Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.7: Other Asset-Backed Financing

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.7 Other Asset-Backed Financing Bank No 1611401836.07 >5 Years No 8167362759.31 91-180 Days Other ABS Collateral 1325252108.71 Full No IntW-2817 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.7 Other Asset-Backed Financing Other Supervised Non-Bank Financial Entity No 25846779004.91 <1 Year Yes 4533327248.71 7-30 Days Credit Card Receivables 2410039035.95 Full Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing Other Yes 1929140439.96 1-5 Years Yes 1814791213.77 7-30 Days Mortgage-Backed Securities 1252241349.75 Full No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.7 Other Asset-Backed Financing Other Yes 36650957417.17 1-5 Years Yes 5766690643.00 <7 Days Mortgage-Backed Securities 4044593156.29 Partial No IntW-7511 Treasury
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Financial Market Utility Yes 39151606651.46 1-5 Years No 7084066507.73 <7 Days Auto Loans 1797965817.47 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.7 Other Asset-Backed Financing Small Business No 96015648.56 1-5 Years Yes 5318496898.59 91-180 Days Other ABS Collateral 4264270838.15 Partial Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.7 Other Asset-Backed Financing Retail Yes 1599953372.56 <1 Year Yes 8248564009.38 7-30 Days Other ABS Collateral 4659827785.35 Full No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing GSE Yes 46482099828.65 <1 Year No 2061968282.12 <7 Days Mortgage-Backed Securities 607659701.30 Full Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.7 Other Asset-Backed Financing Investment Company or Advisor No 36976346023.51 <1 Year No 2613852495.61 31-90 Days Other ABS Collateral 4563825195.76 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.7 Other Asset-Backed Financing Non-Regulated Fund Yes 20725482446.92 >5 Years No 4427859227.99 31-90 Days Other ABS Collateral 2107588888.63 Full No IntW-4042 Capital Markets
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Central Bank No 24676076014.26 <1 Year No 1290736856.91 <7 Days Credit Card Receivables 4761585039.40 None Yes IntW-9222 Investment Banking
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Broker-Dealer Yes 45949401865.99 >5 Years Yes 3385924759.98 7-30 Days Credit Card Receivables 3025263024.10 Partial Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing Debt Issuing SPE No 37182294007.48 <1 Year No 5349349624.28 7-30 Days Mortgage-Backed Securities 1874372869.64 None No IntW-3909 Investment Banking
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Broker-Dealer Yes 14682001486.35 >5 Years No 8717536003.87 7-30 Days Credit Card Receivables 1849381759.27 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.7 Other Asset-Backed Financing Other No 29308522206.80 >5 Years No 3535016573.30 7-30 Days Credit Card Receivables 813991052.66 None No IntW-7312 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.7 Other Asset-Backed Financing Other Yes 4038375421.39 1-5 Years No 3474996047.01 <7 Days Mortgage-Backed Securities 3089814200.14 Partial Yes Investment Banking
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Supranational Yes 23143669081.50 >5 Years No 9631056698.63 31-90 Days Other ABS Collateral 1230627414.86 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.7 Other Asset-Backed Financing Other Supervised Non-Bank Financial Entity No 44410038746.76 >5 Years No 9144344633.19 7-30 Days Auto Loans 1529256475.08 Full No Trading
2025-09-09 Liberty International Finance Ltd. O.W.7 Other Asset-Backed Financing Broker-Dealer No 29680211234.88 <1 Year Yes 6192500476.53 7-30 Days Auto Loans 2318079350.49 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing Central Bank Yes 10937250015.74 1-5 Years No 3204872384.14 7-30 Days Credit Card Receivables 2791518233.44 Full No Trading
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Small Business Yes 29180340340.99 >5 Years No 6235986692.80 <7 Days Auto Loans 4545423833.62 Full Yes Treasury
2025-09-09 Liberty National Bank O.W.7 Other Asset-Backed Financing Other Yes 21435737233.38 >5 Years No 2942549225.82 31-90 Days Auto Loans 414477142.12 Partial Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing Other Supervised Non-Bank Financial Entity Yes 15614969739.09 >5 Years No 9472046461.63 91-180 Days Other ABS Collateral 1991542833.16 Partial Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.7 Other Asset-Backed Financing Non-Regulated Fund Yes 14964333236.80 <1 Year No 3293567830.62 91-180 Days Other ABS Collateral 2793976525.45 Full Yes IntW-9814 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.7 Other Asset-Backed Financing PSE No 7145771916.09 >5 Years No 2240659633.37 7-30 Days Credit Card Receivables 3827915885.24 Partial Yes Wholesale Lending