivables 2304162774.86 Full No IntW-8903 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 31892668585.94 >5 Years Yes 3867820.74 91-180 Days Other ABS Collateral 1384406257.99 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer No 33757463733.60 <1 Year No 2053971364.72 <7 Days Credit Card Receivables 3501493275.82 Full No Trading
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 5405167856.89 >5 Years No 1072128989.54 91-180 Days Auto Loans 4396835240.33 None Yes Trading