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 39384.94 >= 1 Yr <= 2 Yr Yes 890.40 <7 Days A-1-Q 37858.10 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19891.75 >= 1 Yr <= 2 Yr No 532.77 7-30 Days A-2-Q 18804.72 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37048.30 >= 1 Yr <= 2 Yr Yes 1211.58 31-90 Days A-3-Q 37973.11 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19040.06 >= 1 Yr <= 2 Yr Yes 580.42 31-90 Days A-4-Q 20125.78 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18802.33 >= 1 Yr <= 2 Yr No 879.98 7-30 Days A-5-Q 20373.06 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28115.29 >= 1 Yr <= 2 Yr No 1118.26 31-90 Days CB-1-Q 28215.15 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24160.49 >= 1 Yr <= 2 Yr No 272.79 31-90 Days CB-2-Q 25592.87 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 21631.05 >= 1 Yr <= 2 Yr No 872.63 7-30 Days S-1-Q 22802.24 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35360.74 >= 1 Yr <= 2 Yr Yes 783.52 7-30 Days S-2-Q 35325.91 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 36044.44 >= 1 Yr <= 2 Yr Yes 1098.77 31-90 Days S-3-Q 33676.08 No T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10147.65 >= 1 Yr <= 2 Yr Yes 392.29 7-30 Days S-4-Q 9407.41 No T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8196.21 >= 1 Yr <= 2 Yr Yes 145.94 7-30 Days CB-3-Q 8063.38 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18509.64 >= 1 Yr <= 2 Yr No 370.99 31-90 Days G-1-Q 19924.45 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25111.50 >= 1 Yr <= 2 Yr Yes 1100.54 <7 Days G-2-Q 25712.27 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 28801.05 >= 1 Yr <= 2 Yr No 1367.12 7-30 Days G-3-Q 29998.35 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38521.78 >= 1 Yr <= 2 Yr No 567.94 7-30 Days S-5-Q 35151.93 No T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 216.55 >= 1 Yr <= 2 Yr No 3.92 <7 Days S-6-Q 226.73 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41408.36 >= 1 Yr <= 2 Yr No 8.35 31-90 Days S-7-Q 44797.72 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18058.04 >= 1 Yr <= 2 Yr No 581.13 7-30 Days E-1-Q 18527.87 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23961.60 >= 1 Yr <= 2 Yr No 269.39 7-30 Days E-2-Q 22899.24 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43606.45 >= 1 Yr <= 2 Yr Yes 1945.98 <7 Days IG-1-Q 46766.46 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33255.13 >= 1 Yr <= 2 Yr No 538.69 31-90 Days IG-2-Q 34327.06 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30392.80 >= 1 Yr <= 2 Yr Yes 1343.19 31-90 Days C-1 32010.51 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35921.41 >= 1 Yr <= 2 Yr Yes 833.57 31-90 Days CB-4 33229.00 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6003.08 >= 1 Yr <= 2 Yr No 89.25 7-30 Days E-10 5468.36 Yes T+2 No Yes Liberty Wealth Management LLC Funding