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 8197407319.58 Day 19 No 5820179327.98 <7 Days Corporate Bonds 1209266286.65 Partial Yes IntW-4563 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 5880775694.04 >= 1 Yr <= 2 Yr Yes 7840120630.12 <7 Days Cash 19575940459.45 None Yes IntW-7358 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 1149584214.71 Day 33 Yes 4888851114.30 <7 Days Treasuries 5392728946.45 Partial Yes IntW-2863 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 6713590399.74 Day 1 No 1208154860.51 7-30 Days Agency MBS 13251436724.88 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 7391793596.40 Day 33 Yes 2691641301.86 <7 Days None 763305208.77 Full Yes IntW-8331 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 2834307379.91 Day 29 No 2011981711.65 31-90 Days Equities 17522087301.14 None No IntW-5889 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 3615471014.35 Day 33 Yes 7522908682.71 <7 Days Treasuries 18082901418.29 None No Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 7720464013.11 91 - 120 Days Yes 6042693238.13 7-30 Days Other 10199585059.85 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 4341340114.77 61 - 67 Days No 3672972918.01 <7 Days Equities 10871652831.42 Partial No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 3889583336.06 Day 36 Yes 4919104331.51 7-30 Days Cash 3052546129.52 None Yes IntW-8065 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 7514328214.64 Day 33 No 8892729970.51 7-30 Days Equities 13761545244.77 Partial Yes IntW-5596 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 1162438157.34 Day 12 No 9467049773.29 7-30 Days Cash 15640908616.72 Partial Yes IntW-4210 Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 40999836.21 Day 6 No 8842268074.99 <7 Days Agency MBS 17199569677.44 Full No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 6520317078.30 Day 14 No 1625819682.12 91-180 Days Equities 7011938224.31 Full Yes IntW-7556 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper No 812242465.20 Day 7 No 5606257728.74 91-180 Days Corporate Bonds 7060031537.62 Full Yes IntW-9981 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 4029053504.01 >5 Yr Yes 5352889090.80 7-30 Days Equities 8008291897.77 None No Investment Banking
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 1342952056.32 Day 45 No 3353548990.89 91-180 Days None 9220803087.19 Partial No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 9655561223.67 >4 Yr <= 5 Yr Yes 2467569014.86 <7 Days Cash 11786965432.64 Partial Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8893156828.73 >= 1 Yr <= 2 Yr Yes 3992005940.28 7-30 Days Other 16100212783.67 None Yes IntW-6762 Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 6907593988.26 Day 47 Yes 9957511360.32 <7 Days Treasuries 9807512229.93 Partial Yes IntW-5714 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 3094033150.79 Day 29 No 601558029.17 7-30 Days Corporate Bonds 190347885.80 Partial No IntW-1368 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 952708051.31 Day 6 No 7900159922.04 7-30 Days Agency MBS 1289869796.01 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 2951091917.77 151 - 179 Days Yes 5602758704.37 31-90 Days Treasuries 3351153667.35 Full No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 4986994978.69 75 - 82 Days Yes 7769626957.79 <7 Days Corporate Bonds 16800971471.36 None No IntW-4811 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 5430842560.60 Day 41 No 1616577602.43 91-180 Days Corporate Bonds 844634900.74 None Yes IntW-2475 Trading