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 8787748441.67 Day 16 Yes 9927108546.79 7-30 Days Equities 9982146650.25 Partial Yes IntW-2044 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes No 8485039774.99 Day 52 No 5909370999.58 <7 Days Other 11094287651.87 None Yes IntW-5055 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes No 2224109974.26 Day 20 Yes 7218123194.13 <7 Days Agency MBS 14980521294.28 Full Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.14 Unsecured Notes No 6634861964.64 Day 40 No 6880979762.61 31-90 Days None 4599348988.87 Full Yes IntW-7914 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 6099125067.74 83 - 90 Days No 6939140128.06 91-180 Days Cash 7257108578.80 Full Yes IntW-5680 Wholesale Lending
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes Yes 1398049862.58 Day 50 No 5677355409.71 <7 Days Equities 15681864000.52 Partial Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 2710852670.52 Day 21 Yes 3564917135.87 31-90 Days Treasuries 19921813356.48 None No IntW-2362 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes Yes 172709566.09 91 - 120 Days Yes 7001903863.10 <7 Days Corporate Bonds 13649354891.39 Full No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 1845662798.00 Day 12 No 3025454905.89 31-90 Days Treasuries 9210614387.69 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 2804213188.68 Day 34 No 9060881373.93 31-90 Days Agency MBS 15716345911.34 Full Yes IntW-8327 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes Yes 1069228852.16 Day 16 No 8216923170.00 31-90 Days Agency MBS 3463578436.02 None Yes IntW-5590 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes No 3941374550.04 Day 49 Yes 9721446354.76 7-30 Days Cash 5286172088.09 Partial No IntW-1405 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes Yes 6601144552.86 Day 2 No 5442033141.17 31-90 Days None 1040764225.92 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes Yes 8680180857.54 Day 33 Yes 9711054894.84 <7 Days Other 18030040501.79 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes Yes 9656143303.28 Day 29 Yes 7920538001.80 91-180 Days Corporate Bonds 8675037928.97 None Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.14 Unsecured Notes Yes 2054295174.35 Day 7 No 6089885663.97 91-180 Days Corporate Bonds 19590908142.55 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 4475607780.80 Day 48 No 3771406035.13 31-90 Days Treasuries 32795270.17 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.14 Unsecured Notes Yes 3391681237.45 Day 15 Yes 3779355731.65 31-90 Days Other 5288628325.61 Partial No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes No 1618756432.30 Day 38 No 7724853560.80 91-180 Days Equities 18346589338.82 Full No IntW-7030 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.14 Unsecured Notes Yes 6181478801.94 Day 55 Yes 9898444664.04 7-30 Days Agency MBS 19889135038.95 None No IntW-4244 Trading
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes Yes 9661401186.36 >5 Yr Yes 36024824.00 91-180 Days Equities 18299797131.72 None Yes IntW-8590 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.14 Unsecured Notes No 518317582.52 Day 56 Yes 2601328472.19 7-30 Days Agency MBS 19499297509.69 Full No IntW-7640 Investment Banking
2025-09-09 Liberty National Bank O.W.14 Unsecured Notes Yes 3984962852.00 Day 35 No 1763386728.30 91-180 Days Treasuries 17352897594.65 Partial Yes Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.14 Unsecured Notes No 3572531362.69 Day 41 Yes 6371451809.27 <7 Days Other 18958558510.09 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.14 Unsecured Notes Yes 5671063091.35 Day 48 No 7507917637.91 <7 Days Treasuries 8028497987.33 Partial No IntW-3595 Investment Banking