Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.12: Structured Long Term Debt

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 National Bank O.W.12 Structured Long Term Debt Yes 12811085529.36 Day 59 No 582751827.26 91-180 Days Agency MBS 9408814672.68 Full No Capital Markets
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 16992023697.68 Day 18 Yes 373496262.16 7-30 Days Treasuries 2191460503.10 Full No IntW-3301 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 39222912972.69 91 - 120 Days Yes 6958351626.19 31-90 Days Treasuries 6002564878.27 Full No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 27163886897.99 Day 24 Yes 3213043141.50 31-90 Days None 19069706634.90 Full Yes IntW-1725 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 12781627030.84 Day 57 No 3739268124.55 7-30 Days Cash 6420887414.31 Full No Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 21211292655.39 68 - 74 Days No 5040682823.28 91-180 Days Other 17434415358.18 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 43101927545.48 Day 13 Yes 520642612.95 31-90 Days Equities 2826082745.96 Partial No IntW-6989 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 566171009.36 Perpetual Yes 3821243956.81 31-90 Days Treasuries 5220095174.04 Full No Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 43140540212.65 Day 45 No 8916882227.18 31-90 Days Cash 1694551372.23 Partial No Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 17736070564.71 Day 60 Yes 8414870393.22 <7 Days Equities 11010592598.01 None No IntW-2699 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 1361320389.49 Perpetual Yes 7564963974.13 <7 Days Treasuries 13034349542.27 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 963266149.95 Day 56 No 1512430463.01 91-180 Days Corporate Bonds 5365440263.19 Full No IntW-6364 Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 33809989452.29 83 - 90 Days Yes 890466679.71 91-180 Days None 19611038504.45 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 25405696189.52 Day 24 Yes 618407983.51 31-90 Days Other 1470146835.40 Partial No Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 49735840977.03 Day 13 Yes 258850729.46 91-180 Days Treasuries 15408213308.02 Full Yes IntW-9607 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 31274812288.21 Day 2 Yes 2582147856.91 31-90 Days Agency MBS 14557519169.56 None Yes IntW-3250 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 112312440.80 271 - 364 Days Yes 5269297394.62 7-30 Days Corporate Bonds 14118451973.44 Partial No IntW-8689 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 32600845459.20 Day 5 Yes 1793755947.16 <7 Days Agency MBS 14849669989.13 Full Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 27124731209.66 Day 3 Yes 6227915295.50 7-30 Days Cash 11684570590.74 Partial Yes IntW-1332 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 25541045456.49 Day 10 Yes 7293498507.74 7-30 Days Other 2191010201.48 Partial No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 19297288244.99 Day 58 Yes 3070454252.23 7-30 Days Corporate Bonds 536103660.81 None Yes IntW-7588 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 24660518621.98 Day 60 Yes 7167750523.79 7-30 Days None 11241141450.68 Full Yes IntW-3812 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 15588997927.35 Day 42 Yes 3746559498.17 91-180 Days Corporate Bonds 19583174363.73 Partial No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 19186179060.89 Day 27 Yes 6002562913.31 91-180 Days Treasuries 4722317610.31 None No Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 3388439318.30 Day 18 No 4689091492.30 7-30 Days Treasuries 18725471687.64 Full Yes IntW-1256 Investment Banking