Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.8: Commercial Paper

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 Mortgage Services Corp. O.W.8 Commercial Paper Yes 5945591319.71 Day 48 Yes 99299455.23 7-30 Days Treasuries 2752999937.57 None Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 1045010376.11 Day 56 Yes 8878194212.33 <7 Days Cash 13517186818.74 Partial No IntW-5762 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper No 5490802622.11 >3 Yr <= 4 Yr Yes 7761781706.00 31-90 Days Agency MBS 10738947139.58 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper No 6150419859.69 Day 23 No 8275002142.68 <7 Days Other 4594437871.69 None No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 8016500858.36 271 - 364 Days No 7473711870.28 <7 Days None 10111116159.30 Partial No IntW-2670 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 6526751863.24 Day 21 No 2927524028.16 31-90 Days Cash 13750188853.20 Full Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 5424177758.35 Day 3 No 4694805695.97 91-180 Days Equities 2877314860.64 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 5156103105.19 Day 39 Yes 5713506855.75 91-180 Days Corporate Bonds 10267141527.80 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper No 1443796610.63 Day 5 No 4418380746.59 <7 Days Other 14086183681.93 Partial No IntW-5877 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 6025285138.09 Day 33 Yes 2207604139.06 7-30 Days Corporate Bonds 7438054743.06 Partial No IntW-5689 Trading
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper No 5506744466.09 Day 37 No 3699371604.19 31-90 Days Corporate Bonds 2250871798.42 None No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 7264941563.70 Day 49 No 4361148186.11 <7 Days Corporate Bonds 5471153228.46 None No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 2652021045.23 Day 46 Yes 1966930897.17 7-30 Days Equities 7729938594.02 Full Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 6119414739.81 61 - 67 Days No 2813431425.89 91-180 Days Equities 6781771738.64 None Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 4723756577.91 Day 45 No 6152960063.55 31-90 Days Equities 4344313154.64 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper No 1212197942.72 Day 21 Yes 589224122.70 7-30 Days None 3638565057.78 Partial Yes IntW-9080 Trading
2025-09-09 Liberty National Bank O.W.8 Commercial Paper No 8121316572.37 Day 50 Yes 1231889954.85 91-180 Days Other 8224336225.94 Partial No IntW-1814 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 2019161093.39 Day 55 No 8664010764.57 7-30 Days Cash 5566440413.34 Partial No IntW-5292 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 9551454427.78 Perpetual No 899561114.36 <7 Days Cash 7043959590.20 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 9319759284.74 Day 18 No 1351775760.40 31-90 Days None 12282530002.69 Partial No IntW-4344 Investment Banking
2025-09-09 Liberty National Bank O.W.8 Commercial Paper No 287431229.25 Day 52 Yes 4781976724.83 <7 Days Equities 13561290566.67 None No IntW-6401 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 8471179134.91 Day 11 No 8926972787.98 7-30 Days Corporate Bonds 8738945741.74 Partial No Treasury
2025-09-09 Liberty National Bank O.W.8 Commercial Paper Yes 663610806.62 Day 28 Yes 120476199.20 7-30 Days Other 14822813389.04 None Yes IntW-2160 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper No 7481084521.10 Day 39 No 3238405817.22 <7 Days Other 11121135350.03 Full No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 2425021136.50 Day 4 No 6916962250.85 31-90 Days Equities 19377731401.00 Full No Wholesale Lending