Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 29995.72 Day 55 No 1208.93 <7 Days S-5 30519.86 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8415.27 Day 55 No 110.54 <7 Days S-6 7729.80 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4640.97 Day 55 No 127.70 7-30 Days S-7 4452.46 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32639.67 Day 56 Yes 592.93 <7 Days A-0-Q 34378.18 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41231.24 Day 56 Yes 1370.94 7-30 Days A-1-Q 38043.12 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28164.47 Day 56 Yes 1307.57 <7 Days A-2-Q 29792.56 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13759.21 Day 56 Yes 354.03 <7 Days A-3-Q 14041.45 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14132.54 Day 56 No 469.78 7-30 Days A-4-Q 13142.12 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 2870.24 Day 56 No 15.75 <7 Days A-5-Q 2677.86 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17603.64 Day 56 Yes 777.23 31-90 Days CB-1-Q 19319.68 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24900.01 Day 56 No 1066.73 7-30 Days CB-2-Q 23406.21 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3603.28 Day 56 No 103.60 31-90 Days S-1-Q 3898.39 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19825.67 Day 56 Yes 483.58 7-30 Days S-2-Q 20672.60 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20111.72 Day 56 Yes 524.82 <7 Days S-3-Q 21543.43 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41330.54 Day 56 Yes 1254.40 7-30 Days S-4-Q 41586.02 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1490.60 Day 56 Yes 8.21 31-90 Days CB-3-Q 1605.86 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9985.71 Day 56 No 96.20 31-90 Days G-1-Q 9102.79 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43692.09 Day 56 No 2073.37 31-90 Days G-2-Q 39624.29 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2758.07 Day 56 Yes 112.52 31-90 Days G-3-Q 2497.22 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32349.66 Day 56 No 839.25 7-30 Days S-5-Q 33626.74 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21018.01 Day 56 Yes 532.65 7-30 Days S-6-Q 22279.76 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31986.63 Day 56 No 1228.75 <7 Days S-7-Q 35124.74 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9523.11 Day 56 Yes 25.04 <7 Days E-1-Q 9801.12 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40830.10 Day 56 Yes 1582.13 <7 Days E-2-Q 37610.89 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2805.43 Day 56 Yes 28.36 <7 Days IG-1-Q 2919.67 No T+1 Yes No Treasury