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 43863.37 180 - 270 Days No 363.62 <7 Days N-2 41754.67 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31270.06 180 - 270 Days Yes 830.21 31-90 Days N-3 32580.17 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42047.30 180 - 270 Days No 1901.29 7-30 Days N-4 41634.83 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27004.52 180 - 270 Days No 1094.60 31-90 Days N-5 29315.85 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14542.00 180 - 270 Days Yes 450.10 <7 Days N-6 15260.79 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 10442.51 180 - 270 Days No 206.98 31-90 Days N-7 9945.74 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22198.37 180 - 270 Days No 9.83 7-30 Days P-1 20844.81 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10973.15 180 - 270 Days No 482.81 <7 Days P-2 11903.95 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19833.92 180 - 270 Days No 352.57 31-90 Days S-8 18061.27 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14877.95 180 - 270 Days Yes 549.16 7-30 Days Y-1 13991.60 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36643.48 180 - 270 Days Yes 355.40 7-30 Days Y-2 34967.52 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16611.56 180 - 270 Days Yes 467.52 31-90 Days Y-3 16403.48 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39718.68 180 - 270 Days No 748.50 <7 Days Y-4 36588.41 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43254.98 180 - 270 Days No 993.94 7-30 Days Z-1 45433.56 Yes T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35590.24 180 - 270 Days Yes 573.11 <7 Days A-2 33937.74 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28329.81 180 - 270 Days Yes 383.63 <7 Days A-3 26039.41 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40918.53 180 - 270 Days No 302.79 <7 Days A-4 44180.26 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26101.59 180 - 270 Days No 104.07 7-30 Days A-5 26245.94 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35633.48 180 - 270 Days Yes 1171.23 <7 Days CB-1 34034.01 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3938.39 180 - 270 Days No 46.72 7-30 Days CB-2 4170.67 Yes T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4210.86 180 - 270 Days Yes 113.52 <7 Days CB-3 4242.61 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15523.95 180 - 270 Days No 587.23 7-30 Days E-1 14451.79 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36741.58 180 - 270 Days Yes 151.29 31-90 Days E-2 39160.24 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13428.31 180 - 270 Days No 328.12 31-90 Days G-1 14359.38 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8739.43 180 - 270 Days Yes 134.46 31-90 Days G-2 8798.57 No T+2 No No Funding