Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.1: Asset-Backed Commercial Paper (ABCP) Single-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. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supranational No 42929440169.52 >5 Years Yes 5724840763.61 <7 Days Credit Card Receivables 352318467.05 Full Yes IntW-8690 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Pension Fund No 32054710321.92 <1 Year No 6290912657.48 31-90 Days Credit Card Receivables 3108758452.45 None No IntW-2091 Capital Markets
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 46620157421.45 >5 Years No 8674036471.74 31-90 Days Auto Loans 1700521419.84 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 27662640486.31 <1 Year Yes 2749653957.85 31-90 Days Auto Loans 1810258490.10 None No IntW-7726 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE Yes 20418199930.00 >5 Years Yes 1229877770.19 <7 Days Credit Card Receivables 3104254276.27 Full No IntW-7782 Trading
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund No 37777115451.76 >5 Years No 730551573.36 7-30 Days Auto Loans 1894767276.63 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund No 44346431034.11 >5 Years No 2447563753.70 91-180 Days Credit Card Receivables 3963429693.77 None Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller GSE Yes 42193793169.96 1-5 Years No 1934084153.14 7-30 Days Auto Loans 3339335309.28 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Investment Company or Advisor No 7980326998.68 >5 Years No 2329642072.64 31-90 Days Mortgage-Backed Securities 3033675463.05 None No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity No 46388331042.97 1-5 Years Yes 3997479154.47 91-180 Days Credit Card Receivables 4281368727.75 Full No Investment Banking
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Debt Issuing SPE Yes 13495795336.57 <1 Year No 6755414584.69 7-30 Days Mortgage-Backed Securities 4766524819.18 None No IntW-3560 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supranational Yes 3916152678.30 <1 Year Yes 8087313968.11 <7 Days Credit Card Receivables 1862065857.75 None Yes IntW-1616 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Financial Market Utility Yes 12011086376.86 >5 Years Yes 9520037791.92 91-180 Days Credit Card Receivables 3760390799.14 None Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund No 15842029319.65 <1 Year Yes 2263856945.10 <7 Days Auto Loans 3097658500.13 Full No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate Yes 1831759821.38 <1 Year Yes 8347180210.75 31-90 Days Credit Card Receivables 707784743.56 Partial Yes IntW-9364 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 24510794563.17 >5 Years Yes 9888593993.65 <7 Days Credit Card Receivables 4053020820.42 None Yes IntW-4600 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Regulated Fund Yes 8769277355.44 1-5 Years Yes 8720524040.64 31-90 Days Credit Card Receivables 830095608.76 None No IntW-7957 Wholesale Lending
2025-09-09 Liberty National Bank O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Non-Financial Corporate No 41618274589.24 <1 Year Yes 8664681104.46 91-180 Days Other ABS Collateral 4482722899.41 Full No IntW-3943 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 27962271165.32 >5 Years No 8265044003.00 <7 Days Other ABS Collateral 3629533485.00 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller PSE No 18194370556.55 1-5 Years No 7651151995.21 31-90 Days Mortgage-Backed Securities 522467783.74 Full No IntW-3123 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Small Business Yes 23217296853.64 <1 Year No 1286873229.58 31-90 Days Mortgage-Backed Securities 733965247.23 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Supervised Non-Bank Financial Entity Yes 25408989725.39 >5 Years Yes 7455348578.35 7-30 Days Credit Card Receivables 934237127.01 Partial Yes IntW-2692 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Other Yes 38672907986.87 <1 Year Yes 8330818580.62 <7 Days Other ABS Collateral 4350257390.57 Partial No IntW-9131 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Bank Yes 7316305052.19 1-5 Years No 4698068191.60 <7 Days Auto Loans 3863878054.69 Full No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.1 Asset-Backed Commercial Paper (ABCP) Single-Seller Retail No 33371068824.69 >5 Years Yes 6758663259.85 91-180 Days Auto Loans 3538031357.92 None Yes Treasury