Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 3891.68 151 - 179 Days Yes 179.56 7-30 Days L-2 3673.92 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24286.18 151 - 179 Days No 569.13 7-30 Days L-3 23238.33 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6931.75 151 - 179 Days Yes 86.62 7-30 Days L-4 7165.02 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26057.44 151 - 179 Days Yes 1228.32 7-30 Days L-5 26712.77 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39280.28 151 - 179 Days Yes 1088.83 31-90 Days L-6 36546.34 No T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19986.46 151 - 179 Days No 526.91 <7 Days L-7 19537.27 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26249.13 151 - 179 Days Yes 903.37 31-90 Days L-8 24602.40 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38031.58 151 - 179 Days Yes 621.71 31-90 Days L-9 35213.46 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19789.00 151 - 179 Days No 347.62 <7 Days LC-1 18510.35 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24543.02 151 - 179 Days No 1007.18 7-30 Days LC-2 22712.11 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11962.05 151 - 179 Days Yes 85.26 <7 Days N-1 10781.23 Yes T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17570.05 151 - 179 Days Yes 737.52 7-30 Days N-2 17338.95 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21048.06 151 - 179 Days Yes 805.52 <7 Days N-3 23101.67 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 Yes 26380.52 151 - 179 Days Yes 147.22 31-90 Days N-4 25946.76 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43557.43 151 - 179 Days Yes 845.40 <7 Days N-5 39914.28 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1981.76 151 - 179 Days Yes 38.30 7-30 Days N-6 1842.61 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1710.27 151 - 179 Days Yes 38.71 7-30 Days N-7 1696.44 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34369.87 151 - 179 Days Yes 625.50 31-90 Days P-1 32766.12 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10275.75 151 - 179 Days Yes 379.18 7-30 Days P-2 9871.77 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42699.12 151 - 179 Days No 1814.03 <7 Days S-8 46162.34 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16151.82 151 - 179 Days Yes 692.21 7-30 Days Y-1 15545.72 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25334.29 151 - 179 Days Yes 560.50 31-90 Days Y-2 24247.85 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20294.04 151 - 179 Days Yes 22.74 7-30 Days Y-3 21250.51 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1095.82 151 - 179 Days No 53.35 <7 Days Y-4 1054.52 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23010.89 151 - 179 Days Yes 357.49 7-30 Days Z-1 21270.44 Yes T+0 No No Treasury