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 43462.82 >= 1 Yr <= 2 Yr No 411.42 31-90 Days E-3 41754.40 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 43444.02 >= 1 Yr <= 2 Yr Yes 618.66 31-90 Days E-4 41985.79 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29041.82 >= 1 Yr <= 2 Yr No 1189.62 31-90 Days E-5 30009.48 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6842.36 >= 1 Yr <= 2 Yr Yes 166.65 7-30 Days E-6 7014.42 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2405.89 >= 1 Yr <= 2 Yr No 64.73 <7 Days E-7 2617.95 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33491.44 >= 1 Yr <= 2 Yr Yes 1605.30 31-90 Days E-8 33501.23 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 38817.80 >= 1 Yr <= 2 Yr Yes 441.45 31-90 Days E-9 36870.50 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33537.22 >= 1 Yr <= 2 Yr No 1028.01 <7 Days G-4 32615.40 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 560.36 >= 1 Yr <= 2 Yr Yes 2.83 31-90 Days IG-3 607.41 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20157.97 >= 1 Yr <= 2 Yr No 115.93 31-90 Days IG-4 22025.23 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41257.85 >= 1 Yr <= 2 Yr No 742.68 31-90 Days IG-5 42231.28 Yes T+2 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 15450.98 >= 1 Yr <= 2 Yr Yes 732.48 <7 Days IG-6 16069.49 No T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 16170.30 >= 1 Yr <= 2 Yr No 503.99 <7 Days IG-7 16303.73 Yes T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10881.49 >= 1 Yr <= 2 Yr Yes 61.67 31-90 Days IG-8 10671.05 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15712.96 >= 1 Yr <= 2 Yr No 430.72 31-90 Days L-1 16992.94 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2805.29 >= 1 Yr <= 2 Yr No 39.64 31-90 Days L-10 2611.45 No T+1 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 38901.66 >= 1 Yr <= 2 Yr No 1274.21 31-90 Days L-11 37271.10 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 1756.83 >= 1 Yr <= 2 Yr Yes 79.41 7-30 Days L-2 1701.12 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43795.53 >= 1 Yr <= 2 Yr Yes 1826.81 <7 Days L-3 47453.97 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 928.47 >= 1 Yr <= 2 Yr No 8.18 <7 Days L-4 851.67 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35599.36 >= 1 Yr <= 2 Yr No 616.64 7-30 Days L-5 35453.40 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39749.33 >= 1 Yr <= 2 Yr Yes 1986.70 31-90 Days L-6 39822.10 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23075.04 >= 1 Yr <= 2 Yr Yes 127.49 <7 Days L-7 21157.01 No T+0 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40428.52 >= 1 Yr <= 2 Yr Yes 460.09 31-90 Days L-8 40981.30 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1098.72 >= 1 Yr <= 2 Yr No 1.67 <7 Days L-9 1089.35 No T+2 Yes Yes Liberty Wealth Management LLC Funding