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 42407.91 Day 55 Yes 1276.75 7-30 Days S-4-Q 40941.11 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16991.98 Day 55 No 682.48 7-30 Days CB-3-Q 18244.16 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40063.11 Day 55 No 1995.01 7-30 Days G-1-Q 37615.64 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2812.74 Day 55 No 6.74 31-90 Days G-2-Q 2616.34 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33348.65 Day 55 No 1149.40 31-90 Days G-3-Q 35942.02 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18384.88 Day 55 Yes 25.49 <7 Days S-5-Q 17807.54 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13367.44 Day 55 No 456.02 <7 Days S-6-Q 13175.12 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31261.51 Day 55 No 552.13 7-30 Days S-7-Q 31983.12 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36062.02 Day 55 No 1192.55 31-90 Days E-1-Q 38242.26 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29632.18 Day 55 No 568.72 7-30 Days E-2-Q 31319.77 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43231.35 Day 55 Yes 1944.79 <7 Days IG-1-Q 40445.42 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 36661.86 Day 55 No 1152.35 <7 Days IG-2-Q 34571.00 No 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 17463.63 Day 55 No 730.55 31-90 Days C-1 15750.99 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28211.73 Day 55 Yes 420.81 <7 Days CB-4 28309.00 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27792.14 Day 55 Yes 685.62 31-90 Days E-10 25809.94 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5240.48 Day 55 Yes 58.47 7-30 Days E-3 4933.21 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5575.72 Day 55 Yes 206.68 7-30 Days E-4 5962.00 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26650.01 Day 55 Yes 766.16 7-30 Days E-5 28444.34 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40354.88 Day 55 Yes 1038.04 31-90 Days E-6 39680.01 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41428.53 Day 55 Yes 594.04 7-30 Days E-7 37600.02 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38383.45 Day 55 No 522.77 <7 Days E-8 37951.58 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34253.83 Day 55 Yes 845.50 <7 Days E-9 34955.59 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5285.42 Day 55 Yes 16.08 31-90 Days G-4 5745.64 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1227.20 Day 55 No 29.05 7-30 Days IG-3 1205.48 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 2643.95 Day 55 Yes 116.02 <7 Days IG-4 2419.91 No T+2 No No Trading