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 42323.25 Day 54 Yes 297.60 31-90 Days L-9 39171.05 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2742.77 Day 54 Yes 62.56 31-90 Days LC-1 2797.05 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17504.92 Day 54 No 518.80 31-90 Days LC-2 16678.07 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34952.05 Day 54 Yes 263.51 31-90 Days N-1 37380.22 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19110.47 Day 54 Yes 523.42 <7 Days N-2 18904.65 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30893.08 Day 54 Yes 753.76 31-90 Days N-3 32807.27 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23942.61 Day 54 Yes 631.51 31-90 Days N-4 23134.10 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21766.76 Day 54 No 262.06 <7 Days N-5 20926.25 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35373.23 Day 54 No 628.38 7-30 Days N-6 37489.09 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17968.95 Day 54 Yes 885.05 31-90 Days N-7 17371.05 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1082.86 Day 54 No 26.10 31-90 Days P-1 988.76 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7854.85 Day 54 Yes 367.83 31-90 Days P-2 7454.91 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30399.66 Day 54 No 723.61 31-90 Days S-8 27774.33 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38118.13 Day 54 No 1085.17 7-30 Days Y-1 34824.88 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23441.54 Day 54 No 139.04 31-90 Days Y-2 25688.62 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29161.68 Day 54 Yes 1179.31 <7 Days Y-3 28791.47 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30120.69 Day 54 No 865.68 7-30 Days Y-4 29597.21 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21263.25 Day 54 Yes 381.96 7-30 Days Z-1 20354.66 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40433.07 Day 54 No 848.18 31-90 Days A-2 38487.76 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9458.49 Day 54 Yes 414.98 <7 Days A-3 8587.83 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26890.86 Day 54 Yes 944.04 7-30 Days A-4 27128.53 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17721.17 Day 54 Yes 215.85 7-30 Days A-5 19105.06 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31191.30 Day 54 Yes 958.23 7-30 Days CB-1 29820.98 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14698.40 Day 54 Yes 167.49 <7 Days CB-2 15855.29 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22394.72 Day 54 Yes 990.64 7-30 Days CB-3 21995.97 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury