Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.4: Collateral Swaps

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.4 Collateral Swaps Collateral Exchange Pension Fund No 7847286526.20 Day 20 No 127416857.22 31-90 Days Corporate Bonds 4846104757.21 No T+2 No No Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange MDB No 2666964928.08 Day 60 No 1634912282.65 <7 Days Equities 2846365544.17 Yes T+0 Yes Yes IntS-2304 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 4105667888.33 Day 26 No 31577339.94 7-30 Days Agency MBS 2890377952.52 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 3888162107.03 Day 18 Yes 1702568415.14 <7 Days Mortgage-Backed Securities 5416870707.00 No T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 2000188245.35 Day 38 Yes 307002924.03 <7 Days Agency MBS 1468617597.23 No T+2 No Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Yes 6357012567.57 83 - 90 Days No 1032743891.66 7-30 Days Equities 1286606049.91 Yes T+0 No No IntS-6825 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Central Bank Yes 783739201.42 Day 18 No 214307074.39 31-90 Days Treasuries 2256107510.03 No T+0 No No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Supranational Yes 4431505577.91 Day 32 No 946811689.37 7-30 Days Treasuries 555639926.65 No T+1 Yes No Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Bank Yes 278023949.35 Day 21 Yes 1868911751.13 7-30 Days Corporate Bonds 100712921.95 No T+0 Yes Yes IntS-7465 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 786914117.14 >5 Yr Yes 1388203023.07 7-30 Days Agency MBS 4472263287.77 No T+2 Yes No IntS-4589 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 1844618761.85 Day 35 No 1098931152.37 31-90 Days Corporate Bonds 938847242.46 No T+0 No Yes IntS-2922 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 7225447148.92 Day 59 Yes 953188474.95 31-90 Days Corporate Bonds 4094324375.10 No T+0 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange MDB No 3482474965.58 Day 39 No 933837828.07 31-90 Days Agency MBS 5808116369.41 Yes T+2 Yes Yes IntS-1473 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Bank No 6023049261.23 >= 1 Yr <= 2 Yr No 1992025018.67 <7 Days Equities 5884151014.36 Yes T+1 Yes No IntS-4363 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 3875869940.16 Day 17 Yes 993231226.82 31-90 Days Equities 141720881.09 Yes T+1 No No IntS-8909 Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange PSE No 6152826610.55 180 - 270 Days Yes 115201375.84 31-90 Days Mortgage-Backed Securities 2188750748.50 Yes T+2 No Yes IntS-3878 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 1221568993.54 Day 4 Yes 1649690325.13 7-30 Days Treasuries 1505118083.94 No T+2 No No IntS-3852 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 8301314089.29 Day 5 No 1947203924.71 31-90 Days Corporate Bonds 5448930798.42 No T+0 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 1575742344.64 Day 52 No 1248275643.43 7-30 Days Treasuries 2588046087.37 No T+1 No Yes IntS-3431 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign Yes 8172145451.59 Day 28 No 1834731286.16 7-30 Days Mortgage-Backed Securities 782849971.59 No T+2 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 6629748525.73 151 - 179 Days No 578398338.72 31-90 Days Treasuries 3914861744.96 No T+1 No Yes Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 8607131682.58 Day 38 No 1891378596.79 7-30 Days Equities 5059896155.00 No T+2 Yes No IntS-5245 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Sovereign Yes 7860517955.34 Day 26 No 415561465.73 <7 Days Agency MBS 5768487255.17 Yes T+0 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 4885813697.01 Day 1 No 913624558.64 31-90 Days Agency MBS 5562411734.92 No T+1 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 7230277336.13 91 - 120 Days Yes 183693560.35 <7 Days Equities 4449645719.64 No T+0 Yes Yes Funding