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 Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 49139183251.67 75 - 82 Days Yes 407778550.59 31-90 Days Other 4332878413.87 Partial No IntW-9491 Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 9251077713.38 75 - 82 Days No 8633238081.78 91-180 Days None 3929859218.88 Partial Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 9341283296.57 Day 42 No 1546288661.46 31-90 Days Equities 11073488251.74 None Yes Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 944433450.37 Day 35 No 6083339431.36 91-180 Days Cash 18530776886.96 Partial No IntW-5068 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 24597176222.16 Day 38 No 4508723882.75 <7 Days Treasuries 15522196520.67 Partial No IntW-4759 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 33029709371.28 83 - 90 Days No 6085154966.38 <7 Days Treasuries 14470351234.05 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 15959932385.40 61 - 67 Days No 61778998.85 91-180 Days Corporate Bonds 3135719540.71 Full No IntW-6820 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 17970320093.34 151 - 179 Days No 5552063359.34 7-30 Days Corporate Bonds 8619879117.30 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 47837053952.99 Day 40 Yes 7122168126.16 <7 Days Treasuries 19732731859.40 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 49595538621.80 Day 11 No 8337576382.30 31-90 Days Corporate Bonds 2697323492.33 None Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 5824549046.40 Day 10 Yes 7667748284.37 31-90 Days Treasuries 5782742412.41 None No Capital Markets
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 48374791650.79 Day 60 No 7688986068.69 7-30 Days Other 2204847033.35 None Yes IntW-6275 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 29288473530.36 Day 23 Yes 9734924074.85 7-30 Days Corporate Bonds 17141795383.87 Partial Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 18089853862.03 Day 22 Yes 9832383907.24 7-30 Days Other 16762438297.96 Full Yes IntW-8656 Trading
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 19311281483.78 83 - 90 Days Yes 1538316839.99 7-30 Days Equities 1146252481.23 Partial No IntW-4336 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 32860385078.84 Day 38 No 1938384287.63 91-180 Days Cash 4551967428.08 Partial Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 40003359176.49 Day 19 Yes 8575977431.32 <7 Days Other 1184536181.88 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 29273779173.91 >= 1 Yr <= 2 Yr Yes 1101333931.34 7-30 Days Other 17159191533.44 None No IntW-4989 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 13763556369.24 Day 59 Yes 3526440317.27 7-30 Days None 17156919937.85 Partial No IntW-9414 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 6660662689.97 Day 53 Yes 1211101874.41 91-180 Days Corporate Bonds 13566462676.59 Partial Yes IntW-1054 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 39839040650.19 Perpetual No 8609346567.21 91-180 Days Corporate Bonds 17452519184.55 Full No IntW-5862 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 31289138269.90 >5 Yr Yes 292291480.06 <7 Days Corporate Bonds 7635723708.52 None No Capital Markets
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 43176259322.68 Day 57 No 5463010319.32 31-90 Days Corporate Bonds 16273650849.94 Partial No IntW-6468 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 38636713719.04 Day 10 No 9299284259.75 31-90 Days Treasuries 12806012062.24 Full Yes IntW-2266 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 2932576477.55 Day 50 No 8666681380.69 91-180 Days Equities 1993884930.33 Full Yes IntW-2229 Trading