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 42845.31 >4 Yr <= 5 Yr Yes 1745.18 <7 Days N-7 45039.13 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7473.81 >4 Yr <= 5 Yr No 326.67 7-30 Days P-1 6920.19 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42570.41 >4 Yr <= 5 Yr Yes 1021.51 7-30 Days P-2 39264.77 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 15524.96 >4 Yr <= 5 Yr Yes 747.26 31-90 Days S-8 15563.05 Yes 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 42055.27 >4 Yr <= 5 Yr No 1181.89 <7 Days Y-1 44965.90 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 15343.04 >4 Yr <= 5 Yr Yes 741.09 7-30 Days Y-2 14623.27 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 18368.40 >4 Yr <= 5 Yr Yes 210.83 31-90 Days Y-3 17305.13 No T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27112.12 >4 Yr <= 5 Yr Yes 411.34 <7 Days Y-4 28318.30 No T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6010.41 >4 Yr <= 5 Yr No 151.31 7-30 Days Z-1 6100.72 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 35651.71 >4 Yr <= 5 Yr Yes 80.76 <7 Days A-2 37524.28 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31806.17 >4 Yr <= 5 Yr No 1561.37 <7 Days A-3 30673.30 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20219.15 >4 Yr <= 5 Yr Yes 160.39 7-30 Days A-4 19388.57 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 5780.05 >4 Yr <= 5 Yr No 20.35 <7 Days A-5 5360.13 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5027.86 >4 Yr <= 5 Yr No 238.79 31-90 Days CB-1 5473.95 No T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 40270.62 >4 Yr <= 5 Yr No 1706.80 7-30 Days CB-2 41615.46 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 43098.53 >4 Yr <= 5 Yr No 271.74 7-30 Days CB-3 42374.31 Yes T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31210.05 >4 Yr <= 5 Yr No 601.15 <7 Days E-1 30541.83 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20239.74 >4 Yr <= 5 Yr No 134.23 31-90 Days E-2 19512.15 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9569.84 >4 Yr <= 5 Yr No 307.62 7-30 Days G-1 9569.17 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34436.72 >4 Yr <= 5 Yr Yes 661.02 <7 Days G-2 34921.04 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 29975.84 >4 Yr <= 5 Yr Yes 749.42 7-30 Days G-3 30643.10 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 31313.05 >4 Yr <= 5 Yr No 783.06 <7 Days IG-1 32322.06 No T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 21535.21 >4 Yr <= 5 Yr No 799.17 <7 Days IG-2 22898.59 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 32875.50 >4 Yr <= 5 Yr Yes 1332.88 <7 Days S-1 30551.49 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 20905.78 >4 Yr <= 5 Yr No 140.36 7-30 Days S-2 20131.30 Yes T+0 Yes No Funding