Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.10: Synthetic Firm Financing

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 5612270533.80 151 - 179 Days No 1594681084.73 7-30 Days Cash 162281892.14 No T+1 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 2246440659.41 Day 3 No 714559511.65 <7 Days None 6904521943.47 No T+2 No No IntS-2369 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 4693424115.19 Day 18 No 483367693.50 31-90 Days Agency MBS 5020110384.81 Yes T+1 No Yes IntS-1020 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 3902042984.24 Day 55 No 1057403155.59 31-90 Days Treasuries 5459416906.59 No T+0 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 5840866954.17 Day 51 No 92197459.34 31-90 Days Other 6507212509.96 No T+1 Yes No IntS-9774 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 6632038765.64 Day 24 No 176007439.97 31-90 Days None 2092939550.93 Yes T+0 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 1005002638.84 Day 31 No 407745455.76 7-30 Days Agency MBS 5380880832.89 Yes T+0 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 7441036867.05 Day 28 No 1867320615.09 31-90 Days Equities 5213043377.54 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 7967363594.24 Day 5 No 1248409924.65 <7 Days Cash 855506328.36 Yes T+2 No No IntS-5039 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 7038281249.10 Day 48 Yes 1637771841.15 7-30 Days Treasuries 4134653992.80 No T+1 No Yes IntS-7258 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 4651939360.59 121 - 150 Days Yes 777482141.77 7-30 Days Corporate Bonds 6794275999.10 No T+2 Yes No IntS-4119 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 6786395812.70 Day 27 Yes 1156878442.03 7-30 Days Other 3130300182.08 Yes T+0 No No IntS-9452 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 7372449400.80 Day 25 Yes 1811241179.24 31-90 Days None 4511457982.58 No T+1 Yes No IntS-9994 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 3672811552.19 Day 38 Yes 1750675434.60 <7 Days None 3589788753.71 No T+2 Yes Yes IntS-8485 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 3390877426.21 >3 Yr <= 4 Yr Yes 1450197505.90 <7 Days Equities 1035732330.55 No T+1 No No IntS-1453 Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 5107135542.05 Day 36 Yes 990635981.87 31-90 Days Corporate Bonds 5298973523.95 No T+2 No Yes IntS-7690 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 2731901008.31 Day 18 Yes 1880009456.98 <7 Days Corporate Bonds 819911183.86 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 5875665066.87 Day 28 Yes 1492732115.89 31-90 Days Treasuries 171481774.05 No T+0 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 7896252309.06 Day 19 No 72899882.72 <7 Days Corporate Bonds 6104743639.08 No T+1 No Yes IntS-9706 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 7963795857.36 271 - 364 Days No 802125018.47 31-90 Days None 1822149951.18 No T+1 Yes No IntS-3088 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 5614586055.03 Day 37 Yes 671277447.97 31-90 Days Cash 137767052.31 No T+1 No No IntS-1060 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 4182862421.68 Day 11 Yes 1939949951.29 31-90 Days Cash 2111910477.97 No T+1 No Yes IntS-5970 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 4348414414.01 121 - 150 Days No 1632614850.39 31-90 Days Agency MBS 2538984401.78 No T+0 No No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 4694341624.36 Open No 1655264120.35 31-90 Days None 4103961721.58 Yes T+0 No Yes Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 2633506063.42 Day 11 Yes 459914509.07 <7 Days Other 6687945102.50 Yes T+1 No Yes IntS-5002 Trading