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 Other Supranational No 43522866807.16 1-5 Years No 5394145078.12 31-90 Days Other ABS Collateral 2995555774.02 Full No IntW-7040 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Sovereign No 16564283274.83 1-5 Years Yes 1922114164.42 91-180 Days Credit Card Receivables 1762805676.69 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Sovereign No 42491544284.26 >5 Years No 566792453.37 <7 Days Auto Loans 4725090304.94 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supervised Non-Bank Financial Entity Yes 39949551674.23 >5 Years No 8632089452.84 31-90 Days Other ABS Collateral 3394392266.56 Full No IntW-4952 Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller GSE Yes 35404403061.99 1-5 Years No 8960301596.33 <7 Days Other ABS Collateral 948188622.84 Partial Yes IntW-9614 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 40061709097.97 >5 Years No 8664022049.22 91-180 Days Auto Loans 2455390345.38 Full No Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 13528214116.72 >5 Years No 7429606790.47 91-180 Days Auto Loans 548088834.07 None No IntW-4681 Wholesale Lending
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Central Bank Yes 30025833304.65 <1 Year No 6357485509.18 7-30 Days Credit Card Receivables 811652131.30 Full Yes IntW-5901 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational Yes 20098156832.64 <1 Year Yes 2441313878.37 7-30 Days Mortgage-Backed Securities 457403662.83 Partial Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE Yes 3926426744.20 >5 Years Yes 2257525423.43 31-90 Days Credit Card Receivables 1400081258.01 None No Investment Banking
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 46254066029.31 <1 Year No 9470228867.45 31-90 Days Mortgage-Backed Securities 4637485677.02 None No IntW-4573 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Yes 24367556149.30 1-5 Years Yes 3012347708.11 <7 Days Mortgage-Backed Securities 1036880869.97 Full No IntW-5040 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational Yes 16906731072.03 >5 Years No 5349418594.58 7-30 Days Mortgage-Backed Securities 3062798836.29 Full Yes Treasury
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 24807450690.36 >5 Years No 3913073580.54 91-180 Days Mortgage-Backed Securities 1089113256.04 Partial Yes IntW-5349 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Financial Corporate Yes 34668200452.90 <1 Year No 2767940350.82 <7 Days Mortgage-Backed Securities 2054132070.03 Partial No IntW-3558 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Retail No 6832703145.48 >5 Years No 5284425420.77 31-90 Days Credit Card Receivables 4062564917.79 Full Yes IntW-4016 Capital Markets
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Bank No 19798833288.77 1-5 Years No 2561252153.37 91-180 Days Credit Card Receivables 3151985678.24 Partial No IntW-8691 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Broker-Dealer No 26232448207.43 >5 Years No 6828772070.81 91-180 Days Credit Card Receivables 3592609633.91 Partial No IntW-2734 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB No 15111738600.75 >5 Years Yes 3454581276.41 91-180 Days Mortgage-Backed Securities 3590238580.78 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller PSE Yes 48410417226.38 1-5 Years No 5418243592.50 7-30 Days Other ABS Collateral 3356844642.37 None Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Pension Fund Yes 983865350.68 <1 Year No 2176385234.90 7-30 Days Other ABS Collateral 3219240847.54 None Yes IntW-3111 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Non-Financial Corporate Yes 15635316181.61 <1 Year Yes 1299857423.05 <7 Days Credit Card Receivables 4295256571.45 None No IntW-9825 Treasury
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller MDB Yes 30142640771.17 1-5 Years No 3917500107.55 31-90 Days Auto Loans 3484023496.41 Partial Yes IntW-5813 Capital Markets
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Other Supranational Yes 5250815055.07 >5 Years Yes 7377072312.57 91-180 Days Auto Loans 3359466238.52 None Yes IntW-7409 Investment Banking
2025-09-09 Liberty National Bank O.W.2 Asset-Backed Commercial Paper (ABCP) Multi-Seller Central Bank No 27186858427.41 >5 Years No 5565743115.56 <7 Days Credit Card Receivables 3057781684.78 Full No IntW-6583 Wholesale Lending