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 No 21560.14 Day 56 Yes 400.26 31-90 Days L-6 21389.22 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43124.88 Day 56 No 2135.86 31-90 Days L-7 42431.43 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40934.17 Day 56 No 982.96 <7 Days L-8 38245.43 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22030.54 Day 56 Yes 440.87 31-90 Days L-9 20052.20 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5687.45 Day 56 Yes 64.10 7-30 Days LC-1 5289.13 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10859.26 Day 56 No 342.34 <7 Days LC-2 10696.56 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35659.87 Day 56 Yes 1551.45 7-30 Days N-1 36643.83 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33288.24 Day 56 No 648.06 7-30 Days N-2 31140.01 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16112.16 Day 56 Yes 387.05 <7 Days N-3 17613.53 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 33391.42 Day 56 Yes 222.90 <7 Days N-4 31355.02 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 563.97 Day 56 Yes 16.50 <7 Days N-5 618.22 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18896.34 Day 56 No 707.10 7-30 Days N-6 18140.44 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37660.40 Day 56 Yes 1073.63 7-30 Days N-7 37385.20 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 13451.76 Day 56 No 266.74 7-30 Days P-1 12164.93 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 1551.03 Day 56 Yes 12.38 31-90 Days P-2 1503.98 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6240.53 Day 56 Yes 30.63 <7 Days S-8 6186.00 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19101.94 Day 56 No 344.01 31-90 Days Y-1 20268.35 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42800.07 Day 56 Yes 440.69 31-90 Days Y-2 42178.00 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38978.80 Day 56 No 944.91 7-30 Days Y-3 37236.42 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29978.89 Day 56 No 1100.15 7-30 Days Y-4 28696.82 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39280.98 Day 56 No 601.40 <7 Days Z-1 37158.47 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32469.36 Day 56 Yes 79.69 7-30 Days A-2 35337.97 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38979.25 Day 56 Yes 901.18 7-30 Days A-3 35455.06 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1816.04 Day 56 No 3.16 7-30 Days A-4 1733.55 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2243.93 Day 56 Yes 3.26 7-30 Days A-5 2406.63 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance