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 Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 3314671226.24 68 - 74 Days Yes 144262870.15 <7 Days Equities 3369094250.28 Yes T+2 Yes No IntS-1780 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other Yes 7280956395.07 >3 Yr <= 4 Yr No 986306313.78 31-90 Days Agency MBS 3310698519.54 No T+0 No No IntS-5079 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Supranational Yes 538190062.33 >= 1 Yr <= 2 Yr Yes 1516550952.67 31-90 Days Equities 1775779075.21 Yes T+0 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange PSE No 3585481267.87 Day 35 Yes 448224796.58 7-30 Days Equities 1564888297.15 Yes T+0 No Yes IntS-2522 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity No 3788451155.73 Day 15 No 520772393.15 31-90 Days Agency MBS 2777893446.79 No T+0 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 100884113.25 Day 27 Yes 18777538.43 31-90 Days Corporate Bonds 1863178187.65 Yes T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Other No 5698603548.20 151 - 179 Days Yes 530963357.35 <7 Days Equities 4201778551.40 Yes T+2 Yes No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange PSE Yes 463146707.89 Day 5 Yes 285420995.05 31-90 Days Treasuries 479399801.20 No T+2 No Yes IntS-6513 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Small Business No 3400768882.35 Day 52 No 1697592539.07 <7 Days Corporate Bonds 656860942.99 No T+0 No Yes IntS-7619 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity Yes 1811633650.38 Day 5 Yes 1116616655.79 7-30 Days Agency MBS 1646535518.04 Yes T+1 No Yes IntS-4588 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange PSE No 3317401785.72 Perpetual No 412709492.98 <7 Days Corporate Bonds 2796720372.63 Yes T+2 Yes Yes Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Central Bank Yes 2896137778.98 83 - 90 Days Yes 986852550.65 7-30 Days Agency MBS 4168080195.90 No T+2 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility No 6473121865.49 Day 35 Yes 343449141.60 <7 Days Agency MBS 1474403564.54 No T+2 Yes Yes IntS-5196 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 6895886888.49 68 - 74 Days No 1398586975.97 <7 Days Treasuries 1021052671.18 No T+2 Yes Yes IntS-4162 Trading
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Central Bank Yes 4889764237.63 Day 48 No 1467456778.64 31-90 Days Corporate Bonds 575547611.35 Yes T+0 No No IntS-4003 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange MDB Yes 577447604.33 Day 16 Yes 1403653664.78 <7 Days Agency MBS 5422603078.83 Yes T+1 No Yes IntS-8107 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 6378748706.83 Day 20 No 1553850654.83 <7 Days Equities 5367265612.01 Yes T+0 Yes No IntS-2502 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Bank No 3453055083.48 Day 55 No 1785567008.52 7-30 Days Equities 4092084597.97 No T+2 No Yes IntS-9265 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 2118359474.34 Day 31 No 1715462511.13 31-90 Days Mortgage-Backed Securities 4145049300.49 Yes T+2 No Yes IntS-1330 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Investment Company or Advisor No 7016449567.29 83 - 90 Days Yes 386983316.69 7-30 Days Agency MBS 2911549845.16 No T+0 No Yes IntS-2022 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Small Business Yes 1740772821.48 >3 Yr <= 4 Yr Yes 1721243066.91 <7 Days Equities 3967359179.96 No T+0 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 852829688.57 61 - 67 Days No 43180785.23 7-30 Days Corporate Bonds 1552921075.21 No T+2 Yes Yes IntS-1741 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Other Supervised Non-Bank Financial Entity No 8286754892.01 Day 29 No 1423086272.23 7-30 Days Agency MBS 4150707899.94 Yes T+0 No Yes IntS-9066 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Non-Regulated Fund Yes 5518396592.10 Day 57 No 584457839.35 31-90 Days Mortgage-Backed Securities 4702930537.92 No T+1 Yes Yes IntS-2109 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 7070285409.44 151 - 179 Days Yes 1166820715.86 <7 Days Treasuries 2343640366.29 No T+0 Yes No Securities Finance