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
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 41650.67 Perpetual No 3343.72 31-90 Days E-10 37613.62 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 5527.52 Perpetual No 199.09 31-90 Days E-3 4992.50 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 41475.53 Perpetual Yes 999.20 31-90 Days E-4 34414.34 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 25651.70 Perpetual Yes 2413.54 91-180 Days E-5 28551.62 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 5474.92 Perpetual Yes 132.37 <7 Days E-6 4714.43 None Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 25935.58 Perpetual Yes 787.34 7-30 Days E-7 22852.65 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 37088.70 Perpetual Yes 1889.94 31-90 Days E-8 32617.90 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 22432.92 Perpetual No 1594.29 <7 Days E-9 26619.43 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 39201.78 Perpetual No 965.52 <7 Days G-4 33545.32 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 17397.69 Perpetual Yes 218.35 <7 Days IG-3 15076.18 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 17001.21 Perpetual Yes 339.43 7-30 Days IG-4 17652.78 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 42008.25 Perpetual Yes 67.85 31-90 Days IG-5 41342.69 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 16987.65 Perpetual No 1243.40 7-30 Days IG-6 17648.21 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 28586.89 Perpetual No 1435.81 91-180 Days IG-7 25066.29 Partial No Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 9381.28 Perpetual No 163.26 7-30 Days IG-8 7648.94 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 10333.98 Perpetual Yes 605.50 7-30 Days L-1 11783.15 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 40279.64 Perpetual Yes 1488.33 <7 Days L-10 45623.70 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 25386.29 Perpetual Yes 160.26 91-180 Days L-11 24904.58 None No Capital Markets
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 31198.09 Perpetual Yes 1386.96 91-180 Days L-2 35547.67 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 18470.66 Perpetual Yes 1825.41 7-30 Days L-3 19703.26 None No Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 879.12 Perpetual No 70.50 <7 Days L-4 801.48 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 28565.77 Perpetual No 2095.64 7-30 Days L-5 23464.44 None No Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 9441.50 Perpetual Yes 248.91 91-180 Days L-6 9925.48 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 29556.65 Perpetual No 1677.80 7-30 Days L-7 28475.52 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 23974.22 Perpetual Yes 826.03 <7 Days L-8 23572.56 None Yes Liberty Mortgage Services Corp. Treasury