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 15452.30 Day 60 No 98.24 31-90 Days S-5-Q 14141.71 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40810.03 Day 60 No 1456.31 <7 Days S-6-Q 44107.55 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37403.56 Day 60 No 451.92 <7 Days S-7-Q 34506.32 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9451.58 Day 60 Yes 469.46 31-90 Days E-1-Q 8568.62 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1717.65 Day 60 No 74.86 7-30 Days E-2-Q 1835.43 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 1500.52 Day 60 Yes 10.16 31-90 Days IG-1-Q 1623.17 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 11766.93 Day 60 No 73.95 31-90 Days IG-2-Q 11010.89 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24051.05 Day 60 No 1029.10 7-30 Days C-1 23212.82 No 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 6962.37 Day 60 No 100.47 31-90 Days CB-4 6794.76 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 No 25545.24 Day 60 Yes 580.78 <7 Days E-10 24345.07 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42016.03 Day 60 No 1715.10 <7 Days E-3 41379.55 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17107.23 Day 60 No 220.43 7-30 Days E-4 16045.10 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11149.84 Day 60 Yes 60.50 <7 Days E-5 10155.86 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27949.72 Day 60 Yes 133.28 31-90 Days E-6 27460.89 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29897.87 Day 60 Yes 1308.44 31-90 Days E-7 32419.77 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38350.47 Day 60 Yes 462.93 31-90 Days E-8 38877.02 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5039.95 Day 60 No 149.85 <7 Days E-9 5073.39 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31819.68 Day 60 No 366.06 31-90 Days G-4 29798.08 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22911.71 Day 60 No 1007.95 <7 Days IG-3 23576.18 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28790.31 Day 60 No 542.80 <7 Days IG-4 28517.69 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2563.86 Day 60 No 94.38 31-90 Days IG-5 2315.58 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17704.60 Day 60 Yes 688.67 <7 Days IG-6 17946.69 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4154.75 Day 60 No 193.08 <7 Days IG-7 3862.61 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30907.30 Day 60 No 1070.82 7-30 Days IG-8 29669.81 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27323.24 Day 60 No 974.53 31-90 Days L-1 25096.13 No T+0 Yes No Trading