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. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Bank Yes 1396848912.40 Day 46 Yes 1437647870.69 7-30 Days Mortgage-Backed Securities 3065473365.28 No T+0 Yes Yes IntS-3062 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Other No 8576587643.25 Day 40 Yes 295367933.91 7-30 Days Treasuries 5404359719.17 Yes T+2 Yes No IntS-1329 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Bank Yes 7675789773.79 Day 53 Yes 949030707.49 7-30 Days Mortgage-Backed Securities 908316761.94 Yes T+0 Yes Yes IntS-7898 Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Bank No 216927373.96 Day 15 No 1843061303.84 7-30 Days Corporate Bonds 2106657407.02 No T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 1225605425.19 Day 18 No 1487172302.33 <7 Days Corporate Bonds 2041215978.83 Yes T+2 No No IntS-6415 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 804704846.86 Day 23 No 110815658.91 31-90 Days Treasuries 3664781184.64 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Small Business No 3487970255.37 Day 29 Yes 1107333102.50 31-90 Days Corporate Bonds 5292820588.90 Yes T+0 Yes Yes IntS-3069 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange MDB No 7158751864.04 Day 53 Yes 1354007506.04 <7 Days Corporate Bonds 4088517435.95 No T+0 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange MDB Yes 4447313831.14 Day 4 Yes 1022265633.07 31-90 Days Equities 3405638620.66 No T+0 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange PSE No 3416337375.03 Day 19 No 733414737.40 <7 Days Corporate Bonds 2614818605.96 No T+0 No Yes Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 4797795381.14 83 - 90 Days No 1908299827.24 31-90 Days Mortgage-Backed Securities 1608407864.16 Yes T+2 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Small Business No 35243009.11 Day 6 No 549528559.79 <7 Days Mortgage-Backed Securities 4023058233.40 No T+0 Yes Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Supranational No 7863886970.83 91 - 120 Days No 911684444.61 7-30 Days Mortgage-Backed Securities 5517023010.99 Yes T+0 Yes No IntS-6665 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 1115345334.39 Day 31 No 1129633565.68 <7 Days Equities 2390597300.76 No T+1 Yes Yes IntS-3528 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign No 7301517846.79 Day 30 Yes 947891890.31 <7 Days Corporate Bonds 5881116321.61 Yes T+2 No No IntS-5971 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 6399066984.44 Day 4 No 283934737.33 <7 Days Agency MBS 5470814825.76 No T+2 No No IntS-7063 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange GSE Yes 8604410594.76 Day 49 No 714937204.19 31-90 Days Agency MBS 518237793.93 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Bank Yes 4426445862.55 Day 7 No 184224482.31 7-30 Days Equities 1530525855.73 Yes T+1 Yes No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 8623618114.97 Day 6 Yes 747876631.08 31-90 Days Treasuries 2053757010.67 No T+0 No Yes IntS-4631 Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange MDB No 8992967477.49 121 - 150 Days No 1122518881.20 7-30 Days Treasuries 4199837321.05 No T+1 No Yes IntS-3092 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 3083546312.49 Day 42 Yes 654429568.72 7-30 Days Agency MBS 2245966922.02 Yes T+2 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 5426487744.20 Day 60 Yes 329720325.85 <7 Days Mortgage-Backed Securities 444316279.09 No T+1 No No IntS-8284 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 4068708222.28 Perpetual No 1283521738.68 7-30 Days Equities 16356446.32 Yes T+2 No No IntS-4004 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 8788579359.00 Day 44 Yes 522279637.85 31-90 Days Agency MBS 3036572507.99 Yes T+1 No No IntS-9848 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 4492513243.33 Day 52 No 476690392.27 7-30 Days Mortgage-Backed Securities 4219751382.80 No T+0 Yes No Trading