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) Other Supranational Yes 6911514970.39 >5 Years Yes 5273754489.27 31-90 Days Auto Loans 629089202.72 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor Yes 2610440636.45 1-5 Years Yes 939580624.34 7-30 Days Mortgage-Backed Securities 987630992.59 None No Treasury
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Pension Fund Yes 29902738387.77 <1 Year Yes 6737414357.04 7-30 Days Auto Loans 1310121710.82 Partial Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Bank No 23390071192.42 >5 Years Yes 4593303476.12 31-90 Days Credit Card Receivables 1319344255.34 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE No 38117713615.46 >5 Years Yes 4994992594.80 31-90 Days Credit Card Receivables 3160288874.09 Partial Yes IntW-7895 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 19113465746.55 >5 Years No 8338989612.74 91-180 Days Auto Loans 3915231111.61 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other Supranational Yes 48685400346.86 >5 Years No 6108772651.39 91-180 Days Auto Loans 396315649.92 None Yes IntW-1836 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Bank No 45699400839.25 1-5 Years No 1050226563.37 31-90 Days Mortgage-Backed Securities 4535508455.79 Partial No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Other Yes 3984120587.54 >5 Years Yes 3180378340.37 7-30 Days Other ABS Collateral 2561867973.23 None No IntW-7808 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other No 41834802346.36 <1 Year No 8231460720.76 31-90 Days Other ABS Collateral 1992321463.39 None No IntW-2796 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Bank Yes 3861171820.87 1-5 Years No 1355324407.75 31-90 Days Mortgage-Backed Securities 851834663.58 Partial No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 40467534059.19 1-5 Years Yes 6010384805.20 <7 Days Mortgage-Backed Securities 675440512.40 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 35120204361.32 1-5 Years No 4596793830.70 31-90 Days Auto Loans 2009862808.72 None No IntW-5265 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Supranational Yes 12683305038.85 >5 Years No 1167406530.02 31-90 Days Other ABS Collateral 4515133525.56 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Central Bank Yes 36740119327.84 >5 Years No 8551654580.20 <7 Days Credit Card Receivables 4571498416.30 None No IntW-4373 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Pension Fund Yes 9525355265.60 1-5 Years No 6245119308.04 7-30 Days Mortgage-Backed Securities 4836030547.82 Full No IntW-7515 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Other Supranational No 45474896806.35 <1 Year Yes 3008824491.48 31-90 Days Auto Loans 214988129.81 None Yes IntW-5622 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity No 35708585372.99 >5 Years Yes 7480887918.23 7-30 Days Other ABS Collateral 3537057943.54 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity Yes 14985601895.83 1-5 Years No 8018143397.91 7-30 Days Mortgage-Backed Securities 2677078593.07 None Yes IntW-8882 Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) GSE Yes 47577686564.84 1-5 Years Yes 5410205831.27 <7 Days Credit Card Receivables 489624767.71 Full Yes IntW-2863 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Bank No 31983532041.53 <1 Year No 1734713254.63 7-30 Days Mortgage-Backed Securities 4176207434.20 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Central Bank Yes 13366384386.37 <1 Year No 5661612106.11 31-90 Days Credit Card Receivables 4668454101.99 Full No IntW-8917 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 24507270366.31 <1 Year No 5483094284.73 <7 Days Credit Card Receivables 4408690822.98 Partial No IntW-4074 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) MDB No 6110541460.89 <1 Year Yes 8407758228.00 91-180 Days Credit Card Receivables 2130078767.31 None No Capital Markets
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor No 16395895503.89 >5 Years Yes 1729273168.40 91-180 Days Credit Card Receivables 2368011947.62 None Yes Capital Markets