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 10113.35 75 - 82 Days No 122.97 31-90 Days CB-3 10172.64 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42184.26 75 - 82 Days Yes 1678.93 <7 Days E-1 38706.93 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27418.29 75 - 82 Days Yes 1143.59 <7 Days E-2 25364.10 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32109.28 75 - 82 Days Yes 1430.72 31-90 Days G-1 33702.49 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33794.41 75 - 82 Days No 1029.84 <7 Days G-2 37007.75 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21810.16 75 - 82 Days Yes 77.73 <7 Days G-3 21338.87 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12121.92 75 - 82 Days No 239.20 31-90 Days IG-1 12916.70 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43145.53 75 - 82 Days Yes 531.72 31-90 Days IG-2 45748.96 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8544.38 75 - 82 Days Yes 382.90 31-90 Days S-1 8793.48 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33700.87 75 - 82 Days Yes 1506.65 <7 Days S-2 30753.77 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33752.74 75 - 82 Days Yes 695.51 31-90 Days S-3 35681.57 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6559.95 75 - 82 Days Yes 271.86 <7 Days S-4 7093.73 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 333.32 75 - 82 Days Yes 10.05 <7 Days S-5 333.68 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35434.24 75 - 82 Days Yes 925.07 31-90 Days S-6 33649.92 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37168.75 75 - 82 Days No 1733.36 7-30 Days S-7 36302.43 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31583.97 83 - 90 Days No 621.58 31-90 Days A-0-Q 33527.56 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 9047.18 83 - 90 Days No 362.40 <7 Days A-1-Q 8204.36 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29647.45 83 - 90 Days Yes 357.91 7-30 Days A-2-Q 30504.11 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 38166.70 83 - 90 Days No 173.31 <7 Days A-3-Q 36198.66 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10953.83 83 - 90 Days No 349.38 7-30 Days A-4-Q 11800.15 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24954.85 83 - 90 Days No 1244.80 31-90 Days A-5-Q 22945.28 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9602.71 83 - 90 Days Yes 223.43 <7 Days CB-1-Q 10047.29 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 42327.91 83 - 90 Days No 1026.57 7-30 Days CB-2-Q 40254.37 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18240.80 83 - 90 Days Yes 303.96 31-90 Days S-1-Q 16617.52 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31262.57 83 - 90 Days Yes 554.22 31-90 Days S-2-Q 31185.34 No T+1 Yes No Treasury