Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 32486.79 USD Non-Regulated Fund N-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 29347.07 USD Non-Regulated Fund N-5 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 60420.57 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 85700.69 USD Non-Regulated Fund N-7 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 30877.49 USD Non-Regulated Fund P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 79542.85 USD Non-Regulated Fund P-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 1117.15 USD Non-Regulated Fund S-8 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 67686.88 USD Non-Regulated Fund Y-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 36614.80 USD Non-Regulated Fund Y-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 63127.50 USD Non-Regulated Fund Y-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 5097.93 USD Non-Regulated Fund Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 7327.10 USD Non-Regulated Fund Z-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 50861.29 USD Non-Regulated Fund A-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 48690.16 USD Non-Regulated Fund A-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 15917.48 USD Non-Regulated Fund A-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 47753.51 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 20896.08 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 41676.37 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 4214.86 USD Non-Regulated Fund CB-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 63034.05 USD Non-Regulated Fund E-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 56944.07 USD Non-Regulated Fund E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 51427.59 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 24512.62 USD Non-Regulated Fund G-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 51366.01 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 23 76244.78 USD Non-Regulated Fund IG-1 Yes Liberty Wealth Management LLC