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 41109.52 >4 Yr <= 5 Yr Yes 1713.99 31-90 Days S-3 42895.18 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 789.51 >4 Yr <= 5 Yr No 12.90 31-90 Days S-4 860.86 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 22652.84 >4 Yr <= 5 Yr No 276.44 7-30 Days S-5 21232.54 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 9126.20 >4 Yr <= 5 Yr No 207.20 7-30 Days S-6 9415.59 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 43787.24 >4 Yr <= 5 Yr No 1617.66 <7 Days S-7 40963.73 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18780.57 >5 Yr Yes 129.44 <7 Days A-0-Q 18016.73 Yes T+1 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 5170.54 >5 Yr Yes 129.34 7-30 Days A-1-Q 4885.80 Yes T+1 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 17898.34 >5 Yr No 30.84 31-90 Days A-2-Q 16701.53 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 10932.32 >5 Yr Yes 102.20 7-30 Days A-3-Q 11489.00 No T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39987.45 >5 Yr Yes 1208.49 7-30 Days A-4-Q 43857.14 No T+1 Yes Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 32897.85 >5 Yr Yes 1562.48 <7 Days A-5-Q 32858.40 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36259.50 >5 Yr Yes 550.01 7-30 Days CB-1-Q 38295.24 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 27073.20 >5 Yr Yes 1336.79 31-90 Days CB-2-Q 28097.96 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 39745.63 >5 Yr Yes 92.72 <7 Days S-1-Q 41093.79 No T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20235.55 >5 Yr No 31.75 7-30 Days S-2-Q 19285.33 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 34445.29 >5 Yr Yes 523.63 31-90 Days S-3-Q 33191.55 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 14996.01 >5 Yr Yes 272.38 <7 Days S-4-Q 15351.87 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 14905.35 >5 Yr Yes 50.16 31-90 Days CB-3-Q 16140.72 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 40277.29 >5 Yr No 384.05 <7 Days G-1-Q 36986.19 Yes T+0 Yes Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 31895.03 >5 Yr Yes 478.98 <7 Days G-2-Q 33138.48 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35849.63 >5 Yr Yes 1328.40 7-30 Days G-3-Q 37056.42 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 18671.93 >5 Yr No 810.25 31-90 Days S-5-Q 18005.30 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 6084.08 >5 Yr No 50.46 31-90 Days S-6-Q 6502.44 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 24829.32 >5 Yr Yes 1082.45 7-30 Days S-7-Q 23488.47 Yes T+2 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 8495.45 >5 Yr No 89.33 31-90 Days E-1-Q 9258.12 No T+0 No Yes Liberty Wealth Management LLC Treasury