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 13639.59 >= 1 Yr <= 2 Yr Yes 296.92 31-90 Days E-2 14557.56 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10876.97 >= 1 Yr <= 2 Yr No 538.14 31-90 Days G-1 9795.92 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 25459.99 >= 1 Yr <= 2 Yr No 105.61 31-90 Days G-2 24922.87 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8520.97 >= 1 Yr <= 2 Yr Yes 398.69 <7 Days G-3 8127.44 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1845.15 >= 1 Yr <= 2 Yr No 69.80 <7 Days IG-1 1725.09 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11228.60 >= 1 Yr <= 2 Yr No 253.01 <7 Days IG-2 10683.22 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1464.49 >= 1 Yr <= 2 Yr Yes 67.01 <7 Days S-1 1465.19 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37763.95 >= 1 Yr <= 2 Yr Yes 792.60 7-30 Days S-2 40381.87 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8653.98 >= 1 Yr <= 2 Yr Yes 310.83 31-90 Days S-3 8399.65 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9341.61 >= 1 Yr <= 2 Yr No 205.45 <7 Days S-4 8991.80 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7309.18 >= 1 Yr <= 2 Yr Yes 178.69 7-30 Days S-5 7340.15 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39543.13 >= 1 Yr <= 2 Yr No 1628.38 7-30 Days S-6 41973.24 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26059.97 >= 1 Yr <= 2 Yr Yes 1034.82 31-90 Days S-7 28013.76 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18059.03 >2 Yr <= 3 Yr No 211.28 7-30 Days A-0-Q 19787.23 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1319.18 >2 Yr <= 3 Yr No 56.51 7-30 Days A-1-Q 1302.33 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36840.45 >2 Yr <= 3 Yr No 752.86 7-30 Days A-2-Q 34306.53 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8238.60 >2 Yr <= 3 Yr No 272.56 31-90 Days A-3-Q 8948.55 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7269.20 >2 Yr <= 3 Yr Yes 101.09 7-30 Days A-4-Q 7305.91 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 805.79 >2 Yr <= 3 Yr Yes 4.06 <7 Days A-5-Q 796.20 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 25153.04 >2 Yr <= 3 Yr Yes 534.21 <7 Days CB-1-Q 24623.23 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41075.64 >2 Yr <= 3 Yr Yes 1197.82 <7 Days CB-2-Q 37325.95 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42492.42 >2 Yr <= 3 Yr Yes 939.22 31-90 Days S-1-Q 40574.45 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32229.54 >2 Yr <= 3 Yr Yes 796.72 <7 Days S-2-Q 29380.60 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30943.04 >2 Yr <= 3 Yr No 260.77 7-30 Days S-3-Q 29922.14 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6216.63 >2 Yr <= 3 Yr No 209.96 7-30 Days S-4-Q 6272.34 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance