Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.4: Asset-Backed Securities (ABS)

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.4 Asset-Backed Securities (ABS) Retail No 49794236855.16 >5 Years No 5291702714.73 7-30 Days Mortgage-Backed Securities 4002418316.52 None No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Retail No 6026616005.28 1-5 Years Yes 9060269769.12 <7 Days Mortgage-Backed Securities 4286509973.49 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 48121114650.38 1-5 Years No 8156810716.46 31-90 Days Credit Card Receivables 1027482577.15 Full No IntW-7314 Treasury
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE Yes 45204514932.96 1-5 Years Yes 8729251431.93 7-30 Days Mortgage-Backed Securities 4147636070.64 Partial Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE No 15225172131.28 <1 Year Yes 1770656363.12 91-180 Days Auto Loans 214595265.45 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) PSE Yes 34528623287.81 <1 Year No 5453287814.97 7-30 Days Auto Loans 3835499547.31 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Sovereign No 23641425931.50 1-5 Years No 1112286375.95 91-180 Days Other ABS Collateral 2169469504.39 None Yes IntW-8589 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 2937215888.28 1-5 Years No 2288279323.41 31-90 Days Mortgage-Backed Securities 1742449322.21 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity No 9606418373.07 1-5 Years No 3993811596.91 7-30 Days Credit Card Receivables 1459871366.82 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Yes 43956548539.76 >5 Years No 9551801201.33 7-30 Days Credit Card Receivables 2371657004.44 Partial No IntW-7304 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Bank No 40070866548.92 1-5 Years Yes 4679394159.93 <7 Days Auto Loans 3847658478.63 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity Yes 6963095673.70 <1 Year Yes 7921490105.51 7-30 Days Mortgage-Backed Securities 4269471339.13 Full Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) MDB Yes 34295773635.59 1-5 Years No 244874713.89 31-90 Days Mortgage-Backed Securities 3993262282.72 Full Yes IntW-8111 Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 1018776240.59 >5 Years No 8705449051.96 7-30 Days Auto Loans 4503824050.88 Partial No Investment Banking
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Bank No 27534701514.26 1-5 Years Yes 9107101459.47 7-30 Days Mortgage-Backed Securities 3046212880.62 Partial Yes IntW-5227 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Financial Market Utility No 3757744957.80 <1 Year No 776362538.87 31-90 Days Other ABS Collateral 4368330185.41 Partial No IntW-3583 Trading
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) GSE Yes 35936484003.76 >5 Years Yes 7205843251.43 91-180 Days Mortgage-Backed Securities 2011227586.64 Partial No IntW-8254 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 6123891921.81 >5 Years Yes 2253732834.54 <7 Days Other ABS Collateral 256307299.36 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Bank Yes 46845699182.35 <1 Year Yes 5717534496.74 <7 Days Other ABS Collateral 2363719435.69 Partial Yes IntW-8289 Investment Banking
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity No 35212566758.44 1-5 Years Yes 7294583780.66 91-180 Days Mortgage-Backed Securities 1948848115.86 None No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 36693023570.50 1-5 Years Yes 3492132917.75 91-180 Days Auto Loans 3742978158.72 Full Yes IntW-3890 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Other Supranational No 31832421910.94 <1 Year No 513093146.92 7-30 Days Mortgage-Backed Securities 4947550704.55 None No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 3921041428.50 1-5 Years Yes 8460853350.74 31-90 Days Auto Loans 1646619576.20 None Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) PSE No 11469060108.60 >5 Years No 6280281281.65 31-90 Days Credit Card Receivables 1620262654.47 Full Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Bank Yes 13220178990.21 <1 Year No 997706711.35 7-30 Days Other ABS Collateral 1311510461.27 Full No Treasury