Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

S.B.5: Counterparty Netting

Report Date Reporting Entity PID Product Counterparty Collection Reference Product Reference Sub Product Reference Collateral Class Maturity Bucket Effective Maturity Bucket Encumbrance Type Market Value Maturity Amount Collateral Value G-SIB Risk Weight Internal Internal Counterparty
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting IG-7 Day 38 83 - 90 Days 893934241449.20 402811817240.04 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting N-5 Day 22 Day 57 359941877358.90 440293657970.74 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting LC-2 Day 35 83 - 90 Days 97585824601.07 401969527237.88 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting CB-1 Day 12 Day 33 767032509266.11 496409989710.61 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting G-3 Day 21 Day 10 957026262784.01 935158805586.43 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting IG-2 Day 12 Day 35 126453981208.68 433330501448.12 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-9 Day 53 Day 55 114067033270.98 610551710179.96 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting CB-3-Q Day 43 Day 48 699171826205.55 316113464312.39 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-10 Day 54 Day 15 147838540487.65 664847884108.70 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-10 Day 42 271 - 364 Days 131933757796.39 297391163351.12 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-10 Day 57 Day 16 429290619239.41 288022785965.53 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-3 68 - 74 Days Day 60 16441358089.13 796869560734.56 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-1 Day 11 Day 28 495042975903.77 156577148665.76 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting LC-1 Day 47 >4 Yr <= 5 Yr 793087183222.06 583280005700.28 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting CB-2 Day 38 91 - 120 Days 594947545239.34 578986821059.82 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-3 Day 21 Day 47 918561903545.29 871472353246.56 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-4 Day 12 Day 28 604598337318.93 38342834614.12 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-7 Day 51 Day 56 735893661136.57 292465349492.02 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting Y-2 >5 Yr Day 42 852774949321.60 586617019583.21 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-4 180 - 270 Days Day 58 846433676346.41 338213588377.64 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting N-5 Day 30 Day 26 662506560412.46 638296201092.46 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-7 Open Day 19 204419614463.29 920888105849.27 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-1 Day 44 Day 41 992836619380.09 529089827361.95 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-4 Day 43 Day 33 337694290627.98 806485828023.30 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-4-Q Day 31 Day 55 397621273214.46 308134267478.70 None Liberty National Bank