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 Bank No 41047073194.75 >5 Years No 3443161679.81 31-90 Days Other ABS Collateral 3347417332.99 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.6 Tender Option Bonds Broker-Dealer No 14963536445.56 1-5 Years No 3075942742.61 91-180 Days Other ABS Collateral 3486504396.42 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 6045.15 Open No 597.30 91-180 Days A-0-Q 6097.35 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 29872.78 Open Yes 2594.62 <7 Days A-1-Q 25895.49 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 40603.51 Open Yes 907.25 91-180 Days A-2-Q 47753.43 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 29572.86 Open Yes 2527.20 7-30 Days A-3-Q 34278.45 Partial No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 6299.33 Open No 198.08 91-180 Days A-4-Q 5917.65 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 21657.80 Open No 1680.14 91-180 Days A-5-Q 25685.10 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 9728.20 Open Yes 834.08 <7 Days CB-1-Q 7928.77 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 12175.44 Open Yes 244.89 91-180 Days CB-2-Q 13859.25 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 19834.75 Open Yes 1465.71 91-180 Days S-1-Q 20002.01 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 9350.94 Open No 263.39 91-180 Days S-2-Q 9931.81 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 4452.16 Open No 300.38 <7 Days S-3-Q 4437.56 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 20476.12 Open No 482.13 7-30 Days S-4-Q 17719.17 None No Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 29738.13 Open No 637.18 91-180 Days CB-3-Q 34045.32 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 11476.29 Open No 742.52 7-30 Days G-1-Q 13630.22 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 32376.67 Open No 2400.26 7-30 Days G-2-Q 30657.29 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 7971.68 Open No 340.23 31-90 Days G-3-Q 7521.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 10508.98 Open Yes 564.02 <7 Days S-5-Q 11193.22 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 36076.04 Open Yes 1754.09 31-90 Days S-6-Q 42385.50 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 20071.02 Open No 1721.44 91-180 Days S-7-Q 20738.06 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 9578.14 Open Yes 520.94 <7 Days E-1-Q 11074.79 Partial No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 32932.84 Open Yes 1464.54 7-30 Days E-2-Q 27389.54 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 1305.45 Open Yes 23.27 <7 Days IG-1-Q 1144.79 None No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 17577.66 Open Yes 1283.12 91-180 Days IG-2-Q 14866.43 Full Yes Liberty Mortgage Services Corp. Trading