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 1388.50 Day 56 Yes 64.12 <7 Days IG-2-Q 1508.44 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31121.12 Day 56 Yes 68.28 <7 Days C-1 33960.70 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22354.45 Day 56 No 62.70 31-90 Days CB-4 22430.36 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28995.65 Day 56 Yes 562.97 <7 Days E-10 31890.38 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1925.34 Day 56 No 27.10 <7 Days E-3 1802.08 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42899.49 Day 56 Yes 1454.88 <7 Days E-4 45964.88 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11548.05 Day 56 No 108.16 <7 Days E-5 11438.29 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1700.89 Day 56 No 74.63 <7 Days E-6 1559.51 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34033.70 Day 56 Yes 1480.88 <7 Days E-7 35424.65 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10177.07 Day 56 No 205.49 7-30 Days E-8 11066.38 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20653.68 Day 56 Yes 530.42 <7 Days E-9 20192.07 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25046.94 Day 56 No 887.07 7-30 Days G-4 26300.38 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11737.91 Day 56 Yes 194.24 31-90 Days IG-3 12634.41 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 27484.53 Day 56 Yes 1331.06 <7 Days IG-4 29037.46 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20815.18 Day 56 Yes 626.66 7-30 Days IG-5 22766.26 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26157.38 Day 56 No 1152.26 31-90 Days IG-6 26350.78 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5553.25 Day 56 Yes 200.77 <7 Days IG-7 5674.69 No 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 37644.11 Day 56 Yes 1820.19 <7 Days IG-8 40237.02 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7406.43 Day 56 Yes 233.17 7-30 Days L-1 6791.74 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7457.15 Day 56 No 97.54 7-30 Days L-10 8014.07 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16831.46 Day 56 No 6.60 <7 Days L-11 16323.34 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32373.96 Day 56 No 1279.71 <7 Days L-2 35180.36 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 32632.90 Day 56 No 1070.78 7-30 Days L-3 34454.03 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7591.04 Day 56 No 16.88 <7 Days L-4 8082.03 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32381.53 Day 56 Yes 99.04 <7 Days L-5 32629.03 Yes T+2 No No Securities Finance