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 37450.55 68 - 74 Days Yes 1056.39 <7 Days S-7 34432.63 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32031.07 75 - 82 Days Yes 1045.05 31-90 Days A-0-Q 32185.33 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21211.31 75 - 82 Days No 28.79 7-30 Days A-1-Q 22018.84 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8878.40 75 - 82 Days No 174.32 <7 Days A-2-Q 8382.67 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27844.87 75 - 82 Days Yes 1254.11 <7 Days A-3-Q 28128.79 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43145.45 75 - 82 Days Yes 255.98 31-90 Days A-4-Q 39052.66 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35055.99 75 - 82 Days Yes 172.78 7-30 Days A-5-Q 34804.77 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21367.40 75 - 82 Days Yes 28.87 7-30 Days CB-1-Q 22080.26 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10345.38 75 - 82 Days Yes 136.23 <7 Days CB-2-Q 10517.61 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44010.24 75 - 82 Days No 75.09 7-30 Days S-1-Q 42344.26 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7383.32 75 - 82 Days No 27.59 7-30 Days S-2-Q 7407.81 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12112.83 75 - 82 Days Yes 460.15 <7 Days S-3-Q 11607.41 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17003.48 75 - 82 Days No 776.59 7-30 Days S-4-Q 18578.21 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33246.83 75 - 82 Days Yes 80.56 31-90 Days CB-3-Q 34550.44 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43899.13 75 - 82 Days No 741.03 31-90 Days G-1-Q 43203.12 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 25472.55 75 - 82 Days No 1225.27 31-90 Days G-2-Q 27109.48 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8267.31 75 - 82 Days Yes 319.13 7-30 Days G-3-Q 8494.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2789.14 75 - 82 Days Yes 59.69 7-30 Days S-5-Q 2884.86 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15235.97 75 - 82 Days Yes 283.52 <7 Days S-6-Q 14011.48 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17078.07 75 - 82 Days No 605.49 7-30 Days S-7-Q 18433.88 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43995.76 75 - 82 Days No 645.57 7-30 Days E-1-Q 40834.26 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29285.34 75 - 82 Days Yes 415.16 7-30 Days E-2-Q 27213.58 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 Yes 19094.86 75 - 82 Days Yes 72.38 <7 Days IG-1-Q 20421.76 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21364.42 75 - 82 Days No 581.12 31-90 Days IG-2-Q 22545.41 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4385.32 75 - 82 Days Yes 76.54 7-30 Days C-1 4744.20 No T+1 Yes Yes Liberty Wealth Management LLC Trading