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 764690199.74 Day 41 Yes 9764812938.07 7-30 Days Agency MBS 17172968425.57 Partial Yes IntW-9497 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 45283220874.79 Day 23 Yes 9204152551.32 31-90 Days None 5788719324.18 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 33025859338.34 >2 Yr <= 3 Yr No 8704607108.78 7-30 Days Corporate Bonds 11577056622.11 Partial No Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 40572691752.92 91 - 120 Days Yes 928833368.83 91-180 Days Treasuries 17829882534.29 Partial Yes IntW-2333 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 11213861710.46 Day 35 No 7369242017.47 91-180 Days Cash 11887327038.91 Partial Yes IntW-7077 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 22149177517.86 Day 18 No 9807213541.13 91-180 Days None 12994561277.73 Partial No Wholesale Lending
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 18223541144.43 Day 52 Yes 8166695539.96 <7 Days Equities 88174790.49 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 11171187700.58 271 - 364 Days No 3925687946.15 <7 Days Agency MBS 5703173.77 Partial Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 28973299622.94 Day 5 Yes 7251144740.78 <7 Days Agency MBS 7604307611.01 Full Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 13740826882.54 Day 37 No 8375591592.96 91-180 Days Treasuries 10250771137.30 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 39658656875.34 Day 54 No 7550216818.09 7-30 Days Other 14935208737.24 None No IntW-5259 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 20293225349.52 Day 15 Yes 2244615406.62 31-90 Days Corporate Bonds 19607846384.23 Full Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 38784112367.22 Day 11 Yes 299811545.15 31-90 Days Treasuries 17761692045.63 None No IntW-2833 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 8287903719.29 Day 42 Yes 4919160770.02 31-90 Days Treasuries 4883852619.32 None Yes IntW-9538 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 27737433852.30 Day 7 No 9680459620.46 31-90 Days Equities 5392899009.37 None No Investment Banking
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 32934933915.26 Day 5 Yes 6021836877.94 <7 Days Other 4022799315.06 Partial Yes IntW-7547 Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 14630865325.66 Day 17 No 9404103047.43 <7 Days None 17931569173.12 None No IntW-4284 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 4148615903.81 Day 32 Yes 7886191569.51 7-30 Days None 14571894220.24 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 4819169562.94 Day 42 Yes 2876184257.42 31-90 Days Equities 8338029859.28 Partial No IntW-6810 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 5013230910.06 Day 52 No 6939184220.67 7-30 Days None 13665701587.49 Partial No IntW-4301 Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 40543673950.88 Day 38 Yes 2247881926.56 7-30 Days Cash 15242963101.13 Partial No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 26259910229.51 Day 52 Yes 734126928.65 91-180 Days Cash 4852796549.10 None No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 6628115349.71 Day 13 Yes 9030256201.75 91-180 Days Corporate Bonds 15158167947.33 Full Yes IntW-6690 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 12673109870.40 >4 Yr <= 5 Yr No 6889101856.36 7-30 Days None 5334223441.20 None No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 15615257200.21 Perpetual Yes 9269473934.67 7-30 Days Other 16961559188.19 Partial Yes IntW-9719 Capital Markets