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 Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 7150424616.87 Day 45 No 1597661998.31 91-180 Days None 10213889987.28 Partial Yes IntW-2655 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 4482161803.56 Day 8 Yes 7827478313.21 <7 Days Corporate Bonds 10413251844.79 None Yes IntW-2813 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 6644330683.17 Day 57 No 1572830.57 7-30 Days None 114661333.81 Partial No IntW-6961 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 181361137.51 Day 41 No 8261759664.44 <7 Days Corporate Bonds 17595345808.09 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 33150652.44 Day 25 No 9089902496.91 91-180 Days None 9220298846.07 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 8420503166.80 Day 24 Yes 6663536831.66 91-180 Days None 18366708918.55 None No IntW-7380 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 9926205355.79 Day 34 Yes 2534080530.46 91-180 Days Agency MBS 13447866460.09 Full Yes IntW-6546 Treasury
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 4378616793.55 Day 22 Yes 975405475.78 91-180 Days Agency MBS 19479005768.96 None No IntW-9638 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper No 6723363881.36 Day 26 No 9209548013.93 31-90 Days Other 5883188954.13 Full Yes Treasury
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 4900984094.36 Day 51 Yes 4620116275.92 <7 Days Cash 14262253756.19 Partial No IntW-1132 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 9310874618.89 61 - 67 Days No 4311869209.94 31-90 Days Agency MBS 15153737992.05 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 6632110469.24 Day 19 Yes 8342261176.30 <7 Days Agency MBS 15987005124.75 Partial Yes IntW-6236 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 1387107817.91 Day 14 No 4354152235.29 31-90 Days Corporate Bonds 12072696176.11 None Yes IntW-8999 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8222984309.00 Day 41 Yes 7599930058.66 91-180 Days Treasuries 2884146231.06 None No IntW-1996 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 7251410814.39 Day 60 No 3244747248.29 <7 Days Cash 12713576808.12 Partial Yes IntW-8032 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8700219041.62 91 - 120 Days Yes 3176337012.49 91-180 Days Cash 15995701478.49 Partial Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8297840561.72 Day 44 No 8438939608.29 <7 Days Treasuries 6770643922.77 Partial No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 3941369874.78 Day 14 Yes 3959523669.25 7-30 Days None 6375113561.52 None No IntW-7128 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 3041269661.52 Day 1 No 6025756155.61 7-30 Days Other 124760240.11 Full No IntW-2573 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper No 3042616299.61 >5 Yr No 8701573038.30 91-180 Days Other 19959958585.08 Full No IntW-4502 Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 4811150435.34 >4 Yr <= 5 Yr Yes 2963550075.71 <7 Days Equities 10631591749.72 None No IntW-9661 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 6045369431.30 271 - 364 Days Yes 6565051973.41 <7 Days Corporate Bonds 3696805495.35 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 9750650864.35 Day 41 Yes 8339471939.11 31-90 Days Corporate Bonds 11295396336.96 None Yes IntW-8988 Trading
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 7756124432.62 Day 59 Yes 8725955572.54 <7 Days Treasuries 1538424603.87 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 1512912769.86 61 - 67 Days Yes 4607141190.44 31-90 Days Corporate Bonds 547317985.02 Full No IntW-5981 Wholesale Lending