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 International Finance Ltd. O.S.2 Securities Lending No 4617616529.91 Day 58 Yes 618786297.16 <7 Days Cash 994698891.15 Yes T+2 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 1815001238.21 Day 15 No 921073822.54 7-30 Days Agency MBS 2704752358.89 Yes T+0 Yes Yes IntS-8704 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 243587291.81 Day 37 Yes 1535618400.41 <7 Days Treasuries 3220734575.78 Yes T+0 No Yes IntS-6942 Treasury
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 7573097013.32 >4 Yr <= 5 Yr No 1875909598.31 <7 Days Treasuries 3979989312.42 No T+2 Yes Yes IntS-3576 Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 31756743.13 Day 44 Yes 1267379085.09 31-90 Days Agency MBS 5619465813.55 Yes T+2 Yes Yes IntS-9420 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending No 4683451489.55 Day 33 Yes 996973202.96 <7 Days Corporate Bonds 4242223520.29 Yes T+1 Yes Yes IntS-5277 Securities Finance
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 6937619263.94 Day 45 Yes 1047555463.90 31-90 Days Corporate Bonds 2937504976.93 No T+0 Yes Yes Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 2902317699.12 Day 5 Yes 1494940127.75 7-30 Days Agency MBS 6916653253.82 Yes T+0 Yes Yes IntS-1938 Securities Finance
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 3766474331.76 Day 57 No 1124939102.37 7-30 Days Other 6783496533.74 No T+1 No Yes IntS-6738 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 6539692042.14 Day 31 No 555659056.21 7-30 Days Agency MBS 6953101551.41 Yes T+0 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending No 5350990607.16 Day 10 No 1130849715.72 <7 Days Treasuries 5947476656.45 Yes T+2 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending Yes 2899974821.95 Day 46 Yes 1559836303.44 31-90 Days None 4480143061.84 Yes T+0 Yes No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.2 Securities Lending Yes 5486363941.97 Day 23 Yes 310618270.22 <7 Days Agency MBS 6166219210.53 No T+1 Yes Yes IntS-5244 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 3394965898.57 Day 21 Yes 490856551.49 <7 Days Agency MBS 4943955943.53 Yes T+0 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 5420336896.75 Day 11 Yes 1709148942.86 <7 Days Treasuries 3384440566.29 Yes T+1 Yes Yes IntS-1573 Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 3827823767.50 Day 52 Yes 115514158.20 <7 Days Cash 4440714740.59 No T+1 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.2 Securities Lending Yes 5558528409.21 121 - 150 Days Yes 1354398435.34 31-90 Days Corporate Bonds 5652797372.99 Yes T+0 Yes Yes IntS-4335 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 4375843177.00 Day 16 No 1227222895.03 <7 Days Treasuries 4475726639.45 No T+2 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 2072510054.04 Open Yes 681922032.66 31-90 Days Other 3474191564.34 Yes T+0 No No Trading
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 6691153287.00 61 - 67 Days Yes 1881599246.21 7-30 Days Agency MBS 6495742214.09 No T+2 No No IntS-7700 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.2 Securities Lending No 3940425469.88 Day 29 Yes 1273922561.64 <7 Days None 5723846017.29 Yes T+1 Yes No IntS-5544 Treasury
2025-09-09 Liberty National Bank O.S.2 Securities Lending Yes 677940476.12 Day 22 No 816599697.39 31-90 Days None 6889333111.26 No T+0 Yes No Funding
2025-09-09 Liberty National Bank O.S.2 Securities Lending No 1828358474.14 Day 43 Yes 1331538154.79 <7 Days Equities 6728047654.91 Yes T+2 No No IntS-8931 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.2 Securities Lending No 4032289011.51 Day 25 Yes 934505969.02 7-30 Days Other 1764906385.85 No T+2 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.2 Securities Lending No 5807093817.80 Day 15 No 738390429.02 31-90 Days Treasuries 3147070371.40 No T+0 Yes Yes Treasury