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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13313.85 Day 50 No 329.98 <7 Days E-8 12369.44 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18863.93 Day 50 No 486.44 31-90 Days E-9 19538.98 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25615.02 Day 50 No 1027.85 <7 Days G-4 23500.13 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10771.39 Day 50 Yes 143.21 7-30 Days IG-3 9980.83 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16774.55 Day 50 Yes 20.68 31-90 Days IG-4 17623.58 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18210.68 Day 50 No 450.53 <7 Days IG-5 18528.77 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19948.84 Day 50 No 602.93 31-90 Days IG-6 19732.11 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40846.02 Day 50 No 1624.55 31-90 Days IG-7 43498.29 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10406.75 Day 50 No 316.58 <7 Days IG-8 10230.65 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18092.02 Day 50 Yes 235.08 31-90 Days L-1 18358.29 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17874.92 Day 50 No 100.79 <7 Days L-10 19440.08 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28533.71 Day 50 No 1107.87 31-90 Days L-11 26430.73 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43966.40 Day 50 No 1675.45 <7 Days L-2 40942.92 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25812.26 Day 50 No 115.03 <7 Days L-3 24547.51 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36645.15 Day 50 No 1828.63 31-90 Days L-4 33026.27 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38546.84 Day 50 Yes 253.14 7-30 Days L-5 38219.08 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30633.57 Day 50 No 990.75 <7 Days L-6 31292.32 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40951.27 Day 50 No 1281.05 31-90 Days L-7 38634.81 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43961.92 Day 50 No 579.94 <7 Days L-8 44358.82 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28279.01 Day 50 Yes 628.50 <7 Days L-9 30066.70 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39488.07 Day 50 Yes 792.25 <7 Days LC-1 39983.88 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5978.30 Day 50 No 234.20 7-30 Days LC-2 6482.44 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28630.60 Day 50 Yes 761.53 7-30 Days N-1 29645.38 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10983.53 Day 50 Yes 145.92 31-90 Days N-2 10409.32 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4038.77 Day 50 Yes 164.47 7-30 Days N-3 4344.21 No T+1 Yes No Trading