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 Yes 24379.22 68 - 74 Days Yes 121.76 7-30 Days IG-7 25952.38 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31506.02 68 - 74 Days No 722.59 7-30 Days IG-8 30700.70 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24053.85 68 - 74 Days Yes 537.72 31-90 Days L-1 22234.54 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13802.63 68 - 74 Days No 361.50 7-30 Days L-10 13702.86 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8251.87 68 - 74 Days Yes 251.87 7-30 Days L-11 7922.18 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37175.46 68 - 74 Days No 1239.45 7-30 Days L-2 36407.06 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 12230.69 68 - 74 Days No 387.80 31-90 Days L-3 12344.24 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10678.68 68 - 74 Days No 327.94 7-30 Days L-4 11421.24 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9484.61 68 - 74 Days Yes 242.25 31-90 Days L-5 9792.27 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2194.94 68 - 74 Days Yes 67.12 31-90 Days L-6 2327.09 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36058.47 68 - 74 Days Yes 477.04 31-90 Days L-7 38331.29 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16116.50 68 - 74 Days Yes 159.82 7-30 Days L-8 15345.25 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7343.28 68 - 74 Days No 138.84 31-90 Days L-9 7739.80 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26058.99 68 - 74 Days No 848.22 31-90 Days LC-1 26390.31 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10283.92 68 - 74 Days No 281.19 7-30 Days LC-2 10431.63 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18104.47 68 - 74 Days No 443.46 31-90 Days N-1 18967.25 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2793.66 68 - 74 Days Yes 91.01 <7 Days N-2 2768.65 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 21492.10 68 - 74 Days No 243.82 31-90 Days N-3 19561.00 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25499.58 68 - 74 Days Yes 548.93 7-30 Days N-4 25245.82 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18710.76 68 - 74 Days Yes 118.15 <7 Days N-5 17048.60 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17692.16 68 - 74 Days No 283.44 <7 Days N-6 16387.90 No 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 14899.55 68 - 74 Days Yes 539.61 7-30 Days N-7 15871.00 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 30940.03 68 - 74 Days Yes 109.26 <7 Days P-1 32060.12 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43321.31 68 - 74 Days No 1360.68 7-30 Days P-2 40322.02 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37297.27 68 - 74 Days No 825.85 31-90 Days S-8 36777.44 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance