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 24390.29 >3 Yr <= 4 Yr No 194.27 7-30 Days CB-2 22121.08 No T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2946.95 >3 Yr <= 4 Yr Yes 56.15 <7 Days CB-3 2855.29 No T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6671.51 >3 Yr <= 4 Yr No 285.18 31-90 Days E-1 6010.47 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19397.60 >3 Yr <= 4 Yr Yes 547.70 <7 Days E-2 17549.02 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 37914.35 >3 Yr <= 4 Yr Yes 857.37 7-30 Days G-1 37579.86 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26538.61 >3 Yr <= 4 Yr Yes 387.79 7-30 Days G-2 25847.00 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 657.32 >3 Yr <= 4 Yr No 8.55 31-90 Days G-3 658.79 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7638.66 >3 Yr <= 4 Yr No 235.14 31-90 Days IG-1 7335.41 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42775.71 >3 Yr <= 4 Yr No 1157.27 7-30 Days IG-2 38793.43 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 18536.66 >3 Yr <= 4 Yr Yes 579.02 31-90 Days S-1 18830.84 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40249.79 >3 Yr <= 4 Yr No 85.07 31-90 Days S-2 39649.37 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9649.01 >3 Yr <= 4 Yr No 57.79 7-30 Days S-3 8988.82 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 6162.00 >3 Yr <= 4 Yr Yes 197.92 31-90 Days S-4 6630.00 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36583.40 >3 Yr <= 4 Yr Yes 494.38 7-30 Days S-5 39393.25 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 12204.22 >3 Yr <= 4 Yr No 214.47 <7 Days S-6 11862.73 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 22704.09 >3 Yr <= 4 Yr No 960.51 <7 Days S-7 22839.27 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7117.91 >4 Yr <= 5 Yr Yes 43.15 <7 Days A-0-Q 6407.28 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26116.03 >4 Yr <= 5 Yr No 275.18 <7 Days A-1-Q 24761.08 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21670.01 >4 Yr <= 5 Yr Yes 680.03 7-30 Days A-2-Q 19638.38 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 29642.43 >4 Yr <= 5 Yr No 291.08 7-30 Days A-3-Q 29287.01 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25751.96 >4 Yr <= 5 Yr No 1208.00 <7 Days A-4-Q 25766.58 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12255.58 >4 Yr <= 5 Yr Yes 349.91 31-90 Days A-5-Q 11272.68 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20709.88 >4 Yr <= 5 Yr Yes 795.66 7-30 Days CB-1-Q 22185.11 Yes T+2 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10234.81 >4 Yr <= 5 Yr Yes 73.78 <7 Days CB-2-Q 10417.50 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28727.32 >4 Yr <= 5 Yr Yes 163.74 7-30 Days S-1-Q 30839.59 Yes T+2 Yes No Securities Finance