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 Debt Issuing SPE Yes 37225955320.23 <1 Year No 6771945878.90 7-30 Days Mortgage-Backed Securities 3284634487.45 Full No IntW-3641 Wholesale Lending
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund No 31862077688.97 >5 Years Yes 1307594626.65 <7 Days Mortgage-Backed Securities 134227940.92 None Yes IntW-5392 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Small Business No 36274752814.08 <1 Year Yes 7324028659.75 91-180 Days Auto Loans 441959120.29 Full Yes IntW-9036 Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other No 9208964089.31 >5 Years No 6936145936.07 7-30 Days Mortgage-Backed Securities 66878128.38 Full Yes IntW-7765 Wholesale Lending
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Investment Company or Advisor Yes 45062028876.61 1-5 Years Yes 7077680281.80 7-30 Days Auto Loans 4688743814.02 None Yes IntW-5409 Trading
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE No 11529998748.14 1-5 Years Yes 1669833074.55 31-90 Days Auto Loans 934763081.22 Partial No IntW-3483 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 33497419256.72 <1 Year No 6786813809.70 7-30 Days Auto Loans 4267374774.57 Full No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE Yes 22729011984.72 1-5 Years Yes 7521861693.18 <7 Days Credit Card Receivables 4220084082.71 Partial No IntW-9033 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE Yes 8581326084.07 1-5 Years Yes 2727648271.15 <7 Days Other ABS Collateral 3933774593.76 Full Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Central Bank Yes 43174220524.03 >5 Years Yes 8343290412.60 <7 Days Other ABS Collateral 4043270660.80 None No IntW-4246 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 9287000338.59 1-5 Years No 942036311.03 <7 Days Auto Loans 348147520.37 None No Wholesale Lending
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 42085694649.60 <1 Year Yes 7530521015.09 31-90 Days Auto Loans 2030539405.84 Full Yes IntW-7766 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Financial Market Utility Yes 32613963885.70 >5 Years No 704886117.43 <7 Days Credit Card Receivables 1651734037.42 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank Yes 46207621511.22 >5 Years Yes 3951684253.03 <7 Days Credit Card Receivables 3778422307.10 None No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Debt Issuing SPE No 3506894421.33 1-5 Years Yes 7576362657.68 31-90 Days Other ABS Collateral 852535125.98 Full Yes IntW-8744 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE Yes 373725643.58 >5 Years Yes 7252293012.28 <7 Days Credit Card Receivables 4283795863.15 Full No IntW-6918 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Regulated Fund No 12095601110.26 1-5 Years Yes 1773156383.59 31-90 Days Credit Card Receivables 2813585527.53 Full No IntW-5657 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 40420710682.49 <1 Year No 9770800815.07 91-180 Days Credit Card Receivables 2788570062.98 None No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail Yes 17577335048.71 >5 Years Yes 7518226983.81 7-30 Days Other ABS Collateral 3382030637.54 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational No 5862521649.30 1-5 Years No 8310370731.01 <7 Days Other ABS Collateral 4535072615.48 Full No Trading
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE Yes 15709297055.77 >5 Years Yes 1432936048.46 91-180 Days Auto Loans 343691687.36 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 29597100409.12 1-5 Years No 4768864939.00 <7 Days Credit Card Receivables 1331133953.70 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Investment Company or Advisor Yes 29131608667.46 <1 Year No 3992169212.23 <7 Days Other ABS Collateral 4821173830.67 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 26541865475.65 <1 Year Yes 59642485.00 91-180 Days Mortgage-Backed Securities 1167374433.64 Partial No IntW-1552 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer No 19131298332.15 1-5 Years No 4806294082.42 <7 Days Mortgage-Backed Securities 2130395822.61 None Yes IntW-6139 Trading