Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.14: Unsecured Notes

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.14 Unsecured Notes No 6173471645.65 Day 56 No 1396794978.62 <7 Days None 13319436490.14 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 9179424706.25 Day 52 No 2349288641.32 7-30 Days Agency MBS 2986260664.85 Full Yes IntW-5214 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 9905193011.90 Day 56 No 9744855038.48 31-90 Days None 13106921505.75 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 3155131984.53 Day 21 No 9660986797.37 31-90 Days Cash 965905971.18 Full No IntW-6159 Capital Markets
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes No 5462494177.02 Day 34 No 7703252446.28 91-180 Days Agency MBS 16946663188.57 None Yes IntW-8832 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 5544097926.52 Day 34 Yes 3152425364.56 91-180 Days None 2857806765.60 Partial Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.14 Unsecured Notes Yes 7012657295.90 91 - 120 Days Yes 5537519695.84 <7 Days Treasuries 13756324420.31 Full No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes No 1949688707.99 151 - 179 Days No 2759551713.47 <7 Days None 14066447409.16 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 6804271540.93 Day 2 No 6459921117.27 91-180 Days None 12562680391.65 None Yes IntW-5572 Investment Banking
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes No 252165422.57 91 - 120 Days No 9122366518.58 91-180 Days Treasuries 11530512488.25 Full Yes IntW-4113 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes No 9122349195.43 Day 20 No 3741465958.58 91-180 Days Treasuries 173934185.98 Full Yes Capital Markets
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes Yes 5168426648.77 Day 35 No 831098363.77 7-30 Days Agency MBS 1385272965.06 Partial Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 9323754024.54 Day 2 No 7778823014.71 91-180 Days Agency MBS 11764620162.27 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 2548450904.14 Day 34 Yes 2228129375.70 <7 Days Corporate Bonds 18741083459.86 None No Capital Markets
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes Yes 2138669620.48 >2 Yr <= 3 Yr No 3548812033.31 <7 Days Corporate Bonds 7123139431.34 None Yes IntW-7411 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 809944336.90 Day 24 No 6093090997.47 91-180 Days None 8217028224.02 None Yes IntW-5891 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 9702380700.62 Day 3 No 2923230166.85 91-180 Days Other 10819153931.72 Partial No IntW-2857 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 4230252909.09 >= 1 Yr <= 2 Yr No 250265904.53 <7 Days None 19730185512.13 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 3493995575.84 75 - 82 Days Yes 4958767333.66 31-90 Days None 2769732568.98 Full Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 7429748581.51 >4 Yr <= 5 Yr Yes 405683508.10 91-180 Days Other 12749448150.33 None Yes IntW-8487 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes Yes 1022427759.71 180 - 270 Days No 6135168683.50 7-30 Days Corporate Bonds 9594084057.12 None Yes IntW-9240 Treasury
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes No 5843199284.55 Day 50 No 9714314624.46 31-90 Days Corporate Bonds 17161728123.15 Partial Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 9770069386.29 Perpetual Yes 7561329505.62 31-90 Days Cash 5463646126.93 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes No 2726506414.44 Perpetual No 412754307.02 91-180 Days None 11408224172.57 None No Investment Banking
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes No 1183416288.91 Day 51 Yes 4080882389.12 91-180 Days Equities 4685889685.25 Partial No IntW-7419 Investment Banking