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 No 7228.79 91 - 120 Days Yes 230.78 <7 Days IG-1-Q 6752.79 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38763.43 91 - 120 Days No 484.12 7-30 Days IG-2-Q 40650.86 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16264.77 91 - 120 Days Yes 146.30 <7 Days C-1 17801.28 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4402.68 91 - 120 Days No 181.79 <7 Days CB-4 4572.97 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 44080.06 91 - 120 Days Yes 805.09 <7 Days E-10 40717.94 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5760.60 91 - 120 Days Yes 20.37 7-30 Days E-3 5206.65 No T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37362.92 91 - 120 Days Yes 335.71 <7 Days E-4 34117.03 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26675.43 91 - 120 Days Yes 1110.82 7-30 Days E-5 27615.97 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25472.08 91 - 120 Days Yes 847.32 7-30 Days E-6 26078.26 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6138.32 91 - 120 Days Yes 55.03 7-30 Days E-7 6407.39 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11587.96 91 - 120 Days No 97.54 31-90 Days E-8 11139.83 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6567.27 91 - 120 Days No 324.78 7-30 Days E-9 6943.86 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3591.62 91 - 120 Days No 40.64 <7 Days G-4 3285.98 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 875.43 91 - 120 Days Yes 40.15 7-30 Days IG-3 953.50 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41110.07 91 - 120 Days No 947.67 7-30 Days IG-4 38358.30 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19104.96 91 - 120 Days No 399.35 31-90 Days IG-5 19591.43 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21937.23 91 - 120 Days No 373.03 <7 Days IG-6 20796.07 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17954.94 91 - 120 Days No 801.10 31-90 Days IG-7 18617.44 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14827.50 91 - 120 Days No 14.78 7-30 Days IG-8 15294.18 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31297.73 91 - 120 Days No 1007.35 <7 Days L-1 29328.03 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1538.93 91 - 120 Days No 31.47 31-90 Days L-10 1692.25 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13218.70 91 - 120 Days No 594.42 <7 Days L-11 13380.54 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40466.35 91 - 120 Days Yes 484.48 7-30 Days L-2 41045.87 No 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 11096.59 91 - 120 Days Yes 299.67 <7 Days L-3 10190.48 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29947.82 91 - 120 Days No 1184.12 31-90 Days L-4 30763.71 No T+1 No No Securities Finance