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 38895.14 >3 Yr <= 4 Yr No 878.59 <7 Days L-7 40408.71 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37176.14 >3 Yr <= 4 Yr Yes 413.03 <7 Days L-8 34909.41 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26181.86 >3 Yr <= 4 Yr Yes 397.81 31-90 Days L-9 25995.41 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11281.56 >3 Yr <= 4 Yr Yes 265.59 7-30 Days LC-1 12119.49 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15737.25 >3 Yr <= 4 Yr No 218.83 31-90 Days LC-2 16895.24 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1934.78 >3 Yr <= 4 Yr Yes 79.35 <7 Days N-1 1948.10 Yes T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 764.26 >3 Yr <= 4 Yr Yes 13.21 7-30 Days N-2 691.35 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6985.46 >3 Yr <= 4 Yr Yes 346.44 7-30 Days N-3 6300.73 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4899.36 >3 Yr <= 4 Yr No 154.98 7-30 Days N-4 4475.86 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20861.24 >3 Yr <= 4 Yr No 955.85 7-30 Days N-5 22774.08 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21048.10 >3 Yr <= 4 Yr Yes 308.41 7-30 Days N-6 22800.25 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16198.60 >3 Yr <= 4 Yr No 785.51 7-30 Days N-7 16582.79 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35175.74 >3 Yr <= 4 Yr Yes 371.50 7-30 Days P-1 36837.52 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4901.54 >3 Yr <= 4 Yr No 211.52 31-90 Days P-2 5101.82 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4081.21 >3 Yr <= 4 Yr No 33.44 31-90 Days S-8 4153.35 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18574.91 >3 Yr <= 4 Yr Yes 480.08 31-90 Days Y-1 18119.65 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26892.86 >3 Yr <= 4 Yr No 569.22 <7 Days Y-2 25905.66 Yes T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5423.85 >3 Yr <= 4 Yr Yes 40.23 7-30 Days Y-3 5085.89 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26940.70 >3 Yr <= 4 Yr Yes 497.02 7-30 Days Y-4 29351.48 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16994.81 >3 Yr <= 4 Yr Yes 391.61 7-30 Days Z-1 17274.38 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31267.17 >3 Yr <= 4 Yr No 1485.30 <7 Days A-2 30519.21 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3912.68 >3 Yr <= 4 Yr Yes 78.30 7-30 Days A-3 3557.29 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24882.18 >3 Yr <= 4 Yr Yes 151.80 31-90 Days A-4 22746.42 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40935.55 >3 Yr <= 4 Yr Yes 404.68 7-30 Days A-5 41943.11 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25261.17 >3 Yr <= 4 Yr No 1231.70 7-30 Days CB-1 24245.06 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance