Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.3: Derivative Settlement Payments Delivered

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. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Rehypothecateable Collateral 8693681530.91 L-7 Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Principal) 11967894862.46 N-2 Day 15 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Segregated Cash 41562956736.91 S-7-Q Day 48 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Rehypothecateable Collateral Unencumbered 9758188862.82 LC-1 Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Unencumbered 65479161180.19 S-1-Q Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Unencumbered 925761600.50 C-1 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Encumbered 21902370149.74 LC-1 Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Principal) 92308536530.72 S-3 Day 30 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Agent) 48992397080.66 S-4 Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Agent) 76144844241.88 E-7 68 - 74 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Rehypothecateable Collateral Unencumbered 26810334283.63 A-5-Q Day 43 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Principal) 26229818308.79 A-1-Q Day 54 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Centralized (Agent) 82991350004.03 S-1-Q Day 3 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Agent) 87566670670.12 L-11 Day 5 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Segregated Cash 398772989.33 Y-2 >2 Yr <= 3 Yr Liberty Mortgage Services Corp.