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 8898668602.32 Day 17 No 9521709755.86 31-90 Days Agency MBS 15781124827.50 None No IntW-7058 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 4522860287.17 Day 13 Yes 3512523400.18 31-90 Days Other 8645298058.13 Partial Yes IntW-6779 Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 9953.92 Open No 396.77 31-90 Days A-0-Q 8643.67 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 3138.22 Open Yes 309.32 91-180 Days A-1-Q 2636.81 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 15501.48 Open No 692.42 7-30 Days A-2-Q 13910.19 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 43007.77 Open No 227.48 91-180 Days A-3-Q 41466.80 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 29206.60 Open No 1410.91 7-30 Days A-4-Q 34974.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 24394.28 Open Yes 1285.79 91-180 Days A-5-Q 28717.64 Partial No Trading
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 38116.86 Open No 197.91 <7 Days CB-1-Q 42639.79 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 2457.68 Open Yes 200.17 91-180 Days CB-2-Q 2418.83 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 25260.38 Open Yes 331.86 <7 Days S-1-Q 29147.74 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 40455.80 Open No 3343.65 7-30 Days S-2-Q 42959.95 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 14634.76 Open No 784.43 <7 Days S-3-Q 14220.64 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 23964.47 Open Yes 337.97 7-30 Days S-4-Q 24611.81 Full No Trading
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 19142.56 Open Yes 797.49 <7 Days CB-3-Q 17341.27 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 43420.35 Open No 3029.09 7-30 Days G-1-Q 40858.11 Partial No Treasury
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 31423.43 Open No 548.38 31-90 Days G-2-Q 32494.23 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 15798.75 Open No 1165.80 31-90 Days G-3-Q 18432.80 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 18839.15 Open No 950.09 7-30 Days S-5-Q 16514.25 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 13499.95 Open No 1071.98 91-180 Days S-6-Q 13054.97 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 14887.92 Open Yes 1310.08 7-30 Days S-7-Q 14545.71 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail No 34525.85 Open No 182.87 7-30 Days E-1-Q 34547.82 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 38298.90 Open Yes 597.26 91-180 Days E-2-Q 45595.53 None No Treasury
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 17034.89 Open No 1421.19 7-30 Days IG-1-Q 18038.54 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.3 Collateralized Commercial Paper Retail Yes 4067.13 Open Yes 201.20 <7 Days IG-2-Q 3650.43 Full Yes Liberty Mortgage Services Corp. Wholesale Lending