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 34125.28 180 - 270 Days Yes 1267.46 <7 Days G-3 33895.80 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15155.24 180 - 270 Days Yes 594.00 31-90 Days IG-1 14520.31 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3904.90 180 - 270 Days No 117.77 31-90 Days IG-2 3909.17 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5501.22 180 - 270 Days No 225.99 7-30 Days S-1 5448.28 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4466.37 180 - 270 Days No 165.84 7-30 Days S-2 4412.64 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 19987.06 180 - 270 Days No 122.49 7-30 Days S-3 18568.68 Yes 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 35674.85 180 - 270 Days No 755.92 31-90 Days S-4 33437.39 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11221.58 180 - 270 Days No 180.87 31-90 Days S-5 12219.71 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3050.14 180 - 270 Days No 25.61 <7 Days S-6 2863.67 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10052.58 180 - 270 Days No 225.85 <7 Days S-7 10809.43 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39402.72 271 - 364 Days No 1453.73 <7 Days A-0-Q 41352.91 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14190.66 271 - 364 Days No 692.38 <7 Days A-1-Q 15318.58 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13468.24 271 - 364 Days Yes 434.93 31-90 Days A-2-Q 13039.39 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16733.63 271 - 364 Days Yes 434.74 7-30 Days A-3-Q 17697.42 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 6516.38 271 - 364 Days Yes 189.45 31-90 Days A-4-Q 6937.61 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5121.64 271 - 364 Days No 250.75 31-90 Days A-5-Q 5376.51 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23215.86 271 - 364 Days Yes 953.19 <7 Days CB-1-Q 22122.56 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17626.31 271 - 364 Days No 595.73 <7 Days CB-2-Q 17438.00 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38778.76 271 - 364 Days No 1709.63 31-90 Days S-1-Q 38720.42 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30502.67 271 - 364 Days No 1188.76 31-90 Days S-2-Q 29899.82 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13202.70 271 - 364 Days Yes 142.49 31-90 Days S-3-Q 12937.44 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8413.39 271 - 364 Days No 357.38 31-90 Days S-4-Q 8881.17 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35240.31 271 - 364 Days Yes 565.06 31-90 Days CB-3-Q 34635.73 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40519.80 271 - 364 Days No 1091.82 <7 Days G-1-Q 38832.05 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30500.17 271 - 364 Days No 1452.75 <7 Days G-2-Q 33176.63 Yes T+0 No Yes Liberty International Finance Ltd. Trading