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 31298.20 Day 58 Yes 72.55 31-90 Days E-1-Q 28565.31 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 44069.49 Day 58 Yes 905.03 31-90 Days E-2-Q 41014.36 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1772.77 Day 58 Yes 52.83 7-30 Days IG-1-Q 1857.70 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40811.52 Day 58 No 391.93 7-30 Days IG-2-Q 41651.74 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23102.11 Day 58 Yes 785.32 <7 Days C-1 24390.39 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35180.46 Day 58 No 1354.94 31-90 Days CB-4 34387.72 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18069.08 Day 58 No 642.36 7-30 Days E-10 16263.51 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30316.18 Day 58 Yes 947.85 7-30 Days E-3 28167.50 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29770.47 Day 58 No 285.45 <7 Days E-4 26966.01 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11760.75 Day 58 Yes 486.88 <7 Days E-5 12670.56 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28859.66 Day 58 Yes 1263.48 7-30 Days E-6 26255.10 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31480.86 Day 58 Yes 1571.12 <7 Days E-7 33443.43 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43933.00 Day 58 Yes 1551.11 <7 Days E-8 43173.53 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 22130.40 Day 58 Yes 614.78 <7 Days E-9 21211.18 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7656.73 Day 58 No 226.19 <7 Days G-4 7571.90 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18826.79 Day 58 Yes 206.43 <7 Days IG-3 20336.09 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9587.69 Day 58 Yes 451.88 <7 Days IG-4 9040.83 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10469.64 Day 58 No 269.25 <7 Days IG-5 11113.24 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8454.65 Day 58 No 311.15 7-30 Days IG-6 8470.71 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19321.28 Day 58 No 962.25 7-30 Days IG-7 20591.42 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23191.90 Day 58 No 323.92 7-30 Days IG-8 25282.97 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13516.05 Day 58 Yes 188.89 31-90 Days L-1 14105.37 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37746.67 Day 58 No 260.64 7-30 Days L-10 38979.03 Yes T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21177.25 Day 58 Yes 533.76 31-90 Days L-11 23229.08 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16721.06 Day 58 No 824.14 7-30 Days L-2 15266.36 No T+1 Yes No Trading