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 National Bank O.W.8 Commercial Paper Yes 2049650617.12 Day 7 Yes 214048842.63 7-30 Days Equities 3904740994.60 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 4652549386.71 Day 44 No 4567836337.54 31-90 Days Corporate Bonds 11077004336.47 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 8013467077.68 Day 44 No 5649172315.02 31-90 Days None 8104027247.66 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 6594464190.01 Day 6 No 9732957676.20 7-30 Days Other 16108348987.62 None Yes IntW-7578 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 5974581625.28 Day 31 Yes 9517805517.70 7-30 Days Other 19542482920.32 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 8544972697.68 Day 44 No 8062081143.20 91-180 Days Treasuries 5630927852.19 Partial Yes IntW-3525 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 4827966061.56 180 - 270 Days No 7845682884.37 <7 Days Corporate Bonds 11004766282.24 None Yes IntW-7280 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper No 539227956.74 Day 47 Yes 1493642622.31 7-30 Days Agency MBS 1296173675.63 None No IntW-1155 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper No 9185466214.60 Day 4 No 2148347254.82 <7 Days None 17832658745.38 Partial No IntW-9250 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper No 1835567016.09 Day 28 No 5998533820.14 7-30 Days None 10837183589.94 None Yes IntW-9005 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper No 6042326148.22 Day 15 No 5835893563.82 7-30 Days Corporate Bonds 16235270289.41 Full Yes IntW-1962 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper No 2617280449.62 >5 Yr Yes 1456047812.75 31-90 Days Cash 14313623688.63 Full Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.8 Commercial Paper Yes 5208560654.97 Day 11 Yes 3583067719.91 31-90 Days None 7048586267.92 Full No IntW-7110 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 4129767259.39 Day 10 Yes 5026848425.54 91-180 Days Equities 2842216916.80 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 971568709.34 Day 53 Yes 2009369862.08 31-90 Days Treasuries 4196087726.26 Partial Yes IntW-2173 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 152338231.64 Day 8 Yes 3139154939.02 31-90 Days None 19850339791.00 Partial Yes IntW-1727 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 7738695813.24 Day 24 Yes 5996913978.55 <7 Days Other 1576354133.13 Full No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 353633640.31 Day 44 No 1274043548.56 31-90 Days Corporate Bonds 17503118194.43 Full Yes IntW-1396 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 7830186734.74 Perpetual No 4488653684.20 31-90 Days Equities 9638964331.67 Full No IntW-5890 Capital Markets
2025-09-09 Liberty National Bank O.W.8 Commercial Paper Yes 8136955012.65 Day 12 Yes 1948224721.60 <7 Days Equities 1201346248.00 Full No IntW-8593 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.8 Commercial Paper Yes 1758162429.99 Day 49 No 2887428650.29 7-30 Days Treasuries 16640779468.01 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.8 Commercial Paper Yes 9545025501.55 Day 51 No 3501846281.20 7-30 Days Agency MBS 15832395339.63 Full No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper Yes 5954504521.74 Day 9 Yes 4729885159.45 <7 Days Corporate Bonds 3402546638.64 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.8 Commercial Paper Yes 1041653420.77 Day 22 Yes 7175599737.92 7-30 Days Other 11102381732.31 Full No IntW-5403 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.8 Commercial Paper No 7132002972.25 Day 20 Yes 8089952090.76 91-180 Days None 18665752637.59 None No IntW-4623 Wholesale Lending