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 15204.66 Day 58 Yes 250.24 31-90 Days L-3 16559.23 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4430.83 Day 58 Yes 43.77 <7 Days L-4 4309.94 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3939.88 Day 58 No 97.16 <7 Days L-5 4069.97 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32277.65 Day 58 No 848.42 <7 Days L-6 31947.63 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23160.48 Day 58 Yes 656.86 7-30 Days L-7 24939.56 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5689.67 Day 58 No 18.97 <7 Days L-8 6174.23 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 19137.46 Day 58 Yes 531.58 7-30 Days L-9 20413.29 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 24217.55 Day 58 Yes 496.50 <7 Days LC-1 25366.59 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32671.65 Day 58 Yes 585.13 31-90 Days LC-2 31695.49 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42339.94 Day 58 Yes 1911.09 7-30 Days N-1 39332.42 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33270.39 Day 58 No 949.89 <7 Days N-2 30575.52 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37627.77 Day 58 No 1652.55 7-30 Days N-3 36812.92 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23068.57 Day 58 Yes 1017.04 <7 Days N-4 21720.05 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22317.78 Day 58 Yes 6.32 <7 Days N-5 23683.29 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21284.21 Day 58 Yes 587.88 <7 Days N-6 21125.71 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42302.55 Day 58 Yes 1107.61 <7 Days N-7 44564.09 No 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 465.99 Day 58 Yes 18.04 <7 Days P-1 454.53 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 31311.72 Day 58 Yes 741.02 7-30 Days P-2 33300.64 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10599.54 Day 58 Yes 152.59 <7 Days S-8 10879.25 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15642.48 Day 58 Yes 84.13 7-30 Days Y-1 16814.72 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38402.93 Day 58 No 827.47 <7 Days Y-2 41112.24 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30090.08 Day 58 Yes 887.22 7-30 Days Y-3 30367.01 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1795.46 Day 58 Yes 70.85 <7 Days Y-4 1695.26 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15127.38 Day 58 Yes 537.91 <7 Days Z-1 14679.63 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35581.14 Day 58 No 1294.01 31-90 Days A-2 33314.27 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance