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 8573.12 >4 Yr <= 5 Yr No 419.91 <7 Days S-2-Q 8265.83 Yes T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 19399.70 >4 Yr <= 5 Yr Yes 523.86 31-90 Days S-3-Q 19587.77 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43625.66 >4 Yr <= 5 Yr Yes 1991.09 <7 Days S-4-Q 44652.47 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 890.22 >4 Yr <= 5 Yr Yes 1.56 7-30 Days CB-3-Q 965.98 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2726.52 >4 Yr <= 5 Yr No 40.79 31-90 Days G-1-Q 2954.07 No T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 8729.79 >4 Yr <= 5 Yr No 377.84 <7 Days G-2-Q 7916.95 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26139.34 >4 Yr <= 5 Yr Yes 258.63 7-30 Days G-3-Q 25966.93 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15585.76 >4 Yr <= 5 Yr Yes 574.73 <7 Days S-5-Q 16778.83 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31478.02 >4 Yr <= 5 Yr No 265.43 <7 Days S-6-Q 32472.65 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4058.96 >4 Yr <= 5 Yr Yes 189.07 <7 Days S-7-Q 3879.05 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35288.78 >4 Yr <= 5 Yr No 581.73 7-30 Days E-1-Q 33213.04 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24557.43 >4 Yr <= 5 Yr Yes 569.44 <7 Days E-2-Q 24521.83 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40082.11 >4 Yr <= 5 Yr No 759.78 31-90 Days IG-1-Q 42629.10 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25266.02 >4 Yr <= 5 Yr No 61.28 31-90 Days IG-2-Q 24635.22 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14376.44 >4 Yr <= 5 Yr Yes 327.58 31-90 Days C-1 12967.72 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 762.60 >4 Yr <= 5 Yr No 22.16 <7 Days CB-4 734.44 No T+0 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 29031.66 >4 Yr <= 5 Yr No 823.79 31-90 Days E-10 26334.65 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42670.14 >4 Yr <= 5 Yr Yes 575.49 <7 Days E-3 45013.87 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32471.84 >4 Yr <= 5 Yr No 620.82 <7 Days E-4 33591.15 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 29969.00 >4 Yr <= 5 Yr No 1251.49 31-90 Days E-5 29887.80 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17690.57 >4 Yr <= 5 Yr No 133.31 <7 Days E-6 18745.46 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23835.92 >4 Yr <= 5 Yr Yes 163.19 31-90 Days E-7 21508.81 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39413.33 >4 Yr <= 5 Yr No 1239.48 7-30 Days E-8 37145.23 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 10684.81 >4 Yr <= 5 Yr Yes 255.45 7-30 Days E-9 10527.46 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 26158.56 >4 Yr <= 5 Yr Yes 223.53 7-30 Days G-4 25165.09 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding