Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Central Bank No 3703601586.89 Day 39 No 1939930894.70 <7 Days Equities 921077703.29 Yes T+1 No Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 7750884601.23 Day 28 No 198236612.35 <7 Days Agency MBS 4811682995.26 No T+0 No Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 2579158473.98 Day 34 No 1180708744.41 <7 Days Corporate Bonds 2303347678.24 Yes T+2 Yes No Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 6806153903.63 Day 30 Yes 5065744.84 7-30 Days Equities 5297051766.44 No T+1 No No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Other Yes 2727962050.81 Day 52 No 663133107.53 31-90 Days Treasuries 2865464823.80 Yes T+2 Yes Yes IntS-3745 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 4700993080.64 Day 32 Yes 1806371569.56 <7 Days Corporate Bonds 3854809380.44 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Small Business No 5137010139.09 >2 Yr <= 3 Yr Yes 643829263.40 31-90 Days Equities 4867334740.89 No T+1 Yes No IntS-5821 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 5311754482.22 75 - 82 Days No 608357814.81 31-90 Days Corporate Bonds 2649375990.93 No T+1 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 5712146904.37 >5 Yr Yes 977703297.52 31-90 Days Corporate Bonds 1561930600.10 Yes T+1 No Yes Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Central Bank No 3111951135.43 Day 17 No 937640969.55 <7 Days Agency MBS 5531263089.59 No T+0 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Sovereign No 6764232551.78 Day 30 Yes 499533724.74 <7 Days Mortgage-Backed Securities 2373231417.08 Yes T+1 Yes No IntS-1006 Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 4417914245.47 Day 4 Yes 1227604850.13 31-90 Days Mortgage-Backed Securities 5892479887.72 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 2420433984.32 Day 21 No 722239987.06 31-90 Days Treasuries 5287192482.94 No T+1 Yes No IntS-1618 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange MDB Yes 3825839248.14 Day 1 No 141348004.70 <7 Days Agency MBS 121786205.98 Yes T+0 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Retail No 7153757021.51 Day 44 Yes 1813966289.81 <7 Days Mortgage-Backed Securities 1459184061.15 No T+0 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Bank No 4381786581.56 Day 41 No 1092681369.10 7-30 Days Equities 349563177.87 Yes T+0 Yes Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 7554663547.52 Day 7 No 1668538691.34 31-90 Days Equities 4087517741.33 Yes T+1 No Yes IntS-4200 Trading
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange MDB Yes 2315259970.36 Day 56 No 684722479.44 7-30 Days Agency MBS 4543269243.11 No T+0 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 4930611879.94 Day 39 No 1970671303.74 <7 Days Mortgage-Backed Securities 36825664.13 Yes T+0 Yes Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor Yes 6559781239.06 >2 Yr <= 3 Yr No 144004321.92 7-30 Days Treasuries 2158257075.67 No T+1 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 2031563350.26 Day 27 Yes 97006223.70 <7 Days Treasuries 3531453242.00 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 7935718349.10 Day 45 No 113148233.94 7-30 Days Mortgage-Backed Securities 4211031064.81 Yes T+2 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 3488401278.77 Day 7 No 169937165.03 <7 Days Equities 4044853628.91 No T+0 No No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Pension Fund Yes 3510354122.74 Day 13 No 1543902250.16 7-30 Days Agency MBS 1116888276.49 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 1426718700.33 Day 16 Yes 494651621.22 31-90 Days Mortgage-Backed Securities 4231108033.90 Yes T+0 Yes No Funding