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 28350.07 Day 59 No 834.84 7-30 Days N-3 30794.64 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31072.54 Day 59 No 691.28 <7 Days N-4 32265.99 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34670.52 Day 59 No 1664.20 31-90 Days N-5 34387.94 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37085.74 Day 59 Yes 992.37 <7 Days N-6 35117.82 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42874.54 Day 59 No 467.11 <7 Days N-7 40397.27 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27987.76 Day 59 Yes 539.65 31-90 Days P-1 25747.24 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41005.96 Day 59 Yes 1033.98 <7 Days P-2 41199.60 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10281.19 Day 59 Yes 4.77 31-90 Days S-8 10093.51 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36523.72 Day 59 No 786.23 7-30 Days Y-1 34209.39 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2033.41 Day 59 No 62.63 31-90 Days Y-2 1840.74 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7796.25 Day 59 Yes 235.29 <7 Days Y-3 8137.50 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37605.06 Day 59 No 404.94 <7 Days Y-4 40872.76 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16251.40 Day 59 No 437.92 <7 Days Z-1 17213.42 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24338.29 Day 59 Yes 1035.88 7-30 Days A-2 25105.84 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6028.71 Day 59 Yes 143.22 31-90 Days A-3 6275.00 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2076.24 Day 59 Yes 64.31 7-30 Days A-4 2025.59 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22648.85 Day 59 Yes 634.88 31-90 Days A-5 23838.86 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33896.65 Day 59 No 1383.44 7-30 Days CB-1 31515.98 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 16162.86 Day 59 No 3.57 31-90 Days CB-2 14794.52 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43432.15 Day 59 No 1210.58 31-90 Days CB-3 39316.70 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36388.74 Day 59 Yes 677.35 31-90 Days E-1 36675.72 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 10692.99 Day 59 Yes 279.88 <7 Days E-2 10322.46 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28363.45 Day 59 No 653.57 7-30 Days G-1 29178.78 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3527.39 Day 59 Yes 167.69 <7 Days G-2 3424.54 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 18127.63 Day 59 No 148.76 <7 Days G-3 17152.59 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding