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 Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 28093057207.77 Day 34 No 2254854230.90 <7 Days Treasuries 8290226259.07 Partial No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 46467376341.39 Day 37 No 7239537788.02 <7 Days None 15845170291.22 Full Yes IntW-7879 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 43602246803.96 Day 19 No 2642083975.07 91-180 Days Equities 8424531952.62 Full No IntW-5065 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 16279085286.68 Day 44 No 7880725413.92 31-90 Days Equities 18721948082.19 None No Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 47072866424.68 Day 55 No 6148318775.10 91-180 Days Equities 3456135172.49 None No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 4016296578.91 Day 1 No 9473919462.14 <7 Days Equities 11265783255.78 None Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 47819945634.77 Day 17 Yes 5221861152.91 31-90 Days Agency MBS 3335373552.72 Partial No IntW-7476 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 37047540563.13 180 - 270 Days Yes 6413960415.84 91-180 Days Equities 17673473339.90 Full Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 10455785748.41 Day 21 No 1710565055.20 7-30 Days Corporate Bonds 3053039777.35 Partial Yes IntW-7761 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 45511331895.67 >= 1 Yr <= 2 Yr Yes 3618980214.57 31-90 Days Agency MBS 18797119495.65 Full Yes IntW-9393 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 11280306258.30 Day 25 Yes 2721707504.94 91-180 Days Other 11397085449.81 Partial Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 49200815567.58 Day 3 Yes 3324787705.57 91-180 Days Other 11447984486.70 None Yes IntW-3841 Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 38159001493.59 271 - 364 Days Yes 430100035.38 <7 Days Other 10050233044.34 None No IntW-3648 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 45198005138.67 Perpetual Yes 7491677619.83 31-90 Days Corporate Bonds 1154606266.79 Partial No IntW-3376 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 18555123280.97 Day 60 No 6816421075.83 <7 Days None 17136796172.95 Full Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 11316834700.06 Day 60 Yes 6725323478.98 <7 Days Corporate Bonds 4778682029.90 Full No IntW-1836 Wholesale Lending
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 11179200897.75 >3 Yr <= 4 Yr No 9698914074.62 91-180 Days Equities 11200052884.54 None Yes IntW-7177 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 42789359121.49 Day 56 Yes 9873101099.52 31-90 Days Cash 2548889411.45 Partial No IntW-6978 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 24670127514.26 Day 50 No 6677773021.44 <7 Days Treasuries 13731892812.40 Partial No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 25810903725.17 >5 Yr Yes 3112664230.84 91-180 Days Other 2812452408.66 Partial No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 178127111.53 Day 33 Yes 4425911966.97 91-180 Days None 2380612310.95 Full Yes IntW-9643 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 35271760626.92 61 - 67 Days No 3894949210.91 31-90 Days Corporate Bonds 16181825504.74 None Yes IntW-5563 Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 22811006898.35 Day 43 No 9543120024.95 91-180 Days None 614848338.07 Partial No IntW-2173 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 18087296135.92 >5 Yr No 7826359347.32 7-30 Days Treasuries 7723483257.19 None Yes Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 19019751857.97 Day 35 Yes 2178060425.42 91-180 Days None 19251863668.69 Partial Yes Investment Banking