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 Mortgage Services Corp. O.S.2 Securities Lending No 6489401184.44 Day 22 Yes 51696791.98 <7 Days Other 3096807819.03 Yes T+2 No No IntS-8658 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 10335025.40 Day 42 Yes 1470272041.47 <7 Days Corporate Bonds 1350238897.69 Yes T+2 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending Yes 5528763617.54 68 - 74 Days Yes 711143224.47 <7 Days Cash 920530854.69 Yes T+1 Yes Yes Trading
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 3840916851.36 >3 Yr <= 4 Yr Yes 825217740.96 <7 Days Corporate Bonds 1313710878.62 Yes T+0 No No IntS-6834 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 3406892045.77 121 - 150 Days No 1776495828.87 31-90 Days Agency MBS 2751382744.06 Yes T+0 No No Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 6561551785.63 Day 57 No 1698965247.32 31-90 Days Other 1615799089.51 No T+2 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 2505977374.88 Day 53 Yes 1876025784.34 7-30 Days Equities 3799787152.26 No T+2 Yes No IntS-5292 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending Yes 7552098040.38 Day 20 Yes 1264607228.49 <7 Days Corporate Bonds 3042420080.27 No T+2 Yes Yes IntS-7116 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 1219114287.20 Day 17 Yes 989314069.97 <7 Days Cash 5298656027.85 No T+0 No Yes IntS-5930 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 3207302549.62 Day 8 Yes 1065334712.57 <7 Days Cash 2461434884.93 Yes T+0 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending Yes 5571194759.48 Day 48 No 673021178.13 7-30 Days Agency MBS 1243195488.36 Yes T+0 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 3092226590.42 Day 39 Yes 1315534859.25 <7 Days Other 4833119538.48 No T+2 No Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 4603208214.87 Day 4 Yes 1548839043.24 <7 Days Treasuries 3241852795.74 No T+2 No No IntS-2140 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 3636581901.03 Day 10 No 1024174260.71 <7 Days Corporate Bonds 4752178096.74 Yes T+1 Yes No IntS-9940 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 6609139288.03 Day 32 Yes 1044077962.24 7-30 Days None 2648427659.79 Yes T+2 Yes No Trading
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 5066632076.56 180 - 270 Days Yes 114502411.90 7-30 Days Agency MBS 1119384903.61 No T+0 Yes Yes IntS-8640 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 643564275.13 Day 34 No 1227681646.32 7-30 Days Equities 567248919.66 Yes T+2 No No IntS-6525 Trading
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 4899479202.18 121 - 150 Days Yes 759428200.45 <7 Days Equities 4073192358.59 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 507405112.84 Day 45 Yes 114755254.13 <7 Days Corporate Bonds 3590955009.32 No T+0 No Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 1449261285.03 83 - 90 Days Yes 1924401551.22 <7 Days Cash 5217817003.90 Yes T+0 Yes Yes IntS-4517 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 6178473904.10 Day 15 Yes 572981431.83 <7 Days Treasuries 4699014734.06 No T+1 No Yes IntS-2472 Securities Finance
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 63365309.49 Day 28 No 766086556.94 <7 Days Cash 1089622056.79 No T+1 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 8906104.85 Day 23 Yes 1973635527.04 31-90 Days Equities 1958658381.57 Yes T+0 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending Yes 4026770778.51 Day 11 No 612058792.44 7-30 Days Cash 3569990192.59 No T+1 Yes No Securities Finance
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 1185280819.75 Day 38 No 929768784.43 7-30 Days Agency MBS 3728392550.68 No T+2 No Yes Trading