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 Other Yes 8804707049.84 Perpetual No 1765784497.57 31-90 Days Mortgage-Backed Securities 1790803626.62 Yes T+2 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 3957912738.00 Day 32 Yes 1463852916.92 31-90 Days Agency MBS 5136962252.00 Yes T+0 Yes Yes IntS-2765 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange PSE Yes 6258009905.70 Day 10 No 1981471201.61 31-90 Days Corporate Bonds 893669418.87 No T+0 Yes Yes IntS-6017 Treasury
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Small Business No 3078395845.98 Day 8 Yes 774173415.15 31-90 Days Corporate Bonds 5303177878.65 No T+1 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign Yes 3187862985.88 Day 16 No 181834087.32 <7 Days Treasuries 1910573729.19 No T+1 Yes No Securities Finance
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Central Bank No 5926175976.15 Day 29 No 1450413986.46 31-90 Days Corporate Bonds 4347426764.37 No T+2 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange PSE Yes 6031698144.16 75 - 82 Days No 959847158.07 31-90 Days Agency MBS 2994517425.12 No T+2 No No IntS-8522 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 8886336836.98 Day 29 Yes 113265167.75 31-90 Days Corporate Bonds 4676795486.34 No T+0 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Sovereign Yes 6155213185.63 Day 33 No 1942791192.61 <7 Days Equities 4060889980.58 Yes T+1 No No IntS-5037 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange MDB No 1569775158.68 Day 24 Yes 1195553327.88 7-30 Days Equities 2833127808.27 Yes T+1 Yes No IntS-2296 Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange GSE Yes 1468783729.92 Day 56 No 81541757.62 7-30 Days Equities 117761690.58 Yes T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange GSE No 2246559176.75 83 - 90 Days No 626087202.22 31-90 Days Equities 4307218484.44 No T+1 No No IntS-3160 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Other Supranational No 2581544852.02 Day 1 No 1331250120.45 <7 Days Treasuries 2319828611.68 Yes T+2 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.4 Collateral Swaps Collateral Exchange Sovereign No 3357803871.15 Day 8 No 1985006411.61 <7 Days Treasuries 2008772372.53 No T+0 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Bank No 3368192405.73 Day 25 No 489286663.54 7-30 Days Mortgage-Backed Securities 957637747.14 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Pension Fund No 3882922213.82 121 - 150 Days No 638315129.07 <7 Days Agency MBS 3736554745.18 No T+0 No No IntS-1049 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 2345401492.62 >4 Yr <= 5 Yr No 139580117.89 31-90 Days Treasuries 4855787077.10 No T+2 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Retail No 2047924173.48 Day 37 Yes 100623871.87 <7 Days Treasuries 3146630240.60 No T+2 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.4 Collateral Swaps Collateral Exchange Financial Market Utility Yes 980575298.69 Day 21 Yes 1878634431.88 <7 Days Equities 782773177.80 Yes T+2 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer Yes 4707111609.25 91 - 120 Days Yes 616686926.28 7-30 Days Equities 5022244263.33 No T+2 Yes No IntS-1081 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.4 Collateral Swaps Collateral Exchange GSE No 8472536983.12 Day 49 Yes 1373270097.04 31-90 Days Treasuries 3320269838.54 Yes T+1 No No IntS-2641 Funding
2025-09-09 Liberty National Bank O.S.4 Collateral Swaps Collateral Exchange Broker-Dealer No 2302655529.84 Day 19 No 1295114197.34 <7 Days Equities 1201413487.64 Yes T+1 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Debt Issuing SPE Yes 3849113781.03 83 - 90 Days Yes 1993803008.85 <7 Days Corporate Bonds 1722898122.31 No T+1 No Yes IntS-6900 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange Central Bank Yes 1137953050.61 121 - 150 Days No 1577070069.03 31-90 Days Agency MBS 2934550554.29 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.4 Collateral Swaps Collateral Exchange MDB No 1700236453.71 >= 1 Yr <= 2 Yr No 490821884.23 <7 Days Treasuries 2467018936.98 Yes T+1 Yes No Funding