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 National Bank O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 4356520526.67 Day 33 Yes 16368208.64 31-90 Days Treasuries 1200946343.50 Yes T+1 Yes No IntS-3804 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 5086777213.05 91 - 120 Days No 1172602617.42 31-90 Days Corporate Bonds 858154246.00 No T+0 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 2345943309.96 Day 1 No 1916471158.87 7-30 Days Equities 4999288465.07 No T+1 No No IntS-6960 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 2465303334.31 Day 16 No 408102071.46 7-30 Days Agency MBS 4540053913.57 No T+0 No No IntS-1475 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity Yes 515514843.66 Day 16 No 1077581891.53 <7 Days Treasuries 2740022991.79 No T+1 No Yes IntS-9034 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 6004093605.14 180 - 270 Days No 1531867481.47 7-30 Days Equities 5545825435.17 Yes T+0 No No IntS-4771 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Other Yes 8834147819.29 Day 32 No 1348248643.72 7-30 Days Equities 5533671529.24 No T+0 Yes Yes IntS-7501 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 183013296.38 Day 39 Yes 713257476.05 31-90 Days Mortgage-Backed Securities 4548806097.12 No T+2 No No IntS-6846 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity No 17758126.62 Day 27 Yes 369389203.52 31-90 Days Agency MBS 4153619193.72 No T+0 No No Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Non-Financial Corporate Yes 6026220324.55 Day 17 Yes 316200703.20 <7 Days Treasuries 1446536208.20 Yes T+1 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange GSE Yes 8245088139.99 151 - 179 Days Yes 1641617046.97 7-30 Days Equities 5269746909.79 Yes T+1 No Yes IntS-5015 Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Retail Yes 6586039230.01 Day 18 Yes 1048226838.58 31-90 Days Treasuries 997379129.06 No T+2 Yes No IntS-2429 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 8926736294.21 Day 2 No 1196599317.25 31-90 Days Agency MBS 2563988329.37 Yes T+1 Yes No IntS-6650 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 4935150854.00 Open No 1200229407.03 <7 Days Equities 5045794749.98 No T+2 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund No 7962153792.49 Day 46 Yes 1557506916.91 31-90 Days Equities 1835466821.48 No T+1 Yes Yes IntS-3317 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Central Bank No 5385912222.77 121 - 150 Days Yes 1912330099.62 <7 Days Mortgage-Backed Securities 1704409302.59 Yes T+0 Yes Yes IntS-2266 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other Supranational Yes 2316673383.50 Day 16 Yes 918198419.71 7-30 Days Mortgage-Backed Securities 5387597522.55 No T+0 Yes No IntS-1578 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign No 1865562431.56 Day 23 No 515602854.76 <7 Days Treasuries 4118729524.73 Yes T+0 No Yes IntS-1061 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Sovereign No 3057980572.99 Perpetual Yes 575045996.59 7-30 Days Mortgage-Backed Securities 5483058120.90 No T+0 Yes No IntS-7579 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 8165795365.41 Day 21 No 532234208.07 31-90 Days Corporate Bonds 677348623.52 No T+2 No Yes IntS-3018 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE No 1565465462.19 Day 46 Yes 1368144853.94 <7 Days Equities 1830913509.06 No T+1 No No IntS-3322 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other Yes 1847095282.17 Day 2 No 1680959051.43 <7 Days Agency MBS 4547616304.05 No T+2 No Yes IntS-6116 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 7685336628.90 Day 10 No 161957133.29 <7 Days Mortgage-Backed Securities 2018653707.71 No T+1 No No IntS-7513 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange PSE No 311390492.26 Day 38 No 1080011990.25 <7 Days Corporate Bonds 191247842.42 Yes T+2 Yes Yes IntS-6922 Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 3953048284.18 Day 25 Yes 643508529.13 <7 Days Equities 1121820056.16 No T+0 No Yes IntS-7936 Securities Finance