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 Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 783309485.08 Day 52 No 525327213.48 7-30 Days Agency MBS 1535232351.27 None No Wholesale Lending
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 3471398057.87 Day 12 Yes 92008805.99 91-180 Days Treasuries 13197802193.66 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 6538626895.22 Perpetual No 815057071.84 <7 Days None 17806278425.33 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 6182955150.97 61 - 67 Days No 2674127398.83 91-180 Days Agency MBS 5359403009.39 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 5598820006.44 Day 26 Yes 1103720920.69 91-180 Days Corporate Bonds 5266894381.87 Full No Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 6855193612.71 Day 52 Yes 6542109004.90 7-30 Days Equities 9789915760.00 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 8392437285.62 75 - 82 Days Yes 6937827757.92 91-180 Days Other 5817287948.12 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 8883552208.10 Day 8 No 6390743892.32 <7 Days Cash 1150720919.58 Full No Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 3539362021.52 Perpetual No 3559992760.27 31-90 Days Treasuries 18055319693.07 None No IntW-9149 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 6628574044.14 >= 1 Yr <= 2 Yr No 2602620673.85 91-180 Days Cash 9610099249.39 Partial No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 4579772568.34 Day 45 Yes 3866037277.89 7-30 Days Treasuries 5657892774.61 Full Yes IntW-1268 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 9859443893.00 Day 59 Yes 4630114587.46 31-90 Days Agency MBS 11123527940.04 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 3213313981.88 Day 6 Yes 4427530202.08 91-180 Days None 8482386052.83 Full Yes Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 7607103417.55 >4 Yr <= 5 Yr Yes 6930026322.36 31-90 Days None 16277697698.26 None No IntW-6784 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 1311767857.36 Day 3 No 1099736872.36 <7 Days Agency MBS 17150176260.00 None Yes Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 7908037852.10 Day 20 Yes 9143355264.37 <7 Days Other 19877005956.39 Full No Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 1153469410.06 271 - 364 Days Yes 1686968815.86 91-180 Days Equities 8338300629.02 Partial Yes IntW-8441 Capital Markets
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 8657550555.64 Day 51 Yes 8325513357.52 7-30 Days Other 13107841428.12 Partial Yes Wholesale Lending
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 6309200351.06 Day 41 Yes 8911485413.40 <7 Days None 13737674596.29 Partial No IntW-6208 Treasury
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 4226096728.77 Day 28 Yes 6691201614.36 <7 Days Other 13309103844.13 Partial Yes Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 1721296081.71 Day 33 Yes 1744541379.22 <7 Days Other 240567431.80 None No IntW-4235 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 1832153355.81 Day 38 No 5053540299.82 31-90 Days Treasuries 9254217972.11 Full No Wholesale Lending
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 80731716.01 Day 7 No 195835005.26 7-30 Days None 7111654541.20 None Yes IntW-4748 Trading
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 7303053345.86 Day 22 Yes 5225113590.24 <7 Days Corporate Bonds 16178136706.87 None Yes Wholesale Lending
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 831890630.16 Day 6 Yes 9653696584.52 31-90 Days Cash 9770979550.28 Full No Capital Markets