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. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 4437180474.05 271 - 364 Days No 904038172.59 <7 Days Other 10099758329.25 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 1197415827.94 Day 48 Yes 289498652.10 31-90 Days Corporate Bonds 6190359013.45 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8328488848.19 Day 31 No 478157638.67 91-180 Days Agency MBS 13312372763.07 None No IntW-7987 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper No 2922760163.50 Day 41 Yes 1615319924.11 <7 Days Other 11408950063.72 Full No IntW-3717 Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 9854988783.66 Day 44 No 3774520990.31 <7 Days Equities 1761287690.19 None No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 1224290535.39 Day 37 Yes 9282618036.71 31-90 Days Corporate Bonds 10864210792.39 Full Yes IntW-7351 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 599972363.01 Perpetual No 6660768442.84 91-180 Days Equities 3781011785.95 None No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper Yes 963895640.00 Day 33 Yes 3463216372.14 31-90 Days Treasuries 12107258704.29 None Yes IntW-8491 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 3929586270.76 83 - 90 Days No 4983689879.16 91-180 Days Treasuries 5995660288.03 Partial Yes IntW-3686 Capital Markets
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 5393510884.06 Day 13 No 1513467425.52 7-30 Days Agency MBS 152314122.00 Full No IntW-1818 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 5043419824.27 >2 Yr <= 3 Yr Yes 8106325326.99 91-180 Days Other 18034698811.30 None No IntW-8816 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper No 1415799471.16 Day 17 Yes 3122879282.04 <7 Days Agency MBS 14108886359.92 Full Yes IntW-7316 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper No 4074841597.72 Day 27 No 9594894032.37 31-90 Days Cash 15410062787.80 None Yes Investment Banking
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 6895299532.83 Day 52 Yes 4986806056.41 <7 Days Treasuries 12220383093.42 Full No IntW-3796 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.3 Collateralized Commercial Paper Yes 3938745659.65 >2 Yr <= 3 Yr Yes 2466312765.87 7-30 Days Agency MBS 12195858122.72 Partial Yes IntW-8136 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 3290466229.82 Day 34 Yes 7962013488.03 31-90 Days Corporate Bonds 6579511418.59 Full No Trading
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 2796277850.02 Day 32 No 4263835358.71 91-180 Days Corporate Bonds 19558222929.76 None Yes IntW-1204 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.3 Collateralized Commercial Paper No 8453024684.42 >5 Yr No 2166123028.70 7-30 Days None 18338572092.13 Full Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper No 7962451630.59 121 - 150 Days Yes 7994944522.11 91-180 Days Other 17382132010.68 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper No 296596958.89 Day 51 No 3254783422.03 <7 Days Corporate Bonds 13122002980.47 Full No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.3 Collateralized Commercial Paper Yes 3783083419.01 Day 19 No 5021360744.43 <7 Days Equities 19126611210.54 Partial Yes Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 3697802138.99 Day 53 No 1552385466.63 31-90 Days None 19293848505.01 Partial No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.3 Collateralized Commercial Paper No 2728306356.64 Day 27 No 2447933538.59 7-30 Days Equities 14684424051.53 Partial No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.3 Collateralized Commercial Paper Yes 1395994710.54 68 - 74 Days Yes 2189690538.15 <7 Days Equities 1160278593.61 None Yes IntW-1193 Treasury
2025-09-09 Liberty National Bank O.W.3 Collateralized Commercial Paper Yes 7200787981.79 Day 9 Yes 8849786493.01 31-90 Days Cash 8475393081.58 Partial No IntW-8681 Wholesale Lending