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 43959.81 61 - 67 Days Yes 639.34 31-90 Days G-1 46710.31 No T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40741.37 61 - 67 Days Yes 1222.19 31-90 Days G-2 42491.20 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17774.18 61 - 67 Days Yes 849.44 7-30 Days G-3 17690.65 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3208.90 61 - 67 Days Yes 83.44 <7 Days IG-1 3509.44 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 15237.38 61 - 67 Days Yes 581.75 7-30 Days IG-2 15998.76 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24843.60 61 - 67 Days Yes 516.91 <7 Days S-1 26621.64 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21563.77 61 - 67 Days Yes 27.37 <7 Days S-2 21482.41 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 32773.07 61 - 67 Days Yes 1124.56 7-30 Days S-3 29931.42 Yes 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 28105.87 61 - 67 Days Yes 228.60 <7 Days S-4 29781.89 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15110.94 61 - 67 Days Yes 273.19 7-30 Days S-5 16385.25 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9469.24 61 - 67 Days No 247.56 <7 Days S-6 9581.41 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12142.42 61 - 67 Days Yes 455.22 7-30 Days S-7 12821.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9570.08 68 - 74 Days No 145.07 31-90 Days A-0-Q 8937.37 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16696.05 68 - 74 Days Yes 208.97 31-90 Days A-1-Q 15602.38 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9819.93 68 - 74 Days No 119.14 31-90 Days A-2-Q 10020.31 Yes T+0 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30727.92 68 - 74 Days No 154.16 31-90 Days A-3-Q 31825.99 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34097.91 68 - 74 Days No 99.46 31-90 Days A-4-Q 35089.61 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40489.70 68 - 74 Days No 238.08 <7 Days A-5-Q 41797.04 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18051.24 68 - 74 Days Yes 176.99 31-90 Days CB-1-Q 19329.64 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31212.58 68 - 74 Days Yes 206.60 <7 Days CB-2-Q 33046.12 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18407.72 68 - 74 Days Yes 598.77 7-30 Days S-1-Q 16931.26 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 41038.16 68 - 74 Days Yes 1545.66 7-30 Days S-2-Q 43360.40 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34791.93 68 - 74 Days No 459.72 <7 Days S-3-Q 33024.08 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15862.68 68 - 74 Days Yes 489.16 7-30 Days S-4-Q 16328.18 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 415.33 68 - 74 Days No 2.71 7-30 Days CB-3-Q 449.73 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding