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 Yes 6377.53 271 - 364 Days No 95.18 31-90 Days L-1 6170.41 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7274.29 271 - 364 Days No 125.63 <7 Days L-10 7445.11 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7717.78 271 - 364 Days No 335.62 <7 Days L-11 7046.06 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3458.40 271 - 364 Days Yes 135.97 7-30 Days L-2 3137.09 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31350.03 271 - 364 Days No 1005.80 <7 Days L-3 31728.46 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24823.64 271 - 364 Days No 1114.19 <7 Days L-4 24545.57 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2978.60 271 - 364 Days Yes 114.70 7-30 Days L-5 2778.62 No T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8463.10 271 - 364 Days Yes 257.53 7-30 Days L-6 8584.90 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26065.25 271 - 364 Days No 1061.31 31-90 Days L-7 24400.02 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 18331.81 271 - 364 Days No 804.10 31-90 Days L-8 18967.79 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20960.13 271 - 364 Days Yes 227.28 7-30 Days L-9 22930.06 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27541.65 271 - 364 Days No 510.38 7-30 Days LC-1 26871.35 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21662.42 271 - 364 Days No 135.98 31-90 Days LC-2 22898.58 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39230.93 271 - 364 Days Yes 287.88 7-30 Days N-1 42121.34 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 11395.87 271 - 364 Days No 266.12 31-90 Days N-2 12167.03 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 44073.11 271 - 364 Days No 761.03 31-90 Days N-3 39809.28 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36357.22 271 - 364 Days No 930.31 31-90 Days N-4 36373.02 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34695.84 271 - 364 Days No 1488.90 <7 Days N-5 31846.84 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42708.99 271 - 364 Days No 1337.55 7-30 Days N-6 41235.61 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15317.20 271 - 364 Days Yes 0.81 31-90 Days N-7 14510.65 No T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4206.33 271 - 364 Days Yes 103.53 <7 Days P-1 4209.93 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3789.01 271 - 364 Days Yes 104.41 7-30 Days P-2 3969.72 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 12264.75 271 - 364 Days No 465.88 7-30 Days S-8 12077.26 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33610.06 271 - 364 Days No 1298.52 7-30 Days Y-1 31510.93 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 13106.50 271 - 364 Days Yes 633.84 <7 Days Y-2 13480.29 No T+2 No No Securities Finance