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 5350.94 >5 Yr Yes 224.80 <7 Days A-4 5603.58 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 42422.89 >5 Yr No 1291.01 31-90 Days A-5 42454.41 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 35481.74 >5 Yr No 627.92 7-30 Days CB-1 33196.80 Yes T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 24596.53 >5 Yr No 368.24 31-90 Days CB-2 22741.25 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 1241.51 >5 Yr Yes 42.75 7-30 Days CB-3 1189.01 No T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 39365.05 >5 Yr Yes 111.04 31-90 Days E-1 41548.07 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 7480.10 >5 Yr Yes 18.29 7-30 Days E-2 7486.23 Yes T+1 Yes Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 391.49 >5 Yr Yes 6.19 <7 Days G-1 397.51 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 23313.58 >5 Yr No 264.16 31-90 Days G-2 25630.75 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 26058.76 >5 Yr No 636.31 31-90 Days G-3 24097.93 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 2432.86 >5 Yr No 40.03 7-30 Days IG-1 2330.02 No T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 7883.06 >5 Yr No 74.71 <7 Days IG-2 8613.85 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 20602.81 >5 Yr Yes 87.01 7-30 Days S-1 21622.41 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 36411.59 >5 Yr Yes 659.50 31-90 Days S-2 35917.76 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 34854.98 >5 Yr No 547.39 31-90 Days S-3 32954.52 Yes T+2 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 496.04 >5 Yr No 18.65 <7 Days S-4 520.27 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 23738.17 >5 Yr No 148.61 <7 Days S-5 26064.45 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 4716.54 >5 Yr No 204.13 7-30 Days S-6 4554.71 Yes T+2 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 17131.65 >5 Yr No 759.15 31-90 Days S-7 18455.85 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 23810.56 Perpetual Yes 50.56 7-30 Days A-0-Q 25459.12 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 30361.07 Perpetual Yes 1100.82 7-30 Days A-1-Q 29933.86 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 33311.68 Perpetual Yes 888.84 31-90 Days A-2-Q 32203.32 No T+1 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund Yes 2172.32 Perpetual Yes 75.79 31-90 Days A-3-Q 2238.07 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 9541.18 Perpetual Yes 315.96 7-30 Days A-4-Q 10078.08 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Non-Regulated Fund No 41107.77 Perpetual No 1095.88 31-90 Days A-5-Q 40839.13 Yes T+0 No No Funding