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 Yes 35902.72 Day 57 No 546.71 7-30 Days S-2 34005.21 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2105.25 Day 57 No 94.49 <7 Days S-3 2309.96 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35189.17 Day 57 No 617.68 <7 Days S-4 35903.88 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11037.55 Day 57 Yes 63.33 7-30 Days S-5 11402.47 Yes 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 10395.04 Day 57 Yes 201.62 31-90 Days S-6 10025.02 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5490.66 Day 57 No 210.58 7-30 Days S-7 5558.47 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32637.72 Day 58 No 834.13 7-30 Days A-0-Q 31570.00 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35137.42 Day 58 No 277.30 <7 Days A-1-Q 36639.98 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 586.03 Day 58 Yes 19.05 31-90 Days A-2-Q 622.92 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14129.86 Day 58 No 583.66 <7 Days A-3-Q 14749.27 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10084.97 Day 58 No 15.35 31-90 Days A-4-Q 9950.96 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27039.58 Day 58 Yes 126.67 31-90 Days A-5-Q 25559.04 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 10872.76 Day 58 Yes 127.93 <7 Days CB-1-Q 10831.82 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29433.55 Day 58 No 1127.97 31-90 Days CB-2-Q 31451.29 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21828.32 Day 58 No 551.83 <7 Days S-1-Q 19935.94 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9623.34 Day 58 No 356.09 <7 Days S-2-Q 8845.17 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40212.64 Day 58 No 1173.16 <7 Days S-3-Q 39950.73 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27661.81 Day 58 Yes 1085.99 <7 Days S-4-Q 25126.30 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 Yes 7005.48 Day 58 No 249.96 7-30 Days CB-3-Q 6564.94 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22983.67 Day 58 Yes 731.05 31-90 Days G-1-Q 22785.55 Yes 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 27442.61 Day 58 Yes 136.53 <7 Days G-2-Q 26555.62 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13508.06 Day 58 No 221.60 31-90 Days G-3-Q 12909.56 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13232.88 Day 58 No 431.63 7-30 Days S-5-Q 13306.14 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41302.15 Day 58 No 336.21 31-90 Days S-6-Q 44587.94 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1220.19 Day 58 Yes 28.99 <7 Days S-7-Q 1112.16 No T+1 Yes No Trading