Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 36049.96 >2 Yr <= 3 Yr No 732.15 7-30 Days S-8 37982.89 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6052.66 >2 Yr <= 3 Yr No 181.02 7-30 Days Y-1 6008.60 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19867.13 >2 Yr <= 3 Yr Yes 591.88 7-30 Days Y-2 17980.15 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37251.24 >2 Yr <= 3 Yr Yes 188.78 31-90 Days Y-3 40967.54 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 39741.83 >2 Yr <= 3 Yr No 228.92 7-30 Days Y-4 36085.95 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 908.19 >2 Yr <= 3 Yr No 18.47 7-30 Days Z-1 825.32 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 33906.51 >2 Yr <= 3 Yr Yes 902.85 <7 Days A-2 36815.39 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10739.09 >2 Yr <= 3 Yr No 179.28 31-90 Days A-3 11046.30 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 43919.98 >2 Yr <= 3 Yr No 36.59 31-90 Days A-4 42912.06 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 Yes 1589.22 >2 Yr <= 3 Yr No 29.01 <7 Days A-5 1592.23 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30352.95 >2 Yr <= 3 Yr No 444.89 <7 Days CB-1 30765.81 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10209.70 >2 Yr <= 3 Yr No 124.94 7-30 Days CB-2 10504.30 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28891.01 >2 Yr <= 3 Yr No 184.94 31-90 Days CB-3 27378.37 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32998.15 >2 Yr <= 3 Yr No 381.48 31-90 Days E-1 31472.42 No T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5942.23 >2 Yr <= 3 Yr No 100.14 31-90 Days E-2 5462.46 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 3857.76 >2 Yr <= 3 Yr Yes 176.10 31-90 Days G-1 3964.54 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22829.06 >2 Yr <= 3 Yr No 1105.83 31-90 Days G-2 24689.13 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 16479.75 >2 Yr <= 3 Yr Yes 182.19 <7 Days G-3 16592.33 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33186.91 >2 Yr <= 3 Yr Yes 116.23 31-90 Days IG-1 32469.03 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20945.44 >2 Yr <= 3 Yr Yes 725.15 31-90 Days IG-2 21921.89 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8357.23 >2 Yr <= 3 Yr No 384.27 <7 Days S-1 8247.51 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3442.95 >2 Yr <= 3 Yr Yes 47.87 7-30 Days S-2 3576.43 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 385.97 >2 Yr <= 3 Yr No 4.03 7-30 Days S-3 368.13 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5078.57 >2 Yr <= 3 Yr Yes 9.56 31-90 Days S-4 4761.98 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9734.32 >2 Yr <= 3 Yr No 36.66 7-30 Days S-5 10040.73 No T+1 No Yes Liberty Mortgage Services Corp. Trading