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 Mortgage Services Corp. O.W.12 Structured Long Term Debt No 11300989679.60 Day 37 No 5057391667.89 31-90 Days Equities 15914213245.37 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 49022968978.34 Day 59 No 76275842.87 7-30 Days Other 6520715847.39 Full No IntW-8265 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 38995906718.90 Day 28 No 1846100714.49 <7 Days Agency MBS 8762189718.00 None Yes IntW-5698 Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 46501322984.32 75 - 82 Days Yes 236187162.14 31-90 Days Corporate Bonds 12004539077.10 Partial Yes IntW-5338 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 10171978624.83 Day 35 Yes 4225229470.46 31-90 Days Treasuries 5546816286.96 None No IntW-8277 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 657574417.54 Day 57 No 5873350048.03 7-30 Days Agency MBS 12807166853.91 Full Yes IntW-6296 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 42681607632.99 Day 25 Yes 9968249104.78 91-180 Days Equities 8277717292.33 Full No IntW-6611 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 16755159775.34 Day 36 No 7107473990.62 7-30 Days Treasuries 14415872786.32 Full No IntW-9812 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 48946410540.99 Day 39 No 9773326365.20 7-30 Days Treasuries 2534626243.86 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 37795747171.85 >5 Yr Yes 3505444461.57 <7 Days None 18396159869.30 None No IntW-4758 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 40866653138.67 Day 34 Yes 117648786.60 <7 Days None 3434115414.11 None No IntW-6795 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 47468794253.00 Day 55 No 3367018792.22 7-30 Days Agency MBS 17960184720.77 None Yes IntW-5997 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 9406870913.70 Day 27 No 3189422313.87 7-30 Days Corporate Bonds 19814899468.47 Full No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 47564709251.29 Day 22 Yes 2985028498.06 7-30 Days Cash 14869854546.67 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 8091698682.82 Day 3 No 3447511659.40 31-90 Days Corporate Bonds 5745481593.22 Partial No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt No 535823192.77 >4 Yr <= 5 Yr No 5082253021.37 91-180 Days Treasuries 11529116567.87 None Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 14116091838.78 >= 1 Yr <= 2 Yr No 3978119336.72 7-30 Days Equities 718280360.79 Full No IntW-5137 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 40741023425.22 Day 48 Yes 579040082.69 31-90 Days Treasuries 2380960178.84 Full Yes IntW-4526 Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 38590897766.42 Day 28 Yes 5967095977.61 31-90 Days Equities 13563890707.69 None No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 13210317322.55 >4 Yr <= 5 Yr Yes 6148889442.87 31-90 Days None 11211757496.02 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 10944833738.72 Day 52 Yes 4282520792.81 91-180 Days Cash 3960699165.39 Partial Yes IntW-6723 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 46053528692.81 Day 51 No 7079349128.00 91-180 Days Treasuries 3637970169.55 None Yes IntW-3123 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 841182052.09 Day 1 Yes 1190349850.39 91-180 Days Cash 8839893328.24 None No IntW-7572 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 31773244677.35 >4 Yr <= 5 Yr No 4278962139.82 <7 Days Treasuries 8952228573.38 None Yes IntW-6216 Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 30517845103.83 Day 45 No 61735669.50 7-30 Days Agency MBS 12333738795.98 Partial No Treasury