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 National Bank O.W.4 Asset-Backed Securities (ABS) Small Business Yes 19328163144.01 <1 Year Yes 8044224931.17 31-90 Days Other ABS Collateral 3606226836.08 None Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Bank Yes 11730885210.86 >5 Years No 5135692353.00 91-180 Days Mortgage-Backed Securities 2392072832.38 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Bank Yes 33263821596.85 >5 Years No 6432910288.55 91-180 Days Mortgage-Backed Securities 17978342.58 Full No IntW-2762 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Pension Fund No 6636906398.98 >5 Years No 8797759733.48 <7 Days Mortgage-Backed Securities 3165513510.18 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Sovereign No 48436173636.21 1-5 Years Yes 9135178385.87 91-180 Days Auto Loans 3644320425.72 None No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Bank No 14135011699.83 <1 Year Yes 116185310.72 31-90 Days Mortgage-Backed Securities 4501509724.87 None Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) PSE Yes 7722082906.66 >5 Years Yes 8368931178.89 31-90 Days Auto Loans 4955688531.80 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 9022557572.74 <1 Year No 8738910478.17 31-90 Days Other ABS Collateral 1786650904.57 None Yes IntW-5962 Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Small Business No 21013845769.63 <1 Year Yes 2566990508.80 31-90 Days Other ABS Collateral 4358374830.44 Full No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) PSE Yes 25125791072.55 <1 Year Yes 5060298463.32 31-90 Days Mortgage-Backed Securities 4085423034.26 Partial No IntW-3832 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Pension Fund No 27299773408.11 <1 Year Yes 5073847194.61 91-180 Days Credit Card Receivables 4700201902.54 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) GSE Yes 30648927629.14 1-5 Years Yes 8598964780.40 <7 Days Credit Card Receivables 4036852853.83 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Central Bank No 34328168445.24 >5 Years Yes 6755019638.96 <7 Days Mortgage-Backed Securities 1721749771.87 None Yes IntW-4023 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 29939080532.67 >5 Years Yes 8306236732.43 31-90 Days Auto Loans 714310256.48 Partial Yes IntW-8090 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) GSE Yes 21105513405.90 <1 Year No 892439920.50 7-30 Days Mortgage-Backed Securities 4213969347.15 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate No 22356184658.71 <1 Year Yes 7553745307.10 7-30 Days Mortgage-Backed Securities 4715332868.31 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) PSE No 11994355298.48 <1 Year Yes 4447403663.12 31-90 Days Other ABS Collateral 2821401938.84 Full Yes IntW-5471 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Other Supranational No 6788746409.45 <1 Year Yes 3494068556.69 <7 Days Other ABS Collateral 606999776.46 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Pension Fund Yes 15583653113.69 <1 Year No 7068476952.89 7-30 Days Credit Card Receivables 189221323.55 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) MDB Yes 1767455221.38 >5 Years Yes 8468535294.74 <7 Days Mortgage-Backed Securities 4204046547.66 Partial No IntW-2783 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Other Supranational No 43613596030.92 1-5 Years Yes 7719941540.59 <7 Days Other ABS Collateral 3296637067.52 Partial Yes IntW-7021 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE Yes 24098158837.99 1-5 Years Yes 4080542574.69 <7 Days Auto Loans 3889067831.72 None Yes Capital Markets
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Broker-Dealer No 32999250562.48 <1 Year Yes 1619463816.25 91-180 Days Auto Loans 1087645704.06 Full Yes IntW-9438 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Retail Yes 45372915039.10 <1 Year Yes 347275536.88 31-90 Days Auto Loans 609765288.40 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor No 8552460460.67 <1 Year No 1318467033.18 7-30 Days Auto Loans 32243510.61 None No Investment Banking