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 Yes 3294.97 Perpetual Yes 310.71 7-30 Days L-9 3106.68 Partial No Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 20179.96 Perpetual No 716.04 7-30 Days LC-1 23747.49 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 37989.18 Perpetual Yes 1489.73 91-180 Days LC-2 42398.22 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 11897.88 Perpetual No 682.65 <7 Days N-1 9758.57 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 33517.93 Perpetual Yes 1335.66 7-30 Days N-2 34531.81 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 6888.34 Perpetual No 423.81 91-180 Days N-3 7659.08 None No Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 23074.08 Perpetual Yes 1918.56 31-90 Days N-4 26509.66 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 3865.62 Perpetual Yes 165.30 <7 Days N-5 3529.15 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 20377.00 Perpetual No 707.36 91-180 Days N-6 23364.33 None No Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 37200.68 Perpetual No 2236.40 7-30 Days N-7 33516.54 Partial No Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 30204.97 Perpetual No 2108.30 <7 Days P-1 25801.96 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 40570.67 Perpetual Yes 3251.90 31-90 Days P-2 42776.90 None No Capital Markets
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 8663.71 Perpetual No 405.16 <7 Days S-8 9246.85 Partial No Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 204.78 Perpetual No 9.69 7-30 Days Y-1 183.16 None No Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 7516.91 Perpetual Yes 187.10 91-180 Days Y-2 6043.08 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 4287.16 Perpetual Yes 106.11 <7 Days Y-3 4452.77 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 28208.59 Perpetual No 1382.84 7-30 Days Y-4 29100.09 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 22086.68 Perpetual No 388.35 <7 Days Z-1 19067.66 None No Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 36141.07 Perpetual No 471.53 31-90 Days A-2 34877.27 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 31886.21 Perpetual No 2678.63 7-30 Days A-3 33120.06 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 38422.07 Perpetual Yes 2295.55 <7 Days A-4 43162.46 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 12471.96 Perpetual No 963.78 <7 Days A-5 12219.92 None Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other Yes 7934.92 Perpetual No 343.06 <7 Days CB-1 7299.43 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 6944.22 Perpetual Yes 391.74 91-180 Days CB-2 5960.59 None Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.3 Collateralized Commercial Paper Other No 15368.22 Perpetual Yes 588.69 <7 Days CB-3 16903.21 Full Yes Liberty Mortgage Services Corp. Trading