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 12312.46 Day 54 Yes 301.08 <7 Days A-0-Q 12452.32 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14186.77 Day 54 Yes 556.69 7-30 Days A-1-Q 14223.92 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 No 16584.30 Day 54 No 107.91 <7 Days A-2-Q 17194.03 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13710.37 Day 54 No 49.93 31-90 Days A-3-Q 14260.84 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23116.19 Day 54 No 67.53 <7 Days A-4-Q 21318.11 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3322.34 Day 54 No 161.80 31-90 Days A-5-Q 3217.33 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37762.11 Day 54 No 727.13 31-90 Days CB-1-Q 40073.46 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36919.01 Day 54 Yes 431.49 31-90 Days CB-2-Q 40343.79 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21937.88 Day 54 No 1019.83 7-30 Days S-1-Q 21428.36 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20838.61 Day 54 Yes 563.39 <7 Days S-2-Q 21296.79 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 24815.68 Day 54 No 572.21 <7 Days S-3-Q 22445.15 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31406.07 Day 54 No 208.26 31-90 Days S-4-Q 30386.66 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27917.67 Day 54 Yes 820.13 31-90 Days CB-3-Q 27749.99 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32555.03 Day 54 No 1402.73 7-30 Days G-1-Q 31339.71 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37123.24 Day 54 No 1270.86 31-90 Days G-2-Q 38139.41 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36000.04 Day 54 No 1653.16 31-90 Days G-3-Q 32978.61 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 22259.00 Day 54 Yes 1041.78 7-30 Days S-5-Q 20572.83 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18239.08 Day 54 No 27.42 7-30 Days S-6-Q 18752.24 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18872.16 Day 54 Yes 659.23 <7 Days S-7-Q 19579.30 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 25741.02 Day 54 Yes 1253.93 <7 Days E-1-Q 24492.69 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15711.45 Day 54 Yes 47.94 <7 Days E-2-Q 14611.03 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3439.79 Day 54 Yes 79.94 7-30 Days IG-1-Q 3338.24 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5528.88 Day 54 Yes 212.06 <7 Days IG-2-Q 5146.65 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10806.65 Day 54 Yes 444.30 31-90 Days C-1 10546.32 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38753.55 Day 54 Yes 667.14 31-90 Days CB-4 39014.07 No T+1 No No Trading