Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.8: Firm Shorts

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.8 Firm Shorts Customer Longs Debt Issuing SPE No 6416901385.77 91 - 120 Days No 854298365.11 T+1 Other 2577116986.15 Yes T+2 Yes No IntS-3158 Trading
2025-09-09 Liberty National Bank O.S.8 Firm Shorts External Non-Cash Transactions Central Bank Yes 7618817096.98 Day 60 Yes 697370639.53 Open Treasuries 2566322744.12 Yes T+1 Yes Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.8 Firm Shorts External Cash Transactions Other Yes 4622558203.58 Day 21 No 1450876714.90 Open Equities 1831241754.30 No T+1 Yes No IntS-7705 Trading
2025-09-09 Liberty National Bank O.S.8 Firm Shorts Firm Longs Pension Fund No 316493144.02 Day 26 Yes 232470381.74 Open Cash 2336115804.15 No T+2 No Yes Securities Finance
2025-09-09 Liberty National Bank O.S.8 Firm Shorts Unsettled - Regular Way MDB Yes 7594100253.52 Day 3 No 513578865.10 Open Corporate Bonds 432064365.01 No T+0 Yes No IntS-7512 Trading
2025-09-09 Liberty National Bank O.S.8 Firm Shorts External Non-Cash Transactions Other Yes 4242298989.25 Day 32 Yes 537467648.85 T+1 Cash 1229730663.16 Yes T+1 No Yes IntS-4393 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.8 Firm Shorts Unsettled - Regular Way Retail No 287362733.94 Day 22 Yes 593425793.01 T+1 Equities 2112175671.70 No T+1 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.8 Firm Shorts Customer Longs Investment Company or Advisor No 6438451273.44 Day 45 Yes 1993839593.28 Open Equities 2375752283.16 Yes T+1 Yes Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.8 Firm Shorts Firm Longs Broker-Dealer No 275113508.67 Day 26 Yes 718442977.60 T+2 Treasuries 404812149.64 No T+0 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.8 Firm Shorts Unsettled - Regular Way Other No 6086307912.25 Day 44 Yes 1156265748.51 Open Equities 484555717.85 Yes T+0 No Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.8 Firm Shorts External Cash Transactions Non-Regulated Fund No 6772486531.95 75 - 82 Days Yes 1483695178.14 T+1 Cash 2744620581.65 No T+2 No No Funding
2025-09-09 Liberty National Bank O.S.8 Firm Shorts External Non-Cash Transactions Broker-Dealer No 2608990420.72 Day 32 Yes 1869511100.30 T+2 Corporate Bonds 138346123.59 Yes T+2 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.8 Firm Shorts Unsettled - Regular Way Retail Yes 3766572876.96 Day 3 No 1771887215.12 T+2 Cash 2944900698.91 Yes T+0 No No IntS-9726 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.8 Firm Shorts Customer Longs Financial Market Utility No 4417516002.18 Day 2 Yes 1983385623.71 Open Corporate Bonds 141204622.35 Yes T+0 No Yes IntS-6616 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.8 Firm Shorts Customer Longs Debt Issuing SPE No 2160620234.02 Day 24 Yes 1958319239.44 T+2 Corporate Bonds 963201394.72 No T+1 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.8 Firm Shorts External Cash Transactions Non-Regulated Fund Yes 6419114628.94 Day 40 No 460181803.15 Open None 1556407900.57 No T+1 Yes Yes IntS-4421 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.8 Firm Shorts External Non-Cash Transactions GSE Yes 4547507827.72 Day 50 Yes 408689334.09 Open None 2405598320.04 No T+0 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.8 Firm Shorts External Non-Cash Transactions Debt Issuing SPE Yes 4840788216.87 Day 31 No 1142577264.91 Open None 541673267.62 No T+2 No Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.8 Firm Shorts Firm Longs Investment Company or Advisor No 4274502526.66 Day 36 No 1912555953.40 T+2 Corporate Bonds 1441615397.10 No T+2 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.8 Firm Shorts Firm Longs Other Supervised Non-Bank Financial Entity Yes 5979188113.44 Day 37 Yes 1106205562.31 T+2 None 77783050.49 No T+1 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.8 Firm Shorts External Non-Cash Transactions Non-Regulated Fund No 3857311877.04 Day 45 No 1891757502.27 Open None 1903770783.45 No T+2 Yes No IntS-8708 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.8 Firm Shorts External Cash Transactions Other Supervised Non-Bank Financial Entity Yes 3753425143.07 Day 22 No 118600701.02 Open Agency MBS 1165659117.97 Yes T+0 No No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.8 Firm Shorts Unsettled - Regular Way Sovereign No 7428668420.73 Day 41 No 1833490839.78 T+1 None 2260403114.94 Yes T+2 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.8 Firm Shorts Unsettled - Regular Way MDB Yes 1769054304.07 Day 58 No 1372406162.05 T+1 None 1373470242.54 No T+0 Yes No IntS-4926 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.8 Firm Shorts External Cash Transactions Pension Fund Yes 6282261763.52 Day 58 Yes 242712152.62 T+1 Corporate Bonds 391560420.08 No T+2 No No IntS-7829 Trading