Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.2: Securities Lending

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 National Bank O.S.2 Securities Lending Yes 1390363607.81 Day 2 No 1877637924.95 31-90 Days Other 4992498684.13 No T+0 Yes Yes IntS-5096 Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 1164878214.24 Day 10 Yes 1785160543.43 31-90 Days Agency MBS 5735484316.42 No T+1 No No IntS-7370 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 1122669570.29 Day 37 Yes 943733330.71 31-90 Days Equities 5927101638.48 No T+0 No Yes Trading
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 6967516462.66 Day 51 No 559554633.91 <7 Days Corporate Bonds 5908533741.65 Yes T+1 No No IntS-8152 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 5468408415.08 Day 22 Yes 415139232.72 <7 Days Cash 195784058.54 No T+1 Yes No IntS-5110 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 902620283.15 Day 3 No 693718631.25 <7 Days None 4384539704.70 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 1434157764.10 Day 17 Yes 1525391276.24 <7 Days None 1061661313.64 No T+1 No No IntS-6005 Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 3739927474.53 Day 6 Yes 125148756.28 <7 Days None 6490243759.84 Yes T+1 Yes Yes IntS-6829 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 4041427321.05 Day 49 No 566517095.62 31-90 Days Other 1978425856.20 Yes T+1 No Yes IntS-1009 Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 2831681507.99 Day 48 No 548118931.42 7-30 Days Corporate Bonds 2488584086.98 Yes T+0 Yes Yes IntS-3186 Securities Finance
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 1733829942.73 Day 18 Yes 1331350869.84 31-90 Days Agency MBS 4554748921.74 No T+0 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 5752523377.36 68 - 74 Days No 1477525647.77 7-30 Days Cash 294276571.20 Yes T+2 Yes Yes IntS-3710 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 4631807983.95 Day 31 Yes 896726138.43 <7 Days Agency MBS 719783778.97 Yes T+2 Yes Yes IntS-6177 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 2445201294.22 Day 25 No 987580371.36 31-90 Days None 1871189852.36 No T+2 No Yes IntS-5215 Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 6461818711.85 Day 48 No 1361705597.05 7-30 Days None 3179719527.79 Yes T+1 No No IntS-7798 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending Yes 7574065935.12 Day 20 Yes 1871601571.32 <7 Days Equities 3655504655.88 No T+0 Yes No IntS-5764 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 1943596507.76 Day 20 No 1035812202.77 31-90 Days Cash 5778255208.64 Yes T+2 Yes Yes IntS-8683 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 4532825080.67 Day 1 Yes 1400094058.20 31-90 Days Other 687109600.98 No T+2 No Yes IntS-5961 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 241745643.76 Day 1 Yes 1873847238.09 <7 Days Treasuries 6981128248.85 Yes T+0 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 3297340584.11 Day 60 No 1514988228.92 7-30 Days Agency MBS 3948874231.06 Yes T+1 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 365522650.58 180 - 270 Days Yes 818450614.33 <7 Days Corporate Bonds 3489451738.07 Yes T+1 Yes No Treasury
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 1681996613.43 271 - 364 Days Yes 1714355691.40 31-90 Days Corporate Bonds 1254657522.42 No T+0 Yes Yes IntS-2841 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 6894798392.59 Day 50 No 1488955496.52 7-30 Days Other 2676288067.15 Yes T+1 No Yes IntS-5002 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 4795955373.65 Day 1 Yes 335718346.98 31-90 Days None 1219651561.29 Yes T+0 No Yes IntS-9514 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 4461620838.99 Day 53 Yes 503352407.79 7-30 Days Equities 6410485621.59 Yes T+2 No No IntS-9931 Trading