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 14111.63 121 - 150 Days No 527.00 7-30 Days N-5 14970.08 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31416.74 121 - 150 Days No 1419.86 31-90 Days N-6 28918.01 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26455.21 121 - 150 Days Yes 479.51 7-30 Days N-7 25391.04 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2996.76 121 - 150 Days Yes 32.39 7-30 Days P-1 3275.64 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15688.50 121 - 150 Days Yes 245.86 <7 Days P-2 16519.84 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41730.34 121 - 150 Days No 977.87 7-30 Days S-8 40802.85 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34436.17 121 - 150 Days No 1158.11 7-30 Days Y-1 36752.24 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19071.28 121 - 150 Days Yes 770.76 31-90 Days Y-2 18592.47 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22459.77 121 - 150 Days No 931.49 7-30 Days Y-3 24684.15 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27465.49 121 - 150 Days No 232.54 <7 Days Y-4 26187.92 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 1254.93 121 - 150 Days No 55.97 <7 Days Z-1 1315.55 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 17761.75 121 - 150 Days Yes 452.47 7-30 Days A-2 16468.36 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 27267.67 121 - 150 Days Yes 394.92 7-30 Days A-3 29128.98 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37078.07 121 - 150 Days No 120.06 <7 Days A-4 34088.02 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 10617.14 121 - 150 Days No 159.75 <7 Days A-5 9643.97 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32633.04 121 - 150 Days Yes 1021.76 31-90 Days CB-1 34125.40 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26134.41 121 - 150 Days Yes 1196.14 7-30 Days CB-2 24510.82 Yes T+2 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2717.08 121 - 150 Days Yes 100.28 <7 Days CB-3 2843.46 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16664.26 121 - 150 Days No 547.84 31-90 Days E-1 15629.49 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3381.92 121 - 150 Days Yes 14.76 <7 Days E-2 3583.71 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21089.25 121 - 150 Days No 868.50 7-30 Days G-1 20761.41 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43551.97 121 - 150 Days No 947.45 7-30 Days G-2 44871.87 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24932.76 121 - 150 Days No 92.15 31-90 Days G-3 24562.95 Yes T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29056.44 121 - 150 Days Yes 420.88 <7 Days IG-1 27407.89 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2988.03 121 - 150 Days No 54.52 7-30 Days IG-2 2901.14 No T+2 Yes No Securities Finance