Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.6: Tender Option Bonds

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.6 Tender Option Bonds Broker-Dealer No 28224406666.53 >5 Years Yes 3442981166.82 91-180 Days Credit Card Receivables 3472963667.05 Partial No IntW-2996 Capital Markets
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Non-Financial Corporate Yes 37625574581.41 >5 Years No 7995286664.90 91-180 Days Credit Card Receivables 2840303446.67 Full No Investment Banking
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Bank Yes 3391639650.82 <1 Year Yes 1881624661.22 <7 Days Credit Card Receivables 3167917199.01 None No Treasury
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Financial Market Utility Yes 42610907217.28 >5 Years No 226071015.17 7-30 Days Other ABS Collateral 1551138122.95 None Yes IntW-8367 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Investment Company or Advisor Yes 13975015651.58 <1 Year Yes 6560489251.72 31-90 Days Mortgage-Backed Securities 1453830074.32 None No IntW-1151 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Investment Company or Advisor No 44495942476.30 >5 Years No 6958021711.55 7-30 Days Credit Card Receivables 1703585065.96 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds MDB Yes 21645724732.42 >5 Years No 2994802451.15 91-180 Days Other ABS Collateral 1231272780.12 Full No IntW-4047 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Investment Company or Advisor No 44831655622.13 <1 Year No 4377331154.34 31-90 Days Other ABS Collateral 4051728356.76 Full No Treasury
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Investment Company or Advisor No 13068101740.99 <1 Year Yes 8019438812.30 7-30 Days Other ABS Collateral 1990230246.82 Full No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Other Supranational No 29200848742.89 1-5 Years No 9210715265.75 91-180 Days Mortgage-Backed Securities 2031572839.21 Partial Yes IntW-9855 Investment Banking
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Other No 6465383947.90 >5 Years Yes 9206058532.22 7-30 Days Mortgage-Backed Securities 2866926799.40 None No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Pension Fund Yes 21875079396.96 <1 Year Yes 1501005231.82 7-30 Days Mortgage-Backed Securities 3042412854.58 Partial No IntW-5825 Treasury
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds GSE No 47728805845.15 >5 Years No 2795021867.95 91-180 Days Mortgage-Backed Securities 2621742428.70 Partial No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Bank No 44138192809.66 1-5 Years Yes 618927656.49 31-90 Days Other ABS Collateral 2469469244.74 Full Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Debt Issuing SPE Yes 46641042018.50 1-5 Years No 8280499230.36 31-90 Days Credit Card Receivables 4619086187.97 None No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Other Supervised Non-Bank Financial Entity Yes 35137857238.89 <1 Year No 3124257828.76 <7 Days Other ABS Collateral 2563087057.53 Partial No IntW-8880 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Financial Market Utility Yes 32061506836.70 <1 Year No 7368987220.36 <7 Days Mortgage-Backed Securities 1133312580.83 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Bank No 32284795302.77 <1 Year Yes 8463190095.37 7-30 Days Other ABS Collateral 3492613356.39 Partial No IntW-4369 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Central Bank Yes 24436420893.83 >5 Years No 745809935.65 <7 Days Credit Card Receivables 971674992.14 Full Yes IntW-5372 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Financial Market Utility Yes 15264963347.82 >5 Years Yes 4396890381.54 7-30 Days Credit Card Receivables 11456506.78 Partial No IntW-3820 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Non-Financial Corporate No 13521588327.54 1-5 Years Yes 7154179910.19 91-180 Days Other ABS Collateral 4965628260.67 Full Yes Capital Markets
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds GSE No 10173280223.46 <1 Year No 7587204309.82 7-30 Days Credit Card Receivables 2199843887.93 None Yes IntW-2996 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Central Bank Yes 35895008145.99 >5 Years Yes 7649791213.38 31-90 Days Auto Loans 1861182800.01 None No IntW-7358 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Non-Regulated Fund Yes 21032136566.96 >5 Years No 6710486936.99 <7 Days Mortgage-Backed Securities 4112934017.28 Partial No IntW-9914 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds MDB Yes 17889929926.82 1-5 Years No 572177323.88 91-180 Days Credit Card Receivables 3826759624.34 Full No Trading