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 Financial Group, Inc. - Parent Company Only O.W.6 Tender Option Bonds Small Business Yes 23410191482.20 1-5 Years Yes 2375348676.79 91-180 Days Credit Card Receivables 108813548.16 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds PSE No 38757004806.05 <1 Year Yes 9538974203.96 31-90 Days Other ABS Collateral 1089522435.23 Full No IntW-9977 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Small Business Yes 39881637960.79 >5 Years Yes 2506521169.01 31-90 Days Credit Card Receivables 4463326580.62 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Small Business No 727929981.47 <1 Year Yes 9989234794.54 <7 Days Credit Card Receivables 2039373639.66 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds PSE No 27308738704.58 1-5 Years Yes 7850190810.62 31-90 Days Other ABS Collateral 2254905817.72 Partial No IntW-5111 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds GSE No 46063308925.07 1-5 Years No 8859837977.13 31-90 Days Auto Loans 1356038615.35 Partial No IntW-2498 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Small Business No 28786579886.90 >5 Years Yes 9408527334.62 <7 Days Mortgage-Backed Securities 4184287795.06 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Non-Financial Corporate No 28841538477.89 >5 Years Yes 7205521987.43 7-30 Days Mortgage-Backed Securities 742405629.02 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Other No 25550820462.92 1-5 Years No 4841189653.14 91-180 Days Auto Loans 245601239.75 Full No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Other Supranational No 20138061554.41 1-5 Years Yes 2553980213.44 7-30 Days Credit Card Receivables 3971295377.01 Full Yes IntW-2132 Investment Banking
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Other Supervised Non-Bank Financial Entity No 13369842884.84 1-5 Years No 518885149.02 7-30 Days Credit Card Receivables 1723707259.49 Partial No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Other Yes 28696950183.56 1-5 Years No 6540357546.03 <7 Days Mortgage-Backed Securities 1909912160.49 None Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Financial Market Utility No 44568109559.78 >5 Years No 4135943203.25 7-30 Days Mortgage-Backed Securities 1305547213.76 None No IntW-4214 Trading
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds PSE Yes 27360654885.15 >5 Years No 812390310.96 31-90 Days Credit Card Receivables 112181273.75 Full Yes IntW-7047 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Central Bank Yes 31682505664.98 >5 Years Yes 5647088369.10 31-90 Days Auto Loans 2181596724.47 Partial Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Debt Issuing SPE Yes 1339251801.10 <1 Year Yes 1765358159.67 31-90 Days Auto Loans 4478210542.95 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Non-Financial Corporate No 15626646373.17 >5 Years No 2362713953.88 7-30 Days Credit Card Receivables 126073017.53 Partial No IntW-6985 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds MDB No 47056565048.67 1-5 Years Yes 767720576.93 91-180 Days Other ABS Collateral 2039816053.64 None No Capital Markets
2025-09-09 Liberty National Bank O.W.6 Tender Option Bonds Non-Financial Corporate Yes 39764355775.55 >5 Years No 2531201604.65 91-180 Days Auto Loans 699240586.79 Full No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Retail Yes 28718754731.97 >5 Years Yes 2675785850.46 7-30 Days Mortgage-Backed Securities 1881512239.01 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Investment Company or Advisor No 993013417.72 >5 Years No 3602171864.47 91-180 Days Mortgage-Backed Securities 4882826227.38 None No IntW-9130 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.6 Tender Option Bonds Other No 31959223234.23 <1 Year No 3605595442.97 31-90 Days Credit Card Receivables 4659549056.21 Full No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.6 Tender Option Bonds Other Supranational Yes 32066538401.65 >5 Years No 3532175489.87 31-90 Days Mortgage-Backed Securities 3907905294.41 Full No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.6 Tender Option Bonds Other Supervised Non-Bank Financial Entity No 29473728676.86 >5 Years Yes 4237751406.35 31-90 Days Auto Loans 1506317176.22 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds GSE No 10956824857.61 <1 Year No 2808086990.56 31-90 Days Other ABS Collateral 2634373641.96 Partial No IntW-2516 Wholesale Lending