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 40797.76 Day 59 No 748.45 31-90 Days E-7 43561.16 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36729.25 Day 59 No 696.11 7-30 Days E-8 39485.11 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23407.67 Day 59 No 63.74 7-30 Days E-9 24212.95 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19325.14 Day 59 Yes 687.70 31-90 Days G-4 19769.23 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 472.23 Day 59 Yes 23.00 7-30 Days IG-3 484.52 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37509.92 Day 59 Yes 1386.12 <7 Days IG-4 39785.20 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 25692.49 Day 59 Yes 61.77 7-30 Days IG-5 23525.99 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4726.14 Day 59 No 130.23 7-30 Days IG-6 4539.86 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25290.40 Day 59 Yes 1131.26 31-90 Days IG-7 23835.77 No T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9948.64 Day 59 No 445.97 7-30 Days IG-8 9354.99 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26132.24 Day 59 Yes 945.84 7-30 Days L-1 26242.50 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 29196.26 Day 59 Yes 558.67 7-30 Days L-10 29188.29 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 547.93 Day 59 Yes 21.79 <7 Days L-11 503.27 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24424.85 Day 59 No 676.01 7-30 Days L-2 24617.57 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5636.77 Day 59 Yes 59.82 31-90 Days L-3 5836.83 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36670.90 Day 59 No 934.40 <7 Days L-4 34658.19 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20351.04 Day 59 No 435.20 <7 Days L-5 19354.53 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43304.85 Day 59 No 1115.55 31-90 Days L-6 44826.77 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5804.39 Day 59 No 48.38 <7 Days L-7 6309.20 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29108.61 Day 59 No 1370.04 7-30 Days L-8 28150.07 No T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 112.87 Day 59 No 3.26 <7 Days L-9 116.71 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1259.81 Day 59 No 62.43 7-30 Days LC-1 1156.58 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 22364.09 Day 59 Yes 382.54 <7 Days LC-2 20788.09 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 25823.00 Day 59 Yes 357.95 7-30 Days N-1 25661.15 Yes T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3149.87 Day 59 Yes 149.66 <7 Days N-2 2845.71 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury