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 No 23440.92 >2 Yr <= 3 Yr Yes 744.78 7-30 Days S-6 22341.05 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 No 31249.56 >2 Yr <= 3 Yr Yes 1189.97 31-90 Days S-7 33662.44 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 382.69 >3 Yr <= 4 Yr Yes 13.26 7-30 Days A-0-Q 367.44 No T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41838.47 >3 Yr <= 4 Yr Yes 623.30 <7 Days A-1-Q 44854.11 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 43751.19 >3 Yr <= 4 Yr Yes 1065.70 31-90 Days A-2-Q 41156.47 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 29735.85 >3 Yr <= 4 Yr Yes 453.91 31-90 Days A-3-Q 28781.57 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7987.25 >3 Yr <= 4 Yr No 97.00 7-30 Days A-4-Q 8273.73 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 31392.72 >3 Yr <= 4 Yr Yes 145.61 <7 Days A-5-Q 28937.27 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12987.84 >3 Yr <= 4 Yr Yes 399.27 31-90 Days CB-1-Q 13224.64 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 33827.17 >3 Yr <= 4 Yr Yes 889.04 7-30 Days CB-2-Q 35305.13 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30393.98 >3 Yr <= 4 Yr Yes 1430.04 31-90 Days S-1-Q 31246.34 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16622.50 >3 Yr <= 4 Yr No 828.38 31-90 Days S-2-Q 16757.49 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35410.05 >3 Yr <= 4 Yr No 348.97 7-30 Days S-3-Q 35006.23 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9719.04 >3 Yr <= 4 Yr No 7.19 31-90 Days S-4-Q 9883.41 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9263.13 >3 Yr <= 4 Yr No 29.04 <7 Days CB-3-Q 9018.84 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35246.55 >3 Yr <= 4 Yr Yes 1273.66 <7 Days G-1-Q 37195.39 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9016.35 >3 Yr <= 4 Yr Yes 368.46 <7 Days G-2-Q 9725.88 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12460.18 >3 Yr <= 4 Yr No 179.92 7-30 Days G-3-Q 13524.52 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28127.36 >3 Yr <= 4 Yr No 881.40 <7 Days S-5-Q 28133.16 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32662.01 >3 Yr <= 4 Yr No 928.18 7-30 Days S-6-Q 31122.74 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12996.49 >3 Yr <= 4 Yr No 372.28 <7 Days S-7-Q 13930.88 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13800.28 >3 Yr <= 4 Yr No 228.75 7-30 Days E-1-Q 13747.56 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16281.50 >3 Yr <= 4 Yr No 277.68 31-90 Days E-2-Q 17820.43 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41209.91 >3 Yr <= 4 Yr No 947.16 7-30 Days IG-1-Q 44123.96 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38645.82 >3 Yr <= 4 Yr No 1195.13 31-90 Days IG-2-Q 34932.84 Yes T+1 Yes No Trading