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 34800.19 180 - 270 Days Yes 1540.03 31-90 Days A-4-Q 37483.28 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23221.66 180 - 270 Days Yes 551.93 <7 Days A-5-Q 23399.10 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 23176.78 180 - 270 Days Yes 90.68 31-90 Days CB-1-Q 21446.80 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 441.85 180 - 270 Days Yes 15.03 7-30 Days CB-2-Q 424.62 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 Yes 14047.29 180 - 270 Days No 490.10 7-30 Days S-1-Q 13780.21 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13950.58 180 - 270 Days Yes 277.38 <7 Days S-2-Q 14440.22 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16828.46 180 - 270 Days Yes 683.37 31-90 Days S-3-Q 16758.84 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32106.27 180 - 270 Days Yes 285.06 <7 Days S-4-Q 32893.26 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38997.70 180 - 270 Days Yes 1755.49 7-30 Days CB-3-Q 35509.19 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29491.16 180 - 270 Days Yes 1378.63 7-30 Days G-1-Q 26674.87 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24137.17 180 - 270 Days Yes 714.29 7-30 Days G-2-Q 22727.74 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2573.42 180 - 270 Days Yes 12.55 <7 Days G-3-Q 2532.66 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 10968.90 180 - 270 Days Yes 215.90 <7 Days S-5-Q 11578.93 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 No 1652.85 180 - 270 Days Yes 67.22 31-90 Days S-6-Q 1762.65 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20999.86 180 - 270 Days No 198.13 <7 Days S-7-Q 20509.74 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 19699.97 180 - 270 Days Yes 201.20 31-90 Days E-1-Q 21225.28 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38407.43 180 - 270 Days Yes 586.48 <7 Days E-2-Q 37461.52 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21535.14 180 - 270 Days No 558.46 31-90 Days IG-1-Q 22255.84 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36689.53 180 - 270 Days No 1497.56 <7 Days IG-2-Q 38163.30 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28681.73 180 - 270 Days No 1072.08 <7 Days C-1 27883.20 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 38876.40 180 - 270 Days Yes 697.34 7-30 Days CB-4 38140.35 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 23031.43 180 - 270 Days No 366.95 31-90 Days E-10 22854.96 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32458.71 180 - 270 Days Yes 460.30 7-30 Days E-3 34795.93 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24996.88 180 - 270 Days No 196.29 <7 Days E-4 23872.55 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15138.17 180 - 270 Days Yes 445.29 7-30 Days E-5 16613.04 No T+1 Yes No Treasury