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 20202.19 >2 Yr <= 3 Yr No 866.69 <7 Days IG-6 22034.61 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 36277.33 >2 Yr <= 3 Yr No 969.77 31-90 Days IG-7 34135.45 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25366.06 >2 Yr <= 3 Yr Yes 636.32 7-30 Days IG-8 24242.00 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5289.69 >2 Yr <= 3 Yr Yes 233.74 31-90 Days L-1 5771.57 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4980.28 >2 Yr <= 3 Yr No 194.59 <7 Days L-10 5195.70 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42358.82 >2 Yr <= 3 Yr No 1500.04 7-30 Days L-11 42548.76 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8243.22 >2 Yr <= 3 Yr Yes 108.67 7-30 Days L-2 8609.00 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 38012.43 >2 Yr <= 3 Yr No 213.24 31-90 Days L-3 38381.73 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4250.79 >2 Yr <= 3 Yr No 115.14 31-90 Days L-4 3991.55 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2806.11 >2 Yr <= 3 Yr Yes 140.11 7-30 Days L-5 2920.80 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 39719.51 >2 Yr <= 3 Yr Yes 626.67 31-90 Days L-6 42821.01 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2932.50 >2 Yr <= 3 Yr Yes 64.45 31-90 Days L-7 2744.85 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 32137.18 >2 Yr <= 3 Yr Yes 769.31 <7 Days L-8 32071.35 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22863.26 >2 Yr <= 3 Yr No 614.32 31-90 Days L-9 25131.08 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 42242.33 >2 Yr <= 3 Yr Yes 1220.96 <7 Days LC-1 46418.50 Yes T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 19894.22 >2 Yr <= 3 Yr No 499.18 7-30 Days LC-2 21648.65 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 6630.24 >2 Yr <= 3 Yr Yes 47.66 <7 Days N-1 7234.80 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 11587.07 >2 Yr <= 3 Yr Yes 36.87 31-90 Days N-2 10996.55 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2571.30 >2 Yr <= 3 Yr No 16.66 <7 Days N-3 2703.11 No T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41307.85 >2 Yr <= 3 Yr No 1867.89 31-90 Days N-4 39629.93 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39317.17 >2 Yr <= 3 Yr Yes 1738.12 7-30 Days N-5 41030.10 No T+2 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35676.46 >2 Yr <= 3 Yr Yes 1010.65 7-30 Days N-6 38452.33 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 19467.40 >2 Yr <= 3 Yr No 770.60 <7 Days N-7 20978.83 Yes T+1 No Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24952.37 >2 Yr <= 3 Yr Yes 1159.84 31-90 Days P-1 23830.59 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25987.17 >2 Yr <= 3 Yr No 1231.43 <7 Days P-2 27851.07 No T+2 Yes No Treasury