Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.1: Gross Derivative Asset Values

Report Date Reporting Entity PID Product Counterparty Sub Product Sub Product 2 Market Value Collateral Class Collateral Level G-SIB Effective Maturity Bucket Encumbrance Type Netting Eligible Treasury Control Internal Internal Counterparty Business Line
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Centralized (Principal) 5422485466.94 L-10 Day 33 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Other Rehypothecateable Collateral Encumbered 52068630770.72 L-1 Day 25 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer OTC - Centralized (Agent) 75590747353.90 IG-2 Day 57 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Principal) 96691283718.02 G-4 Day 57 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Rehypothecateable Collateral Encumbered 490650987.94 IG-1 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other Non-Rehypothecateable Collateral 16555309791.32 S-3 Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Segregated Cash 72409748999.07 N-3 Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Other Exchange-traded (Agent) 40190767821.62 G-2-Q Day 53 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Non-Rehypothecateable Collateral 70763448505.19 E-3 Day 53 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Agent) 16737221915.14 IG-1 Day 57 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Exchange-traded (Agent) 68087966585.92 IG-1 Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Non-Rehypothecateable Collateral 98268341309.87 S-8 Day 12 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Principal) 56678715550.62 A-3-Q Day 47 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Segregated Cash 17356114487.93 Z-1 Day 33 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Rehypothecateable Collateral Unencumbered 14206662121.38 CB-1 Day 46 Liberty Financial Group, Inc. - Parent Company Only