Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other Supranational Yes 1679578180.05 <1 Year No 6731614024.69 7-30 Days Auto Loans 1569655498.10 Partial Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) MDB Yes 1512436855.05 >5 Years Yes 2100123309.26 7-30 Days Other ABS Collateral 4125828533.46 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Bank No 6366683814.79 <1 Year Yes 7775352075.85 7-30 Days Mortgage-Backed Securities 2729091915.82 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Central Bank Yes 48682256682.39 >5 Years No 3990754934.51 91-180 Days Mortgage-Backed Securities 2304117665.24 None Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Small Business No 18667831068.42 1-5 Years No 9682858452.90 91-180 Days Credit Card Receivables 4011877553.28 Partial No IntW-5732 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 43395513834.96 <1 Year No 2531273610.53 <7 Days Credit Card Receivables 1607315182.16 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Broker-Dealer Yes 6157173458.25 <1 Year No 1261491497.09 31-90 Days Auto Loans 1759981757.15 Full No IntW-1232 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 41346550834.42 <1 Year Yes 7819706837.85 <7 Days Other ABS Collateral 1417958202.93 Partial No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) PSE No 6605723425.00 >5 Years No 192255308.72 31-90 Days Other ABS Collateral 3622042332.96 Full No Treasury
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) PSE No 9448095629.09 <1 Year No 7695640821.29 7-30 Days Other ABS Collateral 4249361195.44 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Retail No 16940832273.40 <1 Year Yes 7634460797.79 7-30 Days Auto Loans 205513568.75 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) PSE Yes 42613016438.60 <1 Year Yes 831996196.60 7-30 Days Auto Loans 175158369.80 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund Yes 14365205912.93 >5 Years No 6020856677.45 91-180 Days Other ABS Collateral 2836262510.35 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Retail No 47336944493.69 >5 Years Yes 2118292246.84 7-30 Days Auto Loans 633316413.34 Partial No IntW-2100 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Supranational No 12953224929.77 >5 Years No 3440120438.89 31-90 Days Credit Card Receivables 503303790.18 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE No 44532471009.60 >5 Years Yes 6471435127.39 91-180 Days Other ABS Collateral 619654976.51 Full Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) PSE No 3659267433.64 <1 Year No 6365996225.00 91-180 Days Mortgage-Backed Securities 4649412832.16 Partial Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE Yes 41269593460.17 1-5 Years Yes 8481725343.13 <7 Days Other ABS Collateral 2447082704.75 Partial No IntW-3392 Investment Banking
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor No 24078786511.51 <1 Year Yes 7285191801.50 <7 Days Other ABS Collateral 760614950.80 Full Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Small Business No 26737841593.20 >5 Years No 8260756244.40 91-180 Days Credit Card Receivables 1150950884.49 None Yes IntW-6673 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Retail No 45596798182.28 >5 Years Yes 3906285427.00 7-30 Days Other ABS Collateral 1982452856.26 Full Yes IntW-5185 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 21070266937.21 >5 Years No 8612939411.47 31-90 Days Auto Loans 2063599175.16 Partial No IntW-2794 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Broker-Dealer Yes 23502490328.81 <1 Year No 828139870.11 <7 Days Auto Loans 3933723161.90 Full No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 36000149311.26 <1 Year No 2121548133.54 91-180 Days Credit Card Receivables 3412302139.30 Partial No IntW-2121 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor No 371513822.82 <1 Year Yes 3726590806.29 <7 Days Credit Card Receivables 3601932138.86 Partial No IntW-6816 Investment Banking