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 Capital Markets Inc. O.W.6 Tender Option Bonds Investment Company or Advisor No 24885144521.67 <1 Year Yes 8033922364.39 <7 Days Other ABS Collateral 967056795.90 None Yes IntW-3317 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Non-Financial Corporate Yes 39170366817.94 1-5 Years No 6047690211.88 91-180 Days Mortgage-Backed Securities 3499514744.84 None Yes IntW-7076 Capital Markets
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds MDB No 16113581180.11 1-5 Years No 2507449068.10 7-30 Days Credit Card Receivables 2488668751.27 Full No IntW-2852 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds MDB No 14814701494.52 1-5 Years No 1726100532.25 <7 Days Other ABS Collateral 2249726568.52 Partial No IntW-7650 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Small Business Yes 48945092073.77 1-5 Years No 1590988863.03 7-30 Days Credit Card Receivables 4254067551.45 Full No IntW-8608 Wholesale Lending
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Central Bank Yes 35888030579.00 >5 Years Yes 9627762597.65 7-30 Days Mortgage-Backed Securities 133816986.69 None Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Pension Fund Yes 10257959802.35 <1 Year Yes 3091734795.00 91-180 Days Auto Loans 337386732.33 None No IntW-3774 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds MDB Yes 35669733742.61 >5 Years Yes 9104529786.58 91-180 Days Auto Loans 3393759692.05 Full Yes IntW-3607 Trading
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds GSE No 32371016604.53 >5 Years No 5553589354.23 91-180 Days Mortgage-Backed Securities 1866704386.12 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Debt Issuing SPE No 14279695789.55 1-5 Years Yes 6613423112.12 <7 Days Credit Card Receivables 2878589195.68 Full No IntW-8710 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Sovereign Yes 9711255870.66 1-5 Years No 9513698006.90 31-90 Days Mortgage-Backed Securities 3023016027.02 Full No Wholesale Lending
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Other Supranational No 27257716916.99 1-5 Years No 7298018714.06 7-30 Days Auto Loans 4850646986.77 Partial Yes IntW-6880 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Bank No 48677747655.21 1-5 Years Yes 7394284166.12 <7 Days Auto Loans 517781205.91 None Yes IntW-8794 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Pension Fund Yes 13201759157.77 >5 Years Yes 3961152265.35 <7 Days Auto Loans 4647401943.78 Partial Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds MDB Yes 46178203987.45 >5 Years Yes 8507684057.06 31-90 Days Credit Card Receivables 3259164925.32 Partial No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Other Yes 47136770272.71 <1 Year No 2144783300.00 <7 Days Mortgage-Backed Securities 1673949404.47 None Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Financial Market Utility No 21740600737.64 <1 Year No 8850916079.27 91-180 Days Mortgage-Backed Securities 2771071321.47 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Broker-Dealer Yes 20470833605.92 <1 Year Yes 1515173830.05 31-90 Days Mortgage-Backed Securities 312603541.33 Full Yes IntW-8751 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds MDB Yes 6497800769.02 1-5 Years Yes 6759244841.96 91-180 Days Mortgage-Backed Securities 2386138640.63 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Pension Fund Yes 37156127950.13 >5 Years Yes 7616961387.78 7-30 Days Mortgage-Backed Securities 3632960299.66 Full No IntW-9024 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Non-Regulated Fund No 14560484743.73 >5 Years No 4762572035.90 <7 Days Other ABS Collateral 2789459284.31 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds GSE Yes 25386739905.04 1-5 Years Yes 3849732290.27 31-90 Days Auto Loans 4280231944.99 None Yes IntW-7758 Trading
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Debt Issuing SPE No 13019187128.44 1-5 Years Yes 1555488324.09 31-90 Days Mortgage-Backed Securities 3699039862.80 Full Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Financial Market Utility Yes 35777373541.81 <1 Year Yes 4536682119.74 7-30 Days Credit Card Receivables 613140979.72 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Financial Market Utility Yes 12339215029.76 >5 Years No 6333291603.00 <7 Days Credit Card Receivables 3175083213.55 Partial Yes IntW-1947 Treasury