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 12383.75 Day 59 Yes 559.82 31-90 Days IG-1 11407.88 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5438.27 Day 59 No 16.74 7-30 Days IG-2 5571.37 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8282.68 Day 59 Yes 263.40 7-30 Days S-1 7680.00 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27097.58 Day 59 Yes 931.38 31-90 Days S-2 24869.40 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25889.14 Day 59 No 871.83 7-30 Days S-3 23472.34 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 6036.37 Day 59 No 234.33 31-90 Days S-4 6307.14 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4971.10 Day 59 Yes 120.23 <7 Days S-5 5133.65 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 40881.20 Day 59 No 1419.19 7-30 Days S-6 44703.39 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16888.17 Day 59 Yes 718.14 31-90 Days S-7 15952.33 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23328.58 Day 60 No 743.89 31-90 Days A-0-Q 22407.01 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 182.52 Day 60 No 8.92 <7 Days A-1-Q 169.97 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35698.43 Day 60 Yes 1771.31 7-30 Days A-2-Q 33258.21 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32650.31 Day 60 Yes 1522.30 <7 Days A-3-Q 33380.28 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36509.43 Day 60 Yes 1640.31 <7 Days A-4-Q 34776.16 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1246.78 Day 60 No 33.69 <7 Days A-5-Q 1178.95 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36055.99 Day 60 No 254.81 7-30 Days CB-1-Q 37351.34 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10894.62 Day 60 No 133.35 <7 Days CB-2-Q 10062.49 No 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 8576.75 Day 60 No 118.76 31-90 Days S-1-Q 8867.09 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23844.56 Day 60 Yes 120.39 31-90 Days S-2-Q 22333.70 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18288.34 Day 60 Yes 525.62 31-90 Days S-3-Q 18186.99 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41995.42 Day 60 No 1637.51 7-30 Days S-4-Q 42971.38 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32556.09 Day 60 No 935.92 7-30 Days CB-3-Q 32411.00 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 13933.88 Day 60 Yes 206.41 7-30 Days G-1-Q 15268.99 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 28839.69 Day 60 Yes 578.44 31-90 Days G-2-Q 26009.39 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42507.23 Day 60 No 1257.69 <7 Days G-3-Q 42781.05 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading