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 Yes 18159.05 75 - 82 Days No 306.19 <7 Days L-8 19761.12 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22534.83 75 - 82 Days Yes 166.98 31-90 Days L-9 22705.00 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5504.26 75 - 82 Days Yes 198.17 <7 Days LC-1 5615.10 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23968.27 75 - 82 Days No 1110.56 7-30 Days LC-2 22301.34 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43904.67 75 - 82 Days No 946.90 31-90 Days N-1 40373.02 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23488.48 75 - 82 Days No 108.23 <7 Days N-2 22770.31 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18148.49 75 - 82 Days No 132.65 7-30 Days N-3 17838.59 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24078.72 75 - 82 Days No 486.90 31-90 Days N-4 21916.72 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8468.07 75 - 82 Days Yes 145.85 31-90 Days N-5 9145.10 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36811.17 75 - 82 Days No 910.27 31-90 Days N-6 34030.34 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 822.79 75 - 82 Days No 5.65 31-90 Days N-7 782.52 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3699.80 75 - 82 Days No 136.19 31-90 Days P-1 3815.02 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1905.15 75 - 82 Days Yes 79.38 7-30 Days P-2 2040.52 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37406.27 75 - 82 Days Yes 340.21 7-30 Days S-8 39764.20 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8886.08 75 - 82 Days No 213.86 31-90 Days Y-1 8952.41 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18982.70 75 - 82 Days Yes 569.85 7-30 Days Y-2 18731.19 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42371.21 75 - 82 Days No 1485.04 7-30 Days Y-3 42760.37 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12042.07 75 - 82 Days No 554.77 <7 Days Y-4 11351.16 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10886.39 75 - 82 Days No 336.12 7-30 Days Z-1 11016.25 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7858.03 75 - 82 Days Yes 178.96 31-90 Days A-2 7856.67 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 441.46 75 - 82 Days No 6.61 <7 Days A-3 402.37 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1306.37 75 - 82 Days Yes 22.45 <7 Days A-4 1245.67 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23601.64 75 - 82 Days Yes 518.65 31-90 Days A-5 21777.03 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11632.98 75 - 82 Days Yes 555.04 <7 Days CB-1 10531.60 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20402.28 75 - 82 Days Yes 19.55 7-30 Days CB-2 21234.91 No T+1 Yes No Funding