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 38498.71 61 - 67 Days No 1479.02 31-90 Days A-2-Q 37457.32 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5888.29 61 - 67 Days No 239.92 <7 Days A-3-Q 6471.28 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6452.15 61 - 67 Days Yes 115.97 31-90 Days A-4-Q 7008.68 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 25710.86 61 - 67 Days No 22.34 <7 Days A-5-Q 23383.53 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12239.91 61 - 67 Days Yes 321.69 7-30 Days CB-1-Q 12427.35 No T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22714.51 61 - 67 Days Yes 337.76 7-30 Days CB-2-Q 21789.15 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20811.46 61 - 67 Days Yes 614.99 7-30 Days S-1-Q 21008.36 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30080.30 61 - 67 Days Yes 1251.67 31-90 Days S-2-Q 28726.92 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17319.84 61 - 67 Days Yes 287.29 <7 Days S-3-Q 19051.46 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36084.27 61 - 67 Days Yes 992.33 7-30 Days S-4-Q 37834.78 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22476.76 61 - 67 Days No 674.34 31-90 Days CB-3-Q 23962.43 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2933.14 61 - 67 Days No 74.49 7-30 Days G-1-Q 2914.17 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37205.14 61 - 67 Days No 717.45 7-30 Days G-2-Q 36926.86 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3807.02 61 - 67 Days Yes 175.05 31-90 Days G-3-Q 3450.35 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28702.17 61 - 67 Days No 126.99 7-30 Days S-5-Q 27655.11 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40547.13 61 - 67 Days Yes 691.18 <7 Days S-6-Q 37326.05 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 369.50 61 - 67 Days Yes 17.27 7-30 Days S-7-Q 395.88 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8473.28 61 - 67 Days Yes 159.90 31-90 Days E-1-Q 8723.80 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 4693.14 61 - 67 Days Yes 53.46 7-30 Days E-2-Q 4780.58 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12214.47 61 - 67 Days No 418.54 31-90 Days IG-1-Q 11462.64 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29025.52 61 - 67 Days Yes 419.55 <7 Days IG-2-Q 29297.96 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6090.50 61 - 67 Days No 56.37 31-90 Days C-1 5970.63 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 35926.58 61 - 67 Days Yes 1346.58 31-90 Days CB-4 34590.92 No T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26578.54 61 - 67 Days Yes 1244.75 31-90 Days E-10 28590.30 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16761.37 61 - 67 Days Yes 395.84 <7 Days E-3 17263.68 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance