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 35248.21 Day 53 Yes 1021.67 <7 Days IG-8 35678.49 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32259.05 Day 53 No 1475.26 31-90 Days L-1 30386.35 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 6494.00 Day 53 Yes 105.69 <7 Days L-10 7133.37 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4748.20 Day 53 No 156.43 <7 Days L-11 4418.01 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13075.78 Day 53 Yes 240.42 7-30 Days L-2 11900.92 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12945.23 Day 53 No 215.06 <7 Days L-3 13193.52 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30637.09 Day 53 Yes 1508.59 7-30 Days L-4 31135.23 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41487.64 Day 53 Yes 1114.48 7-30 Days L-5 44324.96 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25715.31 Day 53 No 1181.84 <7 Days L-6 25112.83 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 18392.94 Day 53 Yes 736.42 <7 Days L-7 18396.77 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31742.23 Day 53 Yes 644.30 7-30 Days L-8 33248.26 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29655.64 Day 53 Yes 81.31 31-90 Days L-9 28249.71 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9793.66 Day 53 Yes 397.22 7-30 Days LC-1 10226.85 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43707.70 Day 53 No 2083.19 7-30 Days LC-2 39979.48 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19966.53 Day 53 No 408.57 31-90 Days N-1 19239.97 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3379.36 Day 53 Yes 16.75 31-90 Days N-2 3382.96 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 547.53 Day 53 No 10.84 31-90 Days N-3 537.23 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8699.02 Day 53 Yes 431.51 <7 Days N-4 7964.53 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12791.41 Day 53 Yes 227.34 31-90 Days N-5 13361.38 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31345.90 Day 53 Yes 280.91 <7 Days N-6 28308.25 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 8076.74 Day 53 Yes 66.38 31-90 Days N-7 8801.91 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26678.39 Day 53 No 957.25 7-30 Days P-1 28217.13 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26202.40 Day 53 No 901.46 31-90 Days P-2 25809.73 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 27143.10 Day 53 No 947.00 7-30 Days S-8 28985.26 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30406.08 Day 53 Yes 340.79 7-30 Days Y-1 30066.62 No T+1 No No Securities Finance