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 Yes 26042.16 Day 51 No 50.41 7-30 Days S-6-Q 27600.87 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36040.98 Day 51 No 1785.41 31-90 Days S-7-Q 33869.53 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39337.98 Day 51 No 744.14 7-30 Days E-1-Q 37237.24 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7808.93 Day 51 Yes 188.47 7-30 Days E-2-Q 8351.96 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28100.43 Day 51 Yes 108.95 31-90 Days IG-1-Q 30637.95 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 11700.31 Day 51 Yes 324.94 <7 Days IG-2-Q 11408.25 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17720.69 Day 51 No 430.56 31-90 Days C-1 18159.79 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41866.09 Day 51 Yes 503.76 31-90 Days CB-4 45599.06 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29702.86 Day 51 Yes 340.72 <7 Days E-10 27710.38 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7845.77 Day 51 No 258.06 7-30 Days E-3 7694.98 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37820.63 Day 51 Yes 610.29 31-90 Days E-4 38536.76 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31178.44 Day 51 No 1311.55 <7 Days E-5 33670.72 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33268.76 Day 51 Yes 437.49 <7 Days E-6 31809.97 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37807.83 Day 51 No 1514.27 31-90 Days E-7 38982.63 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29187.58 Day 51 Yes 662.59 <7 Days E-8 29767.86 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38933.92 Day 51 No 1514.58 <7 Days E-9 42151.39 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35658.08 Day 51 Yes 1362.25 <7 Days G-4 38766.12 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6402.69 Day 51 No 209.96 31-90 Days IG-3 5905.20 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14799.03 Day 51 No 173.61 7-30 Days IG-4 14213.17 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26896.01 Day 51 Yes 451.94 7-30 Days IG-5 28946.80 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33994.95 Day 51 Yes 1636.44 31-90 Days IG-6 36244.26 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6061.27 Day 51 Yes 215.58 <7 Days IG-7 6557.25 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37963.67 Day 51 Yes 1334.02 31-90 Days IG-8 35770.18 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44079.69 Day 51 No 1710.87 7-30 Days L-1 43251.82 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21031.38 Day 51 Yes 219.52 <7 Days L-10 19607.91 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance