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) Other Supervised Non-Bank Financial Entity Yes 45832379686.48 <1 Year Yes 6216789921.70 31-90 Days Other ABS Collateral 620302001.03 Partial Yes IntW-5396 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Central Bank Yes 5854109646.37 <1 Year Yes 7197300526.01 7-30 Days Mortgage-Backed Securities 3602156804.70 None No IntW-2341 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Debt Issuing SPE Yes 37514315614.62 1-5 Years Yes 2766183262.36 31-90 Days Credit Card Receivables 4512633477.59 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 31094642903.20 <1 Year No 3161932618.49 91-180 Days Auto Loans 633699666.12 Partial No IntW-9471 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Small Business Yes 33104289983.70 1-5 Years No 617016235.36 7-30 Days Auto Loans 1251839977.73 Partial Yes IntW-1537 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) MDB Yes 29374818048.94 >5 Years No 9644757462.37 <7 Days Mortgage-Backed Securities 3809919516.33 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other Yes 37179111962.86 <1 Year No 1605532887.16 31-90 Days Auto Loans 2181348391.16 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) PSE Yes 2516056459.77 <1 Year No 5106764547.82 91-180 Days Other ABS Collateral 1383834108.72 Partial Yes IntW-9421 Treasury
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Other Supranational No 4659844916.62 >5 Years Yes 9850884149.42 7-30 Days Credit Card Receivables 3331545589.36 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Bank Yes 45720649094.65 <1 Year Yes 1915406227.44 31-90 Days Mortgage-Backed Securities 1174204791.30 Full No IntW-5215 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Small Business Yes 42147912789.39 <1 Year No 8614413579.44 7-30 Days Credit Card Receivables 990922860.75 None Yes IntW-4204 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Sovereign No 19910788699.59 >5 Years No 3853461506.68 7-30 Days Credit Card Receivables 4138180518.74 Partial No IntW-3956 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.4 Asset-Backed Securities (ABS) Other No 956752368.50 <1 Year Yes 6757253351.63 <7 Days Other ABS Collateral 4310299176.13 None Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Other No 34915443017.70 >5 Years Yes 258567520.46 31-90 Days Credit Card Receivables 548855985.20 None No IntW-8194 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Other Supervised Non-Bank Financial Entity No 34616021091.25 >5 Years No 6760276252.88 91-180 Days Credit Card Receivables 2182458809.57 Full No IntW-8736 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.4 Asset-Backed Securities (ABS) Sovereign Yes 1916204072.21 <1 Year No 6270440828.79 <7 Days Auto Loans 576075673.74 None No IntW-9059 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Central Bank No 29581198314.07 <1 Year Yes 7109817393.31 <7 Days Mortgage-Backed Securities 773316801.54 Full Yes IntW-6611 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Financial Market Utility No 9741161466.88 <1 Year Yes 3911951586.67 7-30 Days Mortgage-Backed Securities 1699904950.49 Partial No IntW-3848 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Retail No 26149099876.58 1-5 Years No 4062358542.79 91-180 Days Credit Card Receivables 2840244460.08 Partial No IntW-2480 Trading
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Pension Fund Yes 24708123335.70 1-5 Years Yes 8274450601.13 7-30 Days Mortgage-Backed Securities 1244130420.34 Full Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.4 Asset-Backed Securities (ABS) Pension Fund No 37152349539.26 >5 Years Yes 6399693954.55 <7 Days Mortgage-Backed Securities 3816581851.40 Partial Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) GSE No 8294553154.34 1-5 Years No 5190892499.87 <7 Days Other ABS Collateral 1026904247.77 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.4 Asset-Backed Securities (ABS) Other Yes 7372585764.76 <1 Year Yes 5389937303.36 <7 Days Mortgage-Backed Securities 2276944193.78 Partial Yes IntW-5785 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.4 Asset-Backed Securities (ABS) Other Supranational No 8800826584.07 <1 Year No 2471281304.19 7-30 Days Credit Card Receivables 3992370937.15 None Yes IntW-5345 Treasury
2025-09-09 Liberty National Bank O.W.4 Asset-Backed Securities (ABS) Financial Market Utility No 6297135026.50 <1 Year Yes 6808219501.88 91-180 Days Mortgage-Backed Securities 4885689497.76 None No IntW-7966 Trading