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 4890.12 61 - 67 Days Yes 4.56 7-30 Days E-4 4901.47 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11690.26 61 - 67 Days Yes 51.60 31-90 Days E-5 11695.39 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11170.48 61 - 67 Days No 60.39 <7 Days E-6 11307.66 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41272.85 61 - 67 Days No 579.85 <7 Days E-7 40327.19 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 10778.43 61 - 67 Days Yes 470.26 <7 Days E-8 10229.32 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24451.23 61 - 67 Days Yes 423.19 <7 Days E-9 25005.04 No 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 11255.79 61 - 67 Days Yes 432.56 31-90 Days G-4 10259.08 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12855.88 61 - 67 Days No 271.24 <7 Days IG-3 12617.61 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25223.34 61 - 67 Days No 49.96 7-30 Days IG-4 25006.74 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7625.80 61 - 67 Days Yes 314.79 <7 Days IG-5 7602.74 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36653.45 61 - 67 Days No 1701.84 31-90 Days IG-6 33663.99 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 Yes 21483.13 61 - 67 Days No 411.04 7-30 Days IG-7 23466.97 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22692.04 61 - 67 Days No 133.29 7-30 Days IG-8 24642.17 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 28263.18 61 - 67 Days Yes 904.05 7-30 Days L-1 26789.54 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31568.59 61 - 67 Days Yes 1491.86 <7 Days L-10 34428.55 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4316.43 61 - 67 Days No 181.05 <7 Days L-11 4481.52 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21643.81 61 - 67 Days No 572.50 <7 Days L-2 23349.48 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32711.63 61 - 67 Days No 612.92 7-30 Days L-3 34329.08 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34642.46 61 - 67 Days No 1411.96 7-30 Days L-4 37024.15 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42543.14 61 - 67 Days Yes 2006.53 31-90 Days L-5 40675.04 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40280.85 61 - 67 Days No 1281.48 7-30 Days L-6 38670.68 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20685.46 61 - 67 Days Yes 350.98 <7 Days L-7 18783.40 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36848.85 61 - 67 Days Yes 639.27 7-30 Days L-8 40050.60 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33891.95 61 - 67 Days No 897.42 7-30 Days L-9 37192.31 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5838.30 61 - 67 Days Yes 189.41 31-90 Days LC-1 5784.03 No T+1 No Yes Liberty Mortgage Services Corp. Treasury