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 Yes 44316166696.03 Day 31 No 1343686894.80 31-90 Days None 11257014519.06 None Yes IntW-3948 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.12 Structured Long Term Debt Yes 10702656643.44 Day 25 Yes 2729639251.44 7-30 Days Agency MBS 19097262364.21 None No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 27444.22 Open Yes 2093.51 31-90 Days A-0-Q 26348.19 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 7904.68 Open Yes 74.55 <7 Days A-1-Q 8397.79 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 43438.40 Open No 1824.73 91-180 Days A-2-Q 40324.10 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 23480.51 Open Yes 1059.17 <7 Days A-3-Q 20001.25 Full No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 3673.40 Open Yes 18.12 31-90 Days A-4-Q 4187.56 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 38764.17 Open Yes 1195.32 31-90 Days A-5-Q 41102.21 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 1236.85 Open Yes 123.52 91-180 Days CB-1-Q 1163.86 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 12955.98 Open Yes 865.47 31-90 Days CB-2-Q 12128.06 None No Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 32761.97 Open No 1973.07 31-90 Days S-1-Q 38820.91 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 229.97 Open No 8.51 31-90 Days S-2-Q 222.78 Partial No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 33983.81 Open No 2972.90 <7 Days S-3-Q 32334.47 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 42913.39 Open Yes 153.67 7-30 Days S-4-Q 37529.12 None No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 25861.60 Open Yes 1745.80 91-180 Days CB-3-Q 25271.37 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 32198.13 Open Yes 1835.10 31-90 Days G-1-Q 33336.61 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 30659.40 Open No 2892.25 91-180 Days G-2-Q 33173.60 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 21918.51 Open No 1968.98 31-90 Days G-3-Q 25855.37 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 43614.68 Open No 1290.36 31-90 Days S-5-Q 47147.00 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 13311.89 Open Yes 256.81 91-180 Days S-6-Q 15973.11 Partial No Trading
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 38863.09 Open No 122.56 7-30 Days S-7-Q 34180.45 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 920.05 Open Yes 69.20 31-90 Days E-1-Q 1021.30 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 26504.29 Open No 405.24 7-30 Days E-2-Q 30229.65 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail No 13084.73 Open No 995.68 <7 Days IG-1-Q 13210.10 None No Treasury
2025-10-08 Liberty National Bank O.W.12 Structured Long Term Debt Retail Yes 14211.90 Open No 52.64 31-90 Days IG-2-Q 13489.86 None Yes Liberty Mortgage Services Corp. Wholesale Lending