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 19528.57 75 - 82 Days Yes 500.56 <7 Days CB-4 19976.72 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24986.34 75 - 82 Days No 228.32 <7 Days E-10 26931.43 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24324.25 75 - 82 Days Yes 1164.68 <7 Days E-3 25270.71 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36129.87 75 - 82 Days No 76.32 31-90 Days E-4 35413.83 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36511.84 75 - 82 Days No 439.57 7-30 Days E-5 33694.54 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16453.22 75 - 82 Days Yes 491.49 7-30 Days E-6 17458.50 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35125.45 75 - 82 Days No 249.57 <7 Days E-7 32033.91 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20322.31 75 - 82 Days Yes 392.22 <7 Days E-8 19170.68 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27980.25 75 - 82 Days Yes 1312.96 <7 Days E-9 27736.64 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27218.52 75 - 82 Days Yes 579.48 7-30 Days G-4 25684.99 No T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30049.73 75 - 82 Days No 927.25 7-30 Days IG-3 30045.74 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13442.25 75 - 82 Days Yes 33.54 31-90 Days IG-4 14338.83 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17731.66 75 - 82 Days Yes 374.56 <7 Days IG-5 16999.29 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 44075.58 75 - 82 Days Yes 645.63 <7 Days IG-6 40996.09 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8025.42 75 - 82 Days No 307.62 <7 Days IG-7 8148.41 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36856.97 75 - 82 Days Yes 484.33 <7 Days IG-8 38623.07 Yes T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20361.84 75 - 82 Days No 174.85 7-30 Days L-1 18933.12 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3646.59 75 - 82 Days Yes 136.03 <7 Days L-10 4000.14 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19190.81 75 - 82 Days No 709.96 31-90 Days L-11 17725.23 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 29789.21 75 - 82 Days No 1470.77 <7 Days L-2 30190.92 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23422.80 75 - 82 Days Yes 701.03 <7 Days L-3 24980.81 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40154.22 75 - 82 Days No 1626.65 7-30 Days L-4 38454.02 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30004.88 75 - 82 Days No 677.65 <7 Days L-5 32059.47 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18585.59 75 - 82 Days No 683.29 <7 Days L-6 20417.70 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23977.72 75 - 82 Days Yes 1160.91 7-30 Days L-7 25341.88 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding