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 Capital Markets Inc. O.W.8 Commercial Paper No 2523471837.78 Day 59 No 9121625330.92 7-30 Days Agency MBS 6850919633.21 None No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 5721369002.07 Day 56 No 6339852728.92 91-180 Days Treasuries 10042198718.72 None No IntW-7106 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 9748176703.66 Day 60 No 6556607321.91 <7 Days Other 3434424611.06 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 8423078697.52 Day 3 No 727535839.47 <7 Days Corporate Bonds 2104166872.53 Partial No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 5499158857.42 Day 57 No 4581051767.95 7-30 Days Equities 16591199341.78 None Yes IntW-5865 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 3545932790.68 >4 Yr <= 5 Yr No 377317494.49 <7 Days None 7830431497.15 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 2516078876.10 75 - 82 Days Yes 9904757574.77 7-30 Days Agency MBS 15644579078.48 Full No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 420804721.26 Day 21 No 5343320410.57 91-180 Days Equities 9092251527.19 None Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 332160977.12 Day 35 No 3991681610.55 91-180 Days Corporate Bonds 5565064965.00 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper No 9205934180.78 Day 55 No 2036446887.28 7-30 Days Agency MBS 16628769277.53 None No Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 43073230.92 Day 28 Yes 1653652830.29 7-30 Days Other 16582415303.20 Partial No IntW-6831 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 2100543512.68 Day 34 No 3868487612.42 31-90 Days Treasuries 12812121514.03 Full Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 8942667642.56 Day 1 No 9695055214.76 91-180 Days Treasuries 5600614943.46 Full Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 5264471131.61 Day 4 No 5921779423.21 31-90 Days None 5765874241.33 None No IntW-7225 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 6997683922.18 68 - 74 Days No 2056484191.90 91-180 Days Corporate Bonds 7796569469.96 Partial Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 449018761.20 Perpetual Yes 8247646166.88 91-180 Days Equities 872108475.06 Partial Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 6081847380.80 Day 60 No 5976848493.10 91-180 Days Cash 17337969267.38 Full Yes IntW-7837 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 3458925954.91 Day 27 No 3349320151.44 7-30 Days Agency MBS 15212505099.93 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper No 3804033300.53 Day 44 No 3961271904.37 91-180 Days Agency MBS 18737234181.19 None No IntW-4616 Capital Markets
2025-09-09 Liberty National Bank O.W.8 Commercial Paper Yes 6210082804.12 Day 17 Yes 2584095573.18 31-90 Days Treasuries 17514971327.23 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 9918658636.71 Day 31 Yes 9525948531.63 <7 Days Other 15023798334.67 Full No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 4031459363.54 Day 44 No 6417651600.84 <7 Days Other 9375467184.19 None No IntW-8122 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 3886672874.11 >= 1 Yr <= 2 Yr No 313998676.25 <7 Days Treasuries 2373572023.21 Partial Yes IntW-1262 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 6241235717.31 Day 38 No 9716639497.80 <7 Days Treasuries 8675512689.30 Partial No IntW-6611 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 2818502909.19 Day 59 No 1273206959.92 31-90 Days Agency MBS 3736755753.38 Partial No IntW-3355 Investment Banking