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 Debt Issuing SPE No 6684756800.60 271 - 364 Days No 1081396542.69 31-90 Days Mortgage-Backed Securities 867003232.55 Yes T+2 Yes No IntS-7086 Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Retail Yes 8020578933.03 Day 24 Yes 210226067.45 <7 Days Mortgage-Backed Securities 4422683610.97 Yes T+0 No Yes IntS-8440 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 1071745696.76 Day 33 Yes 688109494.15 7-30 Days Treasuries 926525166.53 Yes T+0 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange PSE Yes 5097379644.16 Day 16 No 1285825463.77 7-30 Days Treasuries 4479303323.17 Yes T+2 No Yes IntS-5052 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 2522920063.21 Day 21 Yes 983874602.89 31-90 Days Equities 109673869.56 No T+1 Yes Yes IntS-7938 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 3086451436.88 Day 37 Yes 1007938433.53 <7 Days Mortgage-Backed Securities 462078216.41 No T+1 No No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 5007086269.10 Day 41 Yes 1970784169.63 31-90 Days Corporate Bonds 4364415166.47 No T+2 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 8523799105.69 Day 22 No 1336946601.10 <7 Days Corporate Bonds 264141272.38 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange PSE No 8299564380.58 Day 56 No 1374612899.68 31-90 Days Mortgage-Backed Securities 1021041024.65 Yes T+0 No No Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Other No 621126891.93 121 - 150 Days No 1245949895.86 31-90 Days Corporate Bonds 5293479151.64 Yes T+2 Yes Yes IntS-3231 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 1747330852.54 Day 1 No 1926502811.81 <7 Days Equities 3988550273.73 No T+1 No Yes IntS-3537 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity No 142061887.86 Day 31 No 405781421.35 <7 Days Treasuries 1335915842.33 No T+0 No Yes Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 42123.25 Open Yes 267.69 <7 Days A-0-Q 42201.28 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 19286.89 Open Yes 867.56 <7 Days A-1-Q 20907.23 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 10110.12 Open Yes 204.10 <7 Days A-2-Q 9533.20 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 18523.92 Open Yes 769.03 7-30 Days A-3-Q 19139.98 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 15472.28 Open No 360.06 <7 Days A-4-Q 15727.66 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 33278.70 Open Yes 724.22 <7 Days A-5-Q 35422.41 Yes T+0 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 36411.34 Open Yes 172.52 <7 Days CB-1-Q 36235.95 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 22166.45 Open No 395.57 7-30 Days CB-2-Q 20332.45 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 14369.94 Open Yes 289.74 31-90 Days S-1-Q 14209.49 Yes T+2 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 26951.91 Open Yes 102.76 31-90 Days S-2-Q 28622.12 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38185.04 Open No 850.52 <7 Days S-3-Q 38084.02 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 39422.67 Open Yes 1736.60 7-30 Days S-4-Q 36209.28 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 38830.12 Open Yes 751.37 31-90 Days CB-3-Q 42508.95 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding