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 Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP No Day 5 1091551.69 Day 48 Liberty Financial Group, Inc. Securities Financing Other Supervised Non-Bank Financial Entity No 963176.06 Yes Day 43 Secured Yes 21.70
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD No 151 - 179 Days 2260563.19 Day 40 Liberty National Bank Treasury Operations Financial Market Utility Yes 1983893.55 No Day 55 Secured Yes 8.35
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY Yes Day 49 4309726.77 180 - 270 Days Liberty Financial Group, Inc. Investment Banking Capital Markets Central Bank Yes 4919043.79 Yes Day 39 Secured Yes 4.84
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps JPY No Day 54 726419.96 Day 41 Liberty International Finance Ltd. Equity Trading Bank Yes 620444.49 Yes Day 9 Secured Yes 27.36
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps USD No Day 10 752088.89 Day 18 Liberty Financial Group, Inc. - Parent Only Treasury Operations GSE Yes 767613.55 No Day 45 Secured Yes 35.98
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps JPY No 91 - 120 Days 1170000.94 Day 42 Liberty Financial Group, Inc. Equity Trading Non-Financial Corporate Yes 1045324.50 No Day 28 Secured Yes 0.06
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY No Day 34 2791205.22 Day 15 Liberty Financial Group, Inc. - Parent Only Asset Management Services Debt Issuing SPE Yes 2709014.62 Yes Day 44 Secured No 11.00
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps JPY No Day 43 3296926.07 Day 25 Liberty Mortgage Services Corp. Equity Trading Broker-Dealer Yes 3325995.00 No Day 28 Secured Yes 44.31
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP No Day 43 3914619.25 Day 48 Liberty International Finance Ltd. Investment Banking Capital Markets Retail No 3388557.72 Yes Day 56 Secured No 13.44
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps JPY Yes Day 1 4015247.80 Day 55 Liberty International Finance Ltd. Client Services Investment Company or Advisor Yes 4533623.98 No Day 1 Secured Yes 9.80
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps USD Yes 75 - 82 Days 250865.22 Day 50 Liberty Financial Group, Inc. Asset Management Services Bank Yes 296143.03 No Day 37 Secured No 43.59
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps USD Yes Day 31 4265788.45 Day 15 Liberty International Finance Ltd. Prime Brokerage Pension Fund Yes 4054815.59 Yes Day 44 Secured Yes 14.50
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps GBP Yes Day 22 2401997.26 Day 5 Liberty National Bank Investment Banking Capital Markets Other Supervised Non-Bank Financial Entity No 2009616.34 No Day 43 Secured Yes 28.52
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps EUR Yes Perpetual 798395.80 Day 26 Liberty National Bank Fixed Income Trading Other Supranational No 883264.63 Yes Day 49 Secured No 12.29
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps USD No Perpetual 1878052.75 Day 42 Liberty Financial Group, Inc. Fixed Income Trading Central Bank No 1717464.61 No Day 58 Secured Yes 31.27
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP No Day 30 2557370.33 Day 49 Liberty Financial Group, Inc. Investment Banking Capital Markets Investment Company or Advisor No 2925703.06 Yes Day 14 Secured No 47.79
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 30 1903538.42 Day 8 Liberty Mortgage Services Corp. Securities Financing Retail Yes 1664631.99 Yes Day 26 Secured No 30.22
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 31 3448895.98 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Client Services Retail No 3325903.46 Yes >= 1 Yr <= 2 Yr Secured Yes 31.07
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps EUR Yes Day 14 2282964.85 Day 44 Liberty National Bank Securities Financing Other Supervised Non-Bank Financial Entity No 2136263.02 No Day 21 Secured No 30.68
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps JPY Yes Day 53 2649667.28 Day 12 Liberty Financial Group, Inc. - Parent Only Repo Desk Debt Issuing SPE Yes 2967263.50 Yes Day 5 Secured Yes 41.20
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps USD Yes Day 15 1822167.54 Day 12 Liberty National Bank Securities Financing Non-Financial Corporate No 1488114.79 Yes 68 - 74 Days Secured No 47.38
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 42 3580825.92 Day 49 Liberty International Finance Ltd. Repo Desk Investment Company or Advisor Yes 4239164.63 No Day 59 Secured Yes 33.59
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps EUR No Day 53 860783.17 Day 59 Liberty National Bank Treasury Operations Investment Company or Advisor No 854118.37 Yes Day 44 Secured Yes 39.84
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY Yes >3 Yr <= 4 Yr 4444083.06 Day 18 Liberty National Bank Fixed Income Trading Financial Market Utility No 5272191.56 No 151 - 179 Days Secured No 13.70
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP Yes Day 15 1416753.46 Day 43 Liberty Capital Markets Inc. Fixed Income Trading Debt Issuing SPE Yes 1558903.15 Yes Day 44 Secured Yes 43.90