Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

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.15 Structured Notes Yes 4631794581.98 Day 45 Yes 962569399.44 <7 Days Treasuries 10211002957.03 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 6259592205.63 Day 45 Yes 5224176301.71 7-30 Days Other 10152643984.66 Full Yes IntW-5759 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 7629464607.80 Day 9 No 8581957503.60 31-90 Days Other 11590281299.70 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 9180592584.94 Day 60 Yes 1581780141.01 91-180 Days Treasuries 3012511711.55 None Yes IntW-2237 Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 1765184456.57 Day 47 Yes 9417487064.89 <7 Days Cash 2197461364.38 Full Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 8393189406.62 Day 58 No 8031426789.08 7-30 Days Agency MBS 3693637603.58 Partial No IntW-4653 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 3898578832.56 Day 28 No 2783519292.39 7-30 Days Equities 3634520266.63 Partial Yes Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 122494588.72 Day 7 Yes 2887083468.65 7-30 Days Equities 12599640184.80 None No IntW-4880 Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 1907977531.55 Day 32 Yes 3225227063.33 7-30 Days Treasuries 10326915544.26 None Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 6237973130.12 Day 39 No 7809842142.73 31-90 Days Equities 15822942404.48 None No IntW-4986 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 466430271.54 Day 18 Yes 5208246479.97 91-180 Days Agency MBS 16349541651.59 Full No IntW-6553 Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 3605223275.67 Day 36 Yes 6404323838.70 31-90 Days Other 4619899775.90 None Yes Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 9402353780.27 Day 6 No 1606143222.61 31-90 Days Treasuries 11493607631.39 Partial Yes IntW-3874 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 4662393221.89 Day 56 Yes 7266644072.38 7-30 Days Agency MBS 18947728117.51 Partial No IntW-5393 Trading
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 6870096080.03 Day 30 Yes 8954725945.61 91-180 Days Other 1194177862.11 Full Yes IntW-2382 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 9864966115.73 Day 49 No 9706451682.20 31-90 Days Treasuries 10160322417.36 Partial Yes IntW-6199 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 9302841056.88 Day 22 Yes 9364843744.27 91-180 Days Equities 6334126178.67 Full Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 7382038814.75 68 - 74 Days No 8845178376.53 91-180 Days Cash 4979509456.90 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 253246048.67 Day 60 Yes 8456313682.88 <7 Days Treasuries 4756066754.83 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 4048864539.64 Day 55 No 7715126394.42 31-90 Days Equities 8761202919.45 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 6052594368.97 Day 55 Yes 9913410525.87 <7 Days Other 12818642916.96 Full No IntW-8257 Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 4308243070.66 Day 44 Yes 351113355.89 7-30 Days Agency MBS 6413240163.31 Full No IntW-7479 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 3901425956.25 Day 5 No 8506520292.33 7-30 Days Cash 19588130963.07 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 9926106514.82 Day 12 Yes 1028627349.92 <7 Days Agency MBS 14258312356.56 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 774845169.22 Day 56 Yes 5504174709.81 7-30 Days Equities 8502633226.67 Full Yes Investment Banking