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 International Finance Ltd. O.W.12 Structured Long Term Debt No 7437889356.74 >4 Yr <= 5 Yr Yes 2822777840.80 <7 Days Agency MBS 12734006397.24 None Yes IntW-8107 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 29829689915.15 Perpetual Yes 2913409672.98 91-180 Days None 32880624.99 None Yes IntW-7727 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 38711388353.19 Day 24 No 9481045678.91 31-90 Days Equities 10632115883.35 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 14630403430.20 Day 40 No 1749802389.36 <7 Days None 11187072416.38 Full Yes IntW-3062 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 18344110368.33 Day 33 Yes 7770351722.03 31-90 Days Equities 5185847770.50 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 25463949450.27 Day 49 No 1981780965.14 31-90 Days Equities 11326196266.27 None No IntW-6786 Trading
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 23339188261.75 Day 41 Yes 9806396698.64 91-180 Days Treasuries 7163631246.79 Partial Yes IntW-1548 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt No 6347752304.93 Day 28 Yes 3298117188.14 <7 Days Cash 18437008869.05 None Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 49837407696.86 91 - 120 Days Yes 3870676329.97 31-90 Days Agency MBS 3894033059.92 Full Yes IntW-7758 Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt Yes 1740309989.90 Day 5 No 6407598080.45 91-180 Days Cash 4887850897.58 None No IntW-8806 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 14758108243.14 Day 30 Yes 6458011209.90 91-180 Days Treasuries 48947794.49 Full Yes IntW-2383 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 25147471829.00 Day 45 No 7920885090.40 7-30 Days Corporate Bonds 18138366984.32 Full Yes Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt No 2675921717.64 >2 Yr <= 3 Yr Yes 6327901223.20 <7 Days Other 948543036.96 Partial Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 19957356064.69 Day 30 Yes 432686501.71 91-180 Days Equities 14959708657.18 None No Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 9344178893.82 Day 47 No 643030889.51 91-180 Days Treasuries 12956570552.56 Partial Yes IntW-3991 Treasury
2025-09-09 Liberty National Bank O.W.12 Structured Long Term Debt No 30448015132.09 Day 3 No 6454528652.94 <7 Days Corporate Bonds 8008549627.07 None Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 393494944.94 Day 17 No 4739640069.05 <7 Days None 15287061788.39 Full Yes IntW-8278 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.12 Structured Long Term Debt Yes 24548719256.18 Day 22 Yes 3430798117.37 <7 Days Agency MBS 12044109682.80 Partial No IntW-9838 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt Yes 9075170259.80 Day 19 Yes 1489883105.85 <7 Days None 11352739508.05 Partial No IntW-2521 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 7098846812.37 Day 38 No 4399346777.10 <7 Days Equities 16913718769.75 None Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt Yes 39429930333.83 Day 27 No 7176612874.96 7-30 Days Agency MBS 16196687747.00 Full Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 16979124320.50 Open Yes 5723382282.00 31-90 Days Treasuries 11631780044.52 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.12 Structured Long Term Debt No 10353428084.52 Day 37 No 728883975.50 31-90 Days Agency MBS 3817144016.63 Partial Yes IntW-3785 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.12 Structured Long Term Debt Yes 15298527614.23 Day 16 No 4425890995.62 <7 Days Other 13333977817.41 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.12 Structured Long Term Debt No 28090176834.48 Day 43 No 9031824690.40 7-30 Days Cash 7993082040.94 Partial Yes IntW-7682 Trading