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 17926.94 Day 52 Yes 544.68 31-90 Days A-3-Q 19135.17 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4108.81 Day 52 Yes 18.41 31-90 Days A-4-Q 3883.82 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4684.78 Day 52 No 15.70 7-30 Days A-5-Q 4814.11 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17530.76 Day 52 No 39.60 31-90 Days CB-1-Q 16829.41 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35555.86 Day 52 No 821.72 <7 Days CB-2-Q 36716.01 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25747.73 Day 52 Yes 1172.31 <7 Days S-1-Q 23493.67 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28611.70 Day 52 No 838.98 <7 Days S-2-Q 26676.79 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31869.29 Day 52 No 930.66 <7 Days S-3-Q 29745.04 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35649.73 Day 52 No 793.57 7-30 Days S-4-Q 35604.13 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40878.89 Day 52 Yes 373.37 <7 Days CB-3-Q 39146.82 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20518.44 Day 52 No 339.86 31-90 Days G-1-Q 21379.82 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31041.61 Day 52 Yes 119.42 31-90 Days G-2-Q 31437.57 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29316.55 Day 52 No 450.24 7-30 Days G-3-Q 30385.91 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29753.75 Day 52 Yes 1255.96 7-30 Days S-5-Q 29647.47 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5433.34 Day 52 No 162.79 31-90 Days S-6-Q 5412.18 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26115.78 Day 52 Yes 644.54 <7 Days S-7-Q 27920.39 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6920.92 Day 52 Yes 61.49 <7 Days E-1-Q 7563.45 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38286.52 Day 52 No 1079.42 7-30 Days E-2-Q 40198.95 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34514.17 Day 52 No 497.45 7-30 Days IG-1-Q 34667.39 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26570.99 Day 52 Yes 599.32 7-30 Days IG-2-Q 25288.51 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42865.85 Day 52 Yes 1977.39 7-30 Days C-1 43199.52 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30338.84 Day 52 Yes 979.76 7-30 Days CB-4 31940.41 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39425.10 Day 52 Yes 1842.81 31-90 Days E-10 40653.92 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39403.64 Day 52 Yes 1187.86 7-30 Days E-3 35757.19 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3536.21 Day 52 Yes 37.43 31-90 Days E-4 3682.32 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading