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 Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 6324707617.98 Day 15 No 3948635092.88 7-30 Days Treasuries 13890825237.44 Partial Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 742902424.61 Day 23 No 122518468.27 91-180 Days Other 1672570835.44 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 6361061318.77 Day 40 No 5896768880.27 31-90 Days Treasuries 4239554641.77 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 4227960653.00 Day 12 Yes 5738659555.66 7-30 Days Treasuries 15593249470.72 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 6350711840.76 Day 23 No 7927784709.32 7-30 Days None 3200835192.12 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 5866761586.64 Day 27 No 2714345055.82 91-180 Days Agency MBS 10741942757.96 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 4803215699.95 180 - 270 Days No 6925695016.03 31-90 Days Cash 16319149741.46 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 5526471814.68 Day 44 No 1530399340.23 <7 Days Other 15049250440.30 Partial Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 9761097497.57 Day 22 No 5076752478.00 <7 Days Cash 9085809431.47 Full No IntW-9817 Investment Banking
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 1037106322.03 Day 44 Yes 3849526679.87 91-180 Days Treasuries 14051499628.40 Full Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 7457179343.29 Day 55 Yes 7595025526.31 7-30 Days Other 16717944178.18 None No IntW-6059 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 8786631846.10 Day 37 No 864766593.00 91-180 Days Treasuries 11321177586.25 Partial No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper Yes 3781759618.85 Day 48 Yes 5018605046.67 91-180 Days None 3883871907.61 Partial Yes IntW-4120 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 7663028708.96 Day 36 No 415706259.86 7-30 Days Equities 17625292449.21 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 3965112648.45 Day 38 No 5016790120.91 7-30 Days Other 16386395353.67 None No IntW-3588 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 43085884.62 >4 Yr <= 5 Yr No 1847428313.17 31-90 Days Cash 16338802708.27 Full No IntW-8992 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 2024966638.16 Day 23 Yes 169300123.80 31-90 Days Other 1191766675.43 Full No IntW-3745 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 2971524078.91 Day 27 Yes 9314707056.48 <7 Days Cash 1363089035.74 Full No IntW-1193 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 1202205114.30 Day 18 No 1352951044.11 91-180 Days Corporate Bonds 3880199000.73 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 1925950215.19 Day 14 Yes 9891676674.80 <7 Days Treasuries 16021431453.41 Partial Yes IntW-6237 Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 5509224643.46 Day 9 Yes 8579194569.21 <7 Days Corporate Bonds 15033176064.71 None No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 4603239735.02 Day 17 No 9301459889.49 91-180 Days None 751639724.13 Full Yes IntW-5873 Investment Banking
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 2780578219.66 Day 16 No 8723833584.62 31-90 Days Treasuries 8842187036.60 Full No IntW-1741 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 4173907874.60 Open Yes 7708144467.13 91-180 Days Other 12946344772.52 Partial Yes IntW-5663 Trading
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 9847613543.41 Day 56 Yes 7385642242.51 <7 Days None 10036213374.62 None No IntW-5102 Capital Markets