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 43432.82 >4 Yr <= 5 Yr No 1855.74 31-90 Days IG-3 41888.72 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 12569.78 >4 Yr <= 5 Yr Yes 101.63 7-30 Days IG-4 12422.88 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 10865.41 >4 Yr <= 5 Yr Yes 230.04 7-30 Days IG-5 10978.13 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24775.23 >4 Yr <= 5 Yr Yes 1093.55 31-90 Days IG-6 22428.33 Yes T+0 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5859.68 >4 Yr <= 5 Yr No 128.92 <7 Days IG-7 5594.04 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 3732.17 >4 Yr <= 5 Yr No 59.05 7-30 Days IG-8 3462.18 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 25110.37 >4 Yr <= 5 Yr Yes 545.63 <7 Days L-1 23832.05 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17512.40 >4 Yr <= 5 Yr No 482.91 31-90 Days L-10 18112.38 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37303.04 >4 Yr <= 5 Yr No 854.77 31-90 Days L-11 36352.72 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 28501.04 >4 Yr <= 5 Yr No 1220.76 31-90 Days L-2 30116.33 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32198.22 >4 Yr <= 5 Yr Yes 1179.54 7-30 Days L-3 32678.41 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10087.54 >4 Yr <= 5 Yr No 150.72 <7 Days L-4 9450.66 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2679.30 >4 Yr <= 5 Yr Yes 91.33 7-30 Days L-5 2548.26 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 41088.66 >4 Yr <= 5 Yr No 261.76 7-30 Days L-6 37718.48 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 13053.95 >4 Yr <= 5 Yr Yes 291.55 31-90 Days L-7 12016.23 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42899.08 >4 Yr <= 5 Yr Yes 2083.28 31-90 Days L-8 46794.54 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8373.59 >4 Yr <= 5 Yr Yes 318.44 <7 Days L-9 8234.00 Yes T+2 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 25414.23 >4 Yr <= 5 Yr No 686.41 31-90 Days LC-1 26297.13 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 30794.74 >4 Yr <= 5 Yr No 434.22 7-30 Days LC-2 30982.02 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 32998.10 >4 Yr <= 5 Yr No 1264.07 31-90 Days N-1 31379.23 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 37259.68 >4 Yr <= 5 Yr Yes 1636.57 31-90 Days N-2 38898.32 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6298.83 >4 Yr <= 5 Yr Yes 222.23 7-30 Days N-3 6183.36 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39769.88 >4 Yr <= 5 Yr Yes 590.04 31-90 Days N-4 38495.67 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40227.52 >4 Yr <= 5 Yr No 731.22 31-90 Days N-5 37429.30 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 3764.81 >4 Yr <= 5 Yr No 97.11 <7 Days N-6 4123.36 Yes T+0 No No Securities Finance