Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.3: Collateralized 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.3 Collateralized Commercial Paper Yes 6560520150.21 Day 6 Yes 5111342723.61 <7 Days Corporate Bonds 9014013012.38 None Yes IntW-8306 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 9814306225.44 Day 30 No 1248891229.80 31-90 Days Equities 12962412662.16 Full Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 6225646400.80 Day 32 No 2448113007.25 7-30 Days Agency MBS 1042323064.17 Partial No IntW-1635 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8945045023.46 >5 Yr Yes 9968857863.96 91-180 Days Cash 14016277165.74 None No Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 7962294603.02 Day 45 Yes 7507639192.87 31-90 Days Corporate Bonds 11648843249.83 Partial No IntW-1879 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 4265852222.36 >3 Yr <= 4 Yr No 6026562522.79 <7 Days Agency MBS 6473977241.94 Partial No IntW-9349 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 722590084.88 >= 1 Yr <= 2 Yr Yes 7411434440.83 <7 Days Other 7281942183.77 Partial No IntW-6627 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 4050471164.91 Day 49 No 551382478.84 <7 Days Equities 11327101720.09 None No Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 1783475147.44 180 - 270 Days Yes 9595852928.25 <7 Days Treasuries 8358569327.78 Partial No IntW-1656 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 2064338836.09 83 - 90 Days Yes 3599912757.64 91-180 Days Agency MBS 4567374727.72 Full Yes IntW-8331 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 5230225327.05 Day 53 No 2551453523.37 91-180 Days Treasuries 19145734186.07 None Yes IntW-9138 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 7842427800.99 Day 43 No 3493589406.67 91-180 Days Equities 9572731607.59 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 611774476.79 Day 48 No 2547753261.51 91-180 Days Agency MBS 12840241167.92 Full Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 4288255801.89 Day 4 No 9103412855.31 91-180 Days Treasuries 5031446146.30 None No IntW-1621 Trading
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 3646552310.76 180 - 270 Days No 560868861.96 7-30 Days Treasuries 3302930319.75 None No IntW-3728 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 1170869338.28 121 - 150 Days No 450203410.17 7-30 Days Corporate Bonds 16445044530.19 Full Yes IntW-6975 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 8591206831.38 Day 53 Yes 2488305098.96 7-30 Days Other 16952823068.71 None No IntW-5780 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 8441269252.03 Day 9 No 7905984477.20 31-90 Days Cash 13429826132.34 Full Yes IntW-5909 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 4947932439.56 Day 4 Yes 1739108503.77 91-180 Days Equities 5646076924.66 Full No IntW-5044 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 9261332700.17 Day 2 No 608046283.66 91-180 Days None 4264463806.24 Partial No IntW-6026 Wholesale Lending
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 3629776172.92 Day 51 No 6831271305.39 7-30 Days Cash 17445423599.38 Partial No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 8337708834.64 Day 53 Yes 3858344992.16 31-90 Days Treasuries 13020274129.52 Partial Yes IntW-7641 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 1440201491.01 Day 19 Yes 3956976392.85 31-90 Days Treasuries 10146300040.32 None No IntW-1852 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 9403177805.51 Day 59 Yes 1650670594.55 <7 Days Other 8683660563.38 Partial Yes IntW-8907 Investment Banking
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 826100856.39 Day 58 No 8019024473.77 31-90 Days Cash 11625507048.46 None Yes IntW-4030 Wholesale Lending