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 Pension Fund Yes 2164532151.12 >4 Yr <= 5 Yr Yes 382240983.88 <7 Days Mortgage-Backed Securities 2631176310.07 No T+2 Yes No IntS-3073 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange MDB No 8758245705.08 >3 Yr <= 4 Yr No 1007082534.41 <7 Days Mortgage-Backed Securities 4411779620.52 No T+1 No No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Other Yes 6651746236.38 Day 59 No 633416847.47 31-90 Days Mortgage-Backed Securities 5838742915.15 No T+1 No Yes IntS-6690 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 7411744847.91 Day 37 No 1151975806.89 7-30 Days Equities 1213015721.04 Yes T+2 Yes No IntS-1998 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Other Supranational No 2539100546.11 Day 4 No 1630045572.96 7-30 Days Equities 4094226227.65 No T+2 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity Yes 7205096588.79 Day 16 No 1503658570.67 31-90 Days Equities 2832786639.69 No T+1 No No IntS-8616 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 63165553.19 Day 21 Yes 1505749949.86 7-30 Days Agency MBS 831573442.44 No T+2 Yes Yes Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Retail Yes 8779393105.50 Day 58 No 42140990.94 31-90 Days Corporate Bonds 1988994774.61 No T+1 Yes No IntS-7327 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other Yes 5021431128.18 91 - 120 Days No 1010262874.65 <7 Days Corporate Bonds 3601997588.59 Yes T+2 No Yes IntS-7966 Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 785169605.49 Day 30 Yes 1653669859.22 <7 Days Equities 2852053367.27 No T+1 Yes Yes IntS-2996 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 3913524320.00 Day 54 Yes 1614014789.42 7-30 Days Corporate Bonds 5833223384.59 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 6088032209.53 Day 11 Yes 1762648815.18 <7 Days Mortgage-Backed Securities 5233674094.23 Yes T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange GSE Yes 7796050889.39 Day 37 Yes 17566445.31 <7 Days Corporate Bonds 305645991.20 No T+2 No No Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 1644218723.41 Day 28 Yes 819969419.26 31-90 Days Corporate Bonds 4122314748.98 No T+0 Yes Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Yes 8902364251.87 Day 51 Yes 586848107.98 <7 Days Agency MBS 4459588398.48 Yes T+2 Yes Yes IntS-8350 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange GSE No 2291803091.24 Day 39 No 1715238671.73 <7 Days Agency MBS 3714488685.82 No T+0 Yes Yes IntS-3226 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 50739962.76 68 - 74 Days No 1636734659.37 <7 Days Agency MBS 5750150623.41 Yes T+2 Yes Yes IntS-9199 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 2713309384.60 Day 32 Yes 605160730.34 7-30 Days Agency MBS 1458038720.32 No T+2 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 2514274472.20 Day 5 Yes 1194789051.46 7-30 Days Treasuries 5043121616.30 Yes T+2 Yes No IntS-6899 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity Yes 7743208437.33 Day 9 No 1943924433.81 31-90 Days Treasuries 5994445534.81 Yes T+2 Yes No IntS-8982 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 1262175837.90 Day 35 No 1909081627.45 <7 Days Mortgage-Backed Securities 16921642.84 No T+0 Yes No IntS-5709 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 2541771747.09 >5 Yr Yes 785600412.66 7-30 Days Corporate Bonds 2760344963.30 Yes T+2 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange GSE Yes 3297981717.62 Day 33 No 1487140183.67 <7 Days Mortgage-Backed Securities 379559335.28 Yes T+2 Yes Yes IntS-3241 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 4267847867.03 Day 2 No 518784561.83 7-30 Days Mortgage-Backed Securities 4770487608.31 No T+0 Yes No IntS-8907 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 5957468548.19 Day 42 No 1704446162.87 7-30 Days Treasuries 615738888.81 No T+0 Yes No Trading