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 >= 1 Yr <= 2 Yr 1652204.86 Day 51 Liberty Financial Group, Inc. Repo Desk Retail Yes 1624929.24 No Day 39 Secured No 42.44
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps CAD Yes >= 1 Yr <= 2 Yr 1115347.67 Day 58 Liberty Financial Group, Inc. - Parent Only Repo Desk Debt Issuing SPE Yes 1017151.32 Yes Open Secured No 29.40
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps EUR No Day 14 649403.28 91 - 120 Days Liberty Financial Group, Inc. Securities Financing Investment Company or Advisor No 590410.87 Yes Day 12 Secured No 47.48
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY Yes Day 6 3559265.42 Day 55 Liberty Mortgage Services Corp. Equity Trading Central Bank Yes 4123144.74 No Day 21 Secured Yes 18.72
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 16 1703948.99 Day 14 Liberty Mortgage Services Corp. Equity Trading Debt Issuing SPE No 1859594.58 No Day 34 Secured No 23.09
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps USD No 271 - 364 Days 2842611.11 Day 29 Liberty Financial Group, Inc. Client Services MDB Yes 2501975.67 No 151 - 179 Days Secured No 10.20
2025-09-09 Liberty Capital Markets Inc. I.S.4 I.S.4: Collateral Swaps CAD No Day 52 4311876.80 91 - 120 Days Liberty National Bank Client Services Non-Regulated Fund No 5055295.71 No Day 27 Secured No 48.49
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps USD Yes 271 - 364 Days 3171094.39 Day 21 Liberty Financial Group, Inc. Fixed Income Trading MDB Yes 2931773.78 Yes Day 7 Secured No 10.93
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP No Day 57 1111983.70 >4 Yr <= 5 Yr Liberty National Bank Fixed Income Trading Other Supervised Non-Bank Financial Entity No 914128.86 Yes Day 5 Secured No 28.44
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps JPY No Day 48 3413529.77 Day 19 Liberty International Finance Ltd. Prime Brokerage Pension Fund No 2941047.03 No Day 40 Secured Yes 1.47
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps EUR Yes >5 Yr 1545161.57 121 - 150 Days Liberty Mortgage Services Corp. Asset Management Services Non-Regulated Fund Yes 1509960.15 Yes Day 55 Secured No 34.75
2025-09-09 Liberty Mortgage Services Corp. I.S.4 I.S.4: Collateral Swaps USD Yes Day 27 1722282.15 68 - 74 Days Liberty National Bank Investment Banking Capital Markets Other Yes 1966397.96 Yes Day 4 Secured Yes 38.96
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps GBP No Day 53 4990107.86 Day 15 Liberty Financial Group, Inc. Repo Desk Investment Company or Advisor No 4510090.91 Yes Day 35 Secured No 16.25
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps EUR No 83 - 90 Days 3827445.66 Day 21 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Other Supranational No 3678127.97 Yes Day 42 Secured Yes 22.93
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps GBP No Day 57 2117250.81 Day 35 Liberty Mortgage Services Corp. Fixed Income Trading PSE No 2084579.62 Yes Day 44 Secured No 46.24
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps EUR Yes Day 1 1959794.34 Day 43 Liberty Capital Markets Inc. Prime Brokerage Other No 1655664.41 Yes Day 4 Secured Yes 43.22
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD No Day 33 591309.20 Day 42 Liberty Financial Group, Inc. Investment Banking Capital Markets Non-Financial Corporate Yes 507049.62 Yes >2 Yr <= 3 Yr Secured Yes 32.29
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps CAD Yes Day 60 513500.98 >2 Yr <= 3 Yr Liberty Financial Group, Inc. Asset Management Services Other Supranational No 499135.11 Yes 68 - 74 Days Secured Yes 10.76
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 7 4167195.65 Day 35 Liberty Financial Group, Inc. Client Services Non-Regulated Fund Yes 3775281.28 Yes Day 11 Secured No 0.18
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP Yes Day 18 2254312.03 Day 30 Liberty Mortgage Services Corp. Prime Brokerage Pension Fund Yes 2626681.95 Yes Day 58 Secured Yes 16.22
2025-09-09 Liberty National Bank I.S.4 I.S.4: Collateral Swaps GBP Yes Day 23 4557732.13 Day 23 Liberty National Bank Treasury Operations MDB No 4574243.53 No 151 - 179 Days Secured No 36.08
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP No Day 10 3665361.77 Day 3 Liberty International Finance Ltd. Client Services Pension Fund Yes 4367908.36 Yes Day 32 Secured Yes 13.66
2025-09-09 Liberty International Finance Ltd. I.S.4 I.S.4: Collateral Swaps GBP No 180 - 270 Days 311275.50 Day 57 Liberty Capital Markets Inc. Repo Desk Debt Issuing SPE No 335106.30 No 61 - 67 Days Secured Yes 28.37
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.4 I.S.4: Collateral Swaps EUR Yes Day 34 860206.14 151 - 179 Days Liberty Mortgage Services Corp. Treasury Operations Bank Yes 739328.16 No Day 10 Secured Yes 37.72
2025-09-09 Liberty Financial Group, Inc. I.S.4 I.S.4: Collateral Swaps CAD Yes Day 33 3744545.50 Day 34 Liberty Capital Markets Inc. Repo Desk Financial Market Utility Yes 3157478.30 No Day 57 Secured Yes 47.83