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 10745.11 Day 57 Yes 379.87 7-30 Days S-1-Q 10716.65 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6249.75 Day 57 No 168.80 <7 Days S-2-Q 6446.29 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14419.01 Day 57 Yes 202.38 <7 Days S-3-Q 14698.54 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4397.80 Day 57 No 73.11 31-90 Days S-4-Q 4695.12 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11145.75 Day 57 No 84.53 <7 Days CB-3-Q 11719.96 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12726.72 Day 57 No 341.21 31-90 Days G-1-Q 11696.30 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30403.92 Day 57 No 1009.77 7-30 Days G-2-Q 28285.04 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17687.69 Day 57 Yes 56.11 31-90 Days G-3-Q 17189.88 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14353.42 Day 57 No 500.32 7-30 Days S-5-Q 15588.47 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8200.78 Day 57 Yes 69.55 <7 Days S-6-Q 8416.62 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21109.51 Day 57 Yes 416.89 <7 Days S-7-Q 20453.78 No 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 19405.24 Day 57 No 18.95 31-90 Days E-1-Q 20894.07 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2823.44 Day 57 Yes 113.70 <7 Days E-2-Q 3101.87 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8661.28 Day 57 No 357.75 31-90 Days IG-1-Q 8511.09 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41788.88 Day 57 Yes 439.82 7-30 Days IG-2-Q 45034.35 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 43094.73 Day 57 Yes 728.56 <7 Days C-1 39319.75 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5850.79 Day 57 Yes 106.34 7-30 Days CB-4 6204.37 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33739.94 Day 57 Yes 1201.44 31-90 Days E-10 30952.34 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 20838.58 Day 57 No 195.30 7-30 Days E-3 22601.55 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17820.05 Day 57 Yes 785.06 31-90 Days E-4 17812.32 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 30975.61 Day 57 Yes 1168.91 <7 Days E-5 29425.72 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27866.63 Day 57 Yes 1087.45 <7 Days E-6 29208.52 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24669.02 Day 57 No 28.30 7-30 Days E-7 23853.12 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 854.87 Day 57 Yes 36.28 <7 Days E-8 866.59 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 16205.08 Day 57 No 170.96 7-30 Days E-9 16850.59 Yes T+0 No Yes Liberty Wealth Management LLC Treasury