Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.10: Offshore Borrowing

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 Mortgage Services Corp. O.W.10 Offshore Borrowing Yes 48621715438.68 68 - 74 Days No 5079884714.45 <7 Days None 13148673579.16 None No Treasury
2025-09-09 Liberty National Bank O.W.10 Offshore Borrowing No 46070618295.17 68 - 74 Days No 8870192958.16 31-90 Days None 2129183124.07 None Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.10 Offshore Borrowing No 44199905582.62 Day 14 Yes 6272044342.73 91-180 Days Treasuries 17217078668.91 Partial Yes IntW-3076 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.10 Offshore Borrowing No 31791335567.84 Day 40 No 5150627332.97 7-30 Days Equities 7155387208.92 Partial No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.10 Offshore Borrowing No 21420769373.02 Day 47 Yes 1898302669.93 31-90 Days Cash 15416042628.09 Partial Yes IntW-3760 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.10 Offshore Borrowing No 3500437377.70 83 - 90 Days Yes 7110174275.64 31-90 Days Treasuries 710112376.83 None Yes IntW-8583 Capital Markets
2025-09-09 Liberty National Bank O.W.10 Offshore Borrowing No 6776418865.16 Day 16 No 8616176984.10 31-90 Days None 63721990.88 Partial Yes IntW-2510 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.10 Offshore Borrowing Yes 15068416591.38 Day 44 Yes 7001483225.55 <7 Days Treasuries 9778843961.62 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.10 Offshore Borrowing No 41595359117.19 Day 53 No 7899062864.14 <7 Days Other 9190792052.18 None Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.10 Offshore Borrowing No 49815554828.27 75 - 82 Days Yes 6053514193.57 <7 Days Corporate Bonds 7640200355.00 Full No Trading
2025-09-09 Liberty International Finance Ltd. O.W.10 Offshore Borrowing No 42578408877.70 83 - 90 Days No 5090427458.18 <7 Days None 16751382512.25 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.10 Offshore Borrowing Yes 35128859404.33 Day 11 Yes 6442051810.98 7-30 Days Treasuries 16298666859.07 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.10 Offshore Borrowing Yes 8997861887.54 61 - 67 Days Yes 1948324977.97 31-90 Days Cash 8248033676.92 Full No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.10 Offshore Borrowing No 12567411064.47 Day 47 No 1653651395.29 31-90 Days Cash 6939580461.20 Full Yes IntW-8472 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.10 Offshore Borrowing No 9374014178.24 Day 50 Yes 9448819998.85 31-90 Days Agency MBS 16383506506.22 None No IntW-5982 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.10 Offshore Borrowing Yes 41311704553.79 Day 13 No 800507554.56 91-180 Days Other 17231535725.07 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.10 Offshore Borrowing No 20852204810.09 Day 8 Yes 7236307028.62 91-180 Days None 16617365082.88 Full Yes IntW-1566 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.10 Offshore Borrowing No 49062473466.27 Day 50 No 1428372067.15 7-30 Days Corporate Bonds 10400912144.91 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.10 Offshore Borrowing No 35039532056.27 Day 13 No 766996567.16 7-30 Days Corporate Bonds 18352494243.44 Partial No IntW-7962 Trading
2025-09-09 Liberty National Bank O.W.10 Offshore Borrowing Yes 9321374465.79 Day 40 No 1499663550.63 7-30 Days Cash 13540565581.82 Partial Yes IntW-5718 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.10 Offshore Borrowing No 4580086967.90 Day 42 No 4715873493.01 7-30 Days Other 5480834456.54 None Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.10 Offshore Borrowing Yes 38684602229.28 151 - 179 Days Yes 4214523052.29 <7 Days Treasuries 11518167232.71 Full No Wholesale Lending
2025-09-09 Liberty National Bank O.W.10 Offshore Borrowing No 45768167535.95 151 - 179 Days No 4221919775.29 <7 Days Agency MBS 1325083547.51 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.10 Offshore Borrowing No 8656383408.29 Day 21 No 5055256069.17 7-30 Days Other 4047455378.30 Full Yes IntW-9328 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.10 Offshore Borrowing Yes 44476767180.58 Day 23 No 6720246196.63 31-90 Days Equities 10291708733.10 Partial No Wholesale Lending