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 Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 2198536790.66 Day 5 Yes 194636892.89 <7 Days Corporate Bonds 775271422.10 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 3437961517.97 Day 26 Yes 840679583.17 7-30 Days Corporate Bonds 990228181.25 No T+1 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 762461233.71 68 - 74 Days No 1650267052.35 <7 Days Corporate Bonds 4491335817.36 Yes T+1 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 2259113969.88 Perpetual Yes 1942337460.49 31-90 Days Cash 206435535.55 Yes T+0 No Yes IntS-8768 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 4133976260.28 Day 20 No 1105012861.27 7-30 Days None 6652750333.88 Yes T+0 Yes No IntS-4133 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 3855767733.92 Day 34 Yes 928955584.45 <7 Days Agency MBS 1062498960.88 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 176127158.48 Day 60 Yes 1450998628.54 7-30 Days None 5098389157.06 No T+0 No Yes IntS-7980 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 7748216811.45 91 - 120 Days Yes 1423545173.51 <7 Days Treasuries 1922203265.37 Yes T+1 No No IntS-4945 Trading
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 5840229675.35 Day 53 Yes 803433031.28 7-30 Days Equities 2452264283.61 Yes T+2 Yes No IntS-7967 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending Yes 659444963.95 Day 50 Yes 193026947.54 31-90 Days Equities 2445915117.38 No T+1 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 3736243417.31 Day 9 No 1307157130.67 <7 Days None 5972470191.00 No T+2 No Yes IntS-7159 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 5302651011.45 Day 43 Yes 1633530826.61 31-90 Days Equities 5402880211.32 Yes T+2 No No IntS-8595 Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 16251.27 Open No 452.12 31-90 Days A-0-Q 17405.83 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 23781.87 Open Yes 678.55 7-30 Days A-1-Q 22440.20 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 18020.09 Open Yes 632.68 <7 Days A-2-Q 17386.96 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 12493.64 Open No 78.89 7-30 Days A-3-Q 13648.52 No T+2 No No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 2449.03 Open Yes 33.36 <7 Days A-4-Q 2329.83 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail Yes 14351.18 Open No 620.47 7-30 Days A-5-Q 14163.87 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 35860.40 Open Yes 212.95 7-30 Days CB-1-Q 34936.91 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 24741.58 Open Yes 139.89 31-90 Days CB-2-Q 22551.01 No T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 16916.22 Open No 108.25 <7 Days S-1-Q 16005.57 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 28273.51 Open No 390.62 31-90 Days S-2-Q 29190.94 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 14217.18 Open Yes 300.05 7-30 Days S-3-Q 14176.53 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 38965.59 Open No 908.32 <7 Days S-4-Q 39607.22 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.2 Securities Lending Retail No 31156.37 Open No 381.22 31-90 Days CB-3-Q 29832.12 Yes T+0 No Yes Liberty Wealth Management LLC Treasury