Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps EUR Yes Day 24 59982.22 Day 50 Liberty Mortgage Services Corp. Securities Financing Pension Fund No 62753.17 No Day 7 Secured Yes 30.00
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps EUR Yes Day 9 71728.75 Day 55 Liberty Capital Markets Inc. Repo Desk Investment Company or Advisor No 64132.78 Yes Day 35 Secured No 4.38
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps CAD No Day 31 4199153.51 151 - 179 Days Liberty Mortgage Services Corp. Securities Financing Financial Market Utility No 3955860.53 No Day 12 Secured Yes 31.87
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 18 1214635.29 Day 1 Liberty International Finance Ltd. Fixed Income Trading Other No 1296770.98 Yes Day 57 Secured No 5.05
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 5 2894374.49 Day 33 Liberty International Finance Ltd. Securities Financing Other Supervised Non-Bank Financial Entity No 2415772.69 Yes Day 59 Secured No 5.73
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps EUR Yes >5 Yr 4987945.74 Day 58 Liberty National Bank Investment Banking Capital Markets Debt Issuing SPE No 5139518.33 Yes Day 15 Secured Yes 33.33
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps JPY Yes Day 25 1613396.35 Day 21 Liberty Capital Markets Inc. Client Services Debt Issuing SPE No 1438964.89 No Day 30 Secured Yes 25.99
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps CAD Yes 121 - 150 Days 512193.47 121 - 150 Days Liberty National Bank Fixed Income Trading GSE No 492600.53 Yes Day 3 Secured Yes 8.01
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps USD Yes Day 10 1249652.02 Day 12 Liberty Capital Markets Inc. Securities Financing Pension Fund No 1404535.26 Yes Day 53 Secured Yes 30.26
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 8 2470396.62 Day 26 Liberty Financial Group, Inc. Securities Financing Investment Company or Advisor Yes 2163153.77 Yes Day 13 Secured No 13.01
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 38 3160065.81 Day 27 Liberty National Bank Equity Trading Non-Financial Corporate No 3770161.01 Yes Day 23 Secured Yes 35.08
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps CAD No Day 45 4469988.56 121 - 150 Days Liberty International Finance Ltd. Equity Trading Other Supranational No 5325097.53 No Day 45 Secured No 47.80
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps USD Yes >2 Yr <= 3 Yr 4250431.42 Day 2 Liberty Capital Markets Inc. Prime Brokerage Central Bank Yes 4808074.21 No >4 Yr <= 5 Yr Secured No 43.97
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps JPY No Day 21 2032430.40 Day 16 Liberty International Finance Ltd. Investment Banking Capital Markets Debt Issuing SPE No 2250759.11 Yes >4 Yr <= 5 Yr Secured Yes 31.07
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP No Day 17 2968680.97 Day 35 Liberty Financial Group, Inc. Client Services Small Business No 3197566.76 No Day 15 Secured No 23.34
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps JPY Yes 75 - 82 Days 2481337.25 Day 35 Liberty International Finance Ltd. Investment Banking Capital Markets GSE No 2310269.67 Yes Day 6 Secured Yes 33.16
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD No Day 16 2411015.10 Day 23 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Non-Financial Corporate Yes 1965417.58 Yes Day 12 Secured Yes 17.30
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 3 3020900.80 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Securities Financing Non-Financial Corporate Yes 3289651.93 Yes Day 60 Secured No 49.88
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 34 1219311.45 Day 18 Liberty International Finance Ltd. Equity Trading GSE No 1269255.22 Yes 121 - 150 Days Secured Yes 42.63
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD No Day 19 4300472.96 Day 26 Liberty Mortgage Services Corp. Treasury Operations Other Supervised Non-Bank Financial Entity Yes 4878472.32 Yes Day 57 Secured No 11.97
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 21 4202395.05 Day 49 Liberty Financial Group, Inc. Prime Brokerage Pension Fund Yes 3740804.42 Yes Day 57 Secured Yes 21.59
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps CAD No Day 42 73888.93 Day 21 Liberty Financial Group, Inc. - Parent Only Securities Financing Bank No 84724.86 No Day 18 Secured Yes 31.77
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps EUR Yes Day 2 2747446.04 Day 32 Liberty Financial Group, Inc. - Parent Only Securities Financing Other Yes 2244428.39 No Day 47 Secured Yes 9.04
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP No Day 59 1957454.53 Open Liberty Financial Group, Inc. Investment Banking Capital Markets Other Yes 1601094.91 No Day 36 Secured Yes 32.12
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP No >2 Yr <= 3 Yr 1809971.64 Day 26 Liberty National Bank Repo Desk Debt Issuing SPE Yes 1827424.74 Yes Day 48 Secured Yes 38.53