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 7468.38 Day 59 Yes 292.01 <7 Days A-5-Q 8013.05 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 1801.81 Day 59 Yes 50.13 <7 Days CB-1-Q 1836.04 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31228.54 Day 59 No 577.58 <7 Days CB-2-Q 32608.52 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14576.44 Day 59 Yes 405.15 <7 Days S-1-Q 13217.00 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17527.60 Day 59 Yes 79.96 31-90 Days S-2-Q 17452.06 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2106.11 Day 59 No 49.44 7-30 Days S-3-Q 2210.08 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16996.34 Day 59 Yes 472.86 31-90 Days S-4-Q 17309.27 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36701.65 Day 59 Yes 8.12 <7 Days CB-3-Q 37028.75 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36152.48 Day 59 Yes 1198.91 <7 Days G-1-Q 36854.12 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11829.05 Day 59 No 434.86 31-90 Days G-2-Q 11115.39 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19657.15 Day 59 Yes 342.81 <7 Days G-3-Q 20354.11 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2878.79 Day 59 No 117.89 31-90 Days S-5-Q 3002.89 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22025.68 Day 59 No 58.97 <7 Days S-6-Q 21734.73 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35834.86 Day 59 No 105.59 7-30 Days S-7-Q 37464.55 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23053.59 Day 59 Yes 243.30 7-30 Days E-1-Q 24356.76 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23669.67 Day 59 No 282.66 <7 Days E-2-Q 25885.11 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12231.97 Day 59 Yes 63.11 31-90 Days IG-1-Q 13005.89 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37473.88 Day 59 No 1057.65 <7 Days IG-2-Q 37837.85 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22880.64 Day 59 Yes 750.23 7-30 Days C-1 20869.50 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9993.81 Day 59 Yes 485.97 <7 Days CB-4 10976.79 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28709.09 Day 59 Yes 339.12 7-30 Days E-10 28746.61 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41342.82 Day 59 Yes 621.03 31-90 Days E-3 41905.32 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33687.84 Day 59 Yes 1293.34 31-90 Days E-4 36713.88 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 33838.86 Day 59 No 655.45 31-90 Days E-5 32492.11 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20080.93 Day 59 No 499.49 7-30 Days E-6 21833.69 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance