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 18287.71 Day 58 Yes 390.67 <7 Days A-3 19381.63 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 2388.61 Day 58 Yes 98.72 <7 Days A-4 2517.05 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7926.27 Day 58 No 364.36 <7 Days A-5 7243.78 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28388.81 Day 58 Yes 1116.91 7-30 Days CB-1 27413.94 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1834.01 Day 58 Yes 24.05 7-30 Days CB-2 1699.60 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40426.44 Day 58 Yes 1319.48 7-30 Days CB-3 42453.77 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26166.73 Day 58 Yes 278.64 <7 Days E-1 26313.02 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43385.82 Day 58 Yes 550.48 <7 Days E-2 42316.98 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22392.02 Day 58 No 405.15 31-90 Days G-1 21326.59 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37911.50 Day 58 Yes 1691.52 <7 Days G-2 37130.08 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5485.70 Day 58 No 188.47 31-90 Days G-3 5884.48 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37266.62 Day 58 No 1605.13 <7 Days IG-1 34978.05 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4202.08 Day 58 No 24.55 7-30 Days IG-2 4107.36 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 13564.78 Day 58 Yes 69.68 31-90 Days S-1 14172.32 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11520.64 Day 58 Yes 212.21 31-90 Days S-2 12058.65 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7487.37 Day 58 No 324.66 31-90 Days S-3 7356.94 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34922.93 Day 58 No 336.62 <7 Days S-4 33505.42 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29166.33 Day 58 No 866.79 31-90 Days S-5 28190.96 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12.79 Day 58 No 0.44 7-30 Days S-6 13.58 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19578.19 Day 58 No 944.53 31-90 Days S-7 18632.33 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39813.67 Day 59 No 1004.96 7-30 Days A-0-Q 35902.11 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 5080.47 Day 59 No 77.54 31-90 Days A-1-Q 4945.90 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22005.91 Day 59 No 870.25 <7 Days A-2-Q 21627.65 No T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19445.23 Day 59 No 12.94 7-30 Days A-3-Q 20270.03 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 43382.27 Day 59 No 566.42 31-90 Days A-4-Q 42835.29 Yes T+2 No Yes Liberty Capital Markets Inc. Trading