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 International Finance Ltd. O.W.6 Tender Option Bonds Broker-Dealer Yes 41035384324.13 1-5 Years No 4206409079.16 7-30 Days Mortgage-Backed Securities 3660389358.74 None No IntW-8914 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Non-Regulated Fund Yes 47314831003.76 1-5 Years Yes 826427095.33 7-30 Days Mortgage-Backed Securities 422263125.45 Full Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Central Bank No 37658914983.85 <1 Year No 6386241596.34 31-90 Days Mortgage-Backed Securities 3135817982.23 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Other Supranational Yes 43046628632.87 <1 Year Yes 4885791553.12 <7 Days Auto Loans 264274567.81 None Yes IntW-9962 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Other Supervised Non-Bank Financial Entity Yes 9309410047.28 >5 Years No 812119012.03 31-90 Days Credit Card Receivables 586152387.43 Partial Yes IntW-9542 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Bank No 25973754797.51 >5 Years Yes 3345623270.99 91-180 Days Mortgage-Backed Securities 2027962588.16 None No IntW-6418 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Debt Issuing SPE Yes 41070306938.98 >5 Years No 3555510229.60 91-180 Days Mortgage-Backed Securities 132699757.95 None Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds GSE Yes 35094481997.31 >5 Years No 5623406734.18 <7 Days Auto Loans 1796578518.93 Full Yes IntW-1133 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Small Business Yes 31166602125.34 >5 Years No 3180095151.43 7-30 Days Auto Loans 2064933685.20 Partial No IntW-5402 Trading
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Non-Financial Corporate Yes 23358513952.28 1-5 Years No 7219832373.12 <7 Days Auto Loans 2342375776.49 Partial No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Bank Yes 37326068772.92 1-5 Years No 7505526689.98 91-180 Days Auto Loans 3484094119.72 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds GSE No 2852941801.06 <1 Year Yes 3520925541.28 <7 Days Other ABS Collateral 4462817726.69 Partial Yes IntW-2311 Wholesale Lending
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Financial Market Utility No 38726516980.15 >5 Years Yes 3358655414.04 31-90 Days Other ABS Collateral 2581474079.12 Full No IntW-2988 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Investment Company or Advisor Yes 42215740418.27 1-5 Years Yes 3287640986.81 31-90 Days Mortgage-Backed Securities 1764688.76 Full No Trading
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Other Supranational Yes 9222642086.15 >5 Years Yes 2207757359.84 91-180 Days Other ABS Collateral 94008721.66 None No Treasury
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Debt Issuing SPE No 22754988680.37 <1 Year Yes 6925330352.55 91-180 Days Auto Loans 3952099437.74 Full No IntW-6640 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Other Supranational Yes 47275559751.03 >5 Years Yes 3897660271.13 <7 Days Credit Card Receivables 2180331798.91 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Debt Issuing SPE Yes 39380478028.69 1-5 Years No 3407132769.48 31-90 Days Other ABS Collateral 2802623649.16 Full Yes IntW-1279 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Broker-Dealer No 20616886718.38 1-5 Years Yes 585731062.19 7-30 Days Mortgage-Backed Securities 1566831687.08 Partial No IntW-5098 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Central Bank Yes 36092046384.63 <1 Year Yes 818002491.28 91-180 Days Credit Card Receivables 1229401628.59 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Other Supranational Yes 35052295588.89 1-5 Years No 7178213395.29 31-90 Days Mortgage-Backed Securities 3010908741.26 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds GSE No 28016576764.78 >5 Years No 9702749683.38 7-30 Days Other ABS Collateral 864530421.00 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds MDB Yes 14547780672.35 <1 Year Yes 7890569390.32 91-180 Days Mortgage-Backed Securities 2740216193.37 Partial Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds GSE No 5831646369.50 <1 Year No 3420834123.76 31-90 Days Other ABS Collateral 1628855207.53 Partial No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Debt Issuing SPE No 16048960020.49 1-5 Years No 8433005970.00 91-180 Days Credit Card Receivables 2825420707.77 Full No Treasury