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 Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) GSE Yes 21434883552.94 1-5 Years Yes 6760794051.57 91-180 Days Mortgage-Backed Securities 1884109116.02 Full No IntW-3224 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Broker-Dealer No 11374039286.25 <1 Year No 5511971244.78 <7 Days Other ABS Collateral 2302043536.17 Partial No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other No 49222226134.14 <1 Year No 2554166705.45 7-30 Days Auto Loans 1245469554.96 Full Yes IntW-8191 Capital Markets
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Investment Company or Advisor Yes 5015483919.26 >5 Years No 2161884007.60 <7 Days Credit Card Receivables 4691596466.66 Partial Yes IntW-4967 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 6774993084.08 >5 Years Yes 8743930543.43 <7 Days Other ABS Collateral 4794462389.06 Partial No IntW-2283 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other Supranational No 28887655648.44 1-5 Years No 9828831444.28 91-180 Days Mortgage-Backed Securities 3406206208.38 None No Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Sovereign No 17167429079.59 1-5 Years Yes 6014990858.48 91-180 Days Auto Loans 643353362.55 Partial No IntW-9219 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) GSE Yes 8130275746.44 >5 Years Yes 1702110668.83 31-90 Days Auto Loans 2222944357.27 Partial No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) MDB Yes 13920691547.84 >5 Years Yes 5866178661.59 91-180 Days Mortgage-Backed Securities 3728689070.40 Partial Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Small Business No 40026514237.44 <1 Year Yes 7658855498.52 <7 Days Mortgage-Backed Securities 2225682709.36 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) MDB Yes 49735486245.96 1-5 Years No 6893873061.66 <7 Days Credit Card Receivables 3809460121.32 None Yes IntW-5372 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) MDB Yes 33280542591.70 <1 Year Yes 3264133020.95 7-30 Days Auto Loans 1615665010.14 Full No IntW-8380 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Central Bank No 34530135383.54 <1 Year No 9968888160.35 91-180 Days Credit Card Receivables 2672469864.26 Partial Yes Investment Banking
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Retail No 8235699047.92 1-5 Years No 4422576685.92 7-30 Days Credit Card Receivables 889998892.18 None Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) PSE Yes 40374390292.92 <1 Year Yes 5336211049.80 7-30 Days Auto Loans 712348946.25 Partial No IntW-7157 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other No 26825768588.79 <1 Year Yes 1130914582.89 91-180 Days Auto Loans 2747299755.55 None No IntW-1588 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) MDB Yes 4493413450.00 1-5 Years Yes 3725365193.24 91-180 Days Credit Card Receivables 3658795186.55 Full Yes IntW-3253 Wholesale Lending
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 13033718209.89 1-5 Years No 5103239055.02 <7 Days Credit Card Receivables 3698298568.14 Partial Yes Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) MDB Yes 37577541679.63 1-5 Years Yes 3656240495.70 7-30 Days Credit Card Receivables 221047571.46 None No Wholesale Lending
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) GSE No 6305573309.32 <1 Year Yes 1208668562.54 <7 Days Other ABS Collateral 1199682551.12 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Non-Regulated Fund No 2722493387.03 >5 Years No 8151461547.82 31-90 Days Credit Card Receivables 3225445922.63 Full No IntW-5538 Wholesale Lending
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Financial Market Utility Yes 19528469608.06 >5 Years No 1886647754.61 <7 Days Auto Loans 4917111667.12 None Yes IntW-6482 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) GSE No 46776626097.86 <1 Year No 6536086026.59 <7 Days Credit Card Receivables 1830729670.68 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Non-Financial Corporate Yes 5461595655.53 >5 Years Yes 7361027958.81 31-90 Days Credit Card Receivables 2923376619.03 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) MDB No 47773610745.82 <1 Year No 3021523478.29 7-30 Days Auto Loans 1005490515.98 Full Yes Wholesale Lending