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 27434.14 121 - 150 Days Yes 710.52 7-30 Days S-1 29938.73 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5167.64 121 - 150 Days No 153.37 <7 Days S-2 5656.46 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42831.24 121 - 150 Days Yes 493.95 <7 Days S-3 40541.70 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15065.69 121 - 150 Days No 589.64 31-90 Days S-4 14004.91 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36361.61 121 - 150 Days Yes 323.33 7-30 Days S-5 36571.40 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36207.39 121 - 150 Days Yes 1499.97 <7 Days S-6 32874.26 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12518.33 121 - 150 Days No 394.27 <7 Days S-7 13545.67 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 21925.68 151 - 179 Days No 388.85 31-90 Days A-0-Q 23584.10 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11205.94 151 - 179 Days Yes 136.81 31-90 Days A-1-Q 10928.42 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3241.01 151 - 179 Days Yes 31.92 <7 Days A-2-Q 2988.39 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34919.77 151 - 179 Days No 1592.03 7-30 Days A-3-Q 37649.39 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17872.98 151 - 179 Days No 886.10 <7 Days A-4-Q 17796.86 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3779.12 151 - 179 Days No 45.83 31-90 Days A-5-Q 3732.23 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 9933.88 151 - 179 Days Yes 228.51 <7 Days CB-1-Q 9389.62 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42121.13 151 - 179 Days Yes 335.18 31-90 Days CB-2-Q 39836.76 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15997.80 151 - 179 Days Yes 796.30 31-90 Days S-1-Q 14448.60 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32403.35 151 - 179 Days Yes 537.50 7-30 Days S-2-Q 35543.80 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 Yes 18361.75 151 - 179 Days Yes 153.62 <7 Days S-3-Q 19692.99 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6375.17 151 - 179 Days No 19.52 7-30 Days S-4-Q 6217.15 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7644.11 151 - 179 Days No 66.12 7-30 Days CB-3-Q 6947.45 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23148.14 151 - 179 Days Yes 338.99 <7 Days G-1-Q 25207.19 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19716.00 151 - 179 Days Yes 49.88 7-30 Days G-2-Q 18977.07 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38067.34 151 - 179 Days Yes 1839.37 31-90 Days G-3-Q 41489.78 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17717.30 151 - 179 Days No 551.48 31-90 Days S-5-Q 18129.50 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 855.85 151 - 179 Days No 5.40 7-30 Days S-6-Q 929.84 No T+1 Yes No Treasury