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 International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Small Business No 153466432.75 271 - 364 Days No 1017580338.27 31-90 Days Corporate Bonds 205277082.12 No T+2 Yes Yes Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 5261355869.33 Day 8 No 1892435366.25 7-30 Days Corporate Bonds 676608995.29 No T+1 No No IntS-8669 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity No 2281985946.92 Day 57 Yes 742750024.86 7-30 Days Corporate Bonds 2898098134.73 Yes T+1 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity Yes 8386760162.77 Day 58 Yes 632384828.28 7-30 Days Treasuries 1074618048.97 Yes T+2 Yes Yes IntS-9909 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE No 6389546646.56 Day 37 Yes 1812068452.07 7-30 Days Agency MBS 2261223618.40 Yes T+2 No Yes IntS-9521 Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 3313033395.94 61 - 67 Days No 425938811.31 7-30 Days Mortgage-Backed Securities 4527062550.20 Yes T+1 No No IntS-3127 Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 1707940856.53 Day 47 No 1990344990.55 <7 Days Mortgage-Backed Securities 2826278215.75 Yes T+0 Yes Yes IntS-7714 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 837173118.77 Day 57 Yes 469835008.06 31-90 Days Mortgage-Backed Securities 5064890908.83 No T+2 No No IntS-9908 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 8958825221.41 91 - 120 Days No 1074611580.55 <7 Days Corporate Bonds 936296334.40 No T+0 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 6646334025.74 Day 58 No 361689743.19 7-30 Days Mortgage-Backed Securities 912123183.05 No T+0 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 1519333106.44 Day 33 Yes 1416588290.34 31-90 Days Treasuries 5111607641.77 Yes T+1 No Yes IntS-6271 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 4144885146.85 Day 3 Yes 1957417542.45 7-30 Days Mortgage-Backed Securities 1642671147.92 No T+1 Yes No IntS-5151 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 7209547988.04 Day 21 Yes 658606048.70 <7 Days Corporate Bonds 2827254270.69 No T+0 No No IntS-1261 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 1341355134.13 Day 14 Yes 1970751807.11 <7 Days Treasuries 5911328267.26 Yes T+1 No Yes IntS-8604 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Sovereign Yes 5223913335.92 Day 24 No 1035925696.27 31-90 Days Agency MBS 4898292118.05 Yes T+0 No Yes Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Bank Yes 7041714355.39 Day 13 No 32404260.86 <7 Days Corporate Bonds 4114236730.98 Yes T+2 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Other Supranational Yes 6551410711.67 61 - 67 Days Yes 1750464678.21 31-90 Days Mortgage-Backed Securities 4935426361.74 Yes T+0 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 2796500346.60 180 - 270 Days Yes 482584769.49 7-30 Days Agency MBS 4837971556.14 No T+0 Yes No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Bank Yes 2925442505.23 Day 49 No 1663732313.38 <7 Days Agency MBS 873153307.85 Yes T+0 Yes No IntS-6594 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 3824945575.04 Day 46 Yes 1402987160.67 <7 Days Agency MBS 4412891986.13 Yes T+1 No Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other No 74513433.13 Day 12 No 207820425.47 7-30 Days Agency MBS 5958212686.03 Yes T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 4788616202.78 61 - 67 Days Yes 64545393.80 <7 Days Equities 2850609921.01 Yes T+2 Yes Yes IntS-9782 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange MDB Yes 8323455174.87 Day 33 No 1372173799.66 <7 Days Agency MBS 379850384.03 Yes T+1 No No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 2255590011.15 Day 38 Yes 1189302203.44 <7 Days Treasuries 1244971013.48 Yes T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 312960680.68 Open No 127282812.29 <7 Days Corporate Bonds 4643794376.93 Yes T+1 Yes No Treasury