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 13451.40 Day 50 No 357.93 <7 Days IG-2 13406.57 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 19021.66 Day 50 No 300.02 31-90 Days S-1 17434.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24458.21 Day 50 Yes 525.33 7-30 Days S-2 24998.06 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 34501.61 Day 50 No 515.00 31-90 Days S-3 32797.17 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17619.34 Day 50 No 34.98 31-90 Days S-4 17381.37 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3110.44 Day 50 Yes 6.71 7-30 Days S-5 2836.26 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2974.40 Day 50 Yes 126.01 31-90 Days S-6 3166.97 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 No 34613.13 Day 50 Yes 1429.65 <7 Days S-7 31385.25 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5743.84 Day 51 Yes 191.99 <7 Days A-0-Q 5861.98 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 22732.66 Day 51 No 892.27 31-90 Days A-1-Q 21333.73 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32576.41 Day 51 Yes 380.36 <7 Days A-2-Q 34190.75 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25147.41 Day 51 No 278.33 31-90 Days A-3-Q 23498.80 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17651.42 Day 51 No 852.61 7-30 Days A-4-Q 17078.16 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16206.75 Day 51 Yes 750.64 7-30 Days A-5-Q 16898.61 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8754.61 Day 51 Yes 294.47 7-30 Days CB-1-Q 9296.94 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35824.13 Day 51 No 78.07 7-30 Days CB-2-Q 33565.55 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40068.53 Day 51 Yes 366.52 31-90 Days S-1-Q 39605.05 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 No 24675.42 Day 51 Yes 471.10 31-90 Days S-2-Q 24208.09 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21773.84 Day 51 Yes 740.43 31-90 Days S-3-Q 21925.91 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 34504.00 Day 51 No 1167.81 7-30 Days S-4-Q 35476.09 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29690.46 Day 51 Yes 1345.45 <7 Days CB-3-Q 26834.12 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38686.30 Day 51 Yes 1780.96 7-30 Days G-1-Q 39012.41 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6381.14 Day 51 No 155.30 31-90 Days G-2-Q 5854.12 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40524.42 Day 51 Yes 1317.26 <7 Days G-3-Q 37832.24 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37885.74 Day 51 No 1177.63 <7 Days S-5-Q 40170.29 Yes T+2 Yes No Trading