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 24 29761.42 USD Non-Regulated Fund L-11 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 18463.27 USD Non-Regulated Fund L-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 80662.28 USD Non-Regulated Fund L-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 66283.63 USD Non-Regulated Fund L-4 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 52799.22 USD Non-Regulated Fund L-5 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 79657.78 USD Non-Regulated Fund L-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 79974.85 USD Non-Regulated Fund L-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 78889.72 USD Non-Regulated Fund L-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 29857.33 USD Non-Regulated Fund L-9 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 71505.69 USD Non-Regulated Fund LC-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 12429.85 USD Non-Regulated Fund LC-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 83079.00 USD Non-Regulated Fund N-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 65737.93 USD Non-Regulated Fund N-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 36057.73 USD Non-Regulated Fund N-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 84165.88 USD Non-Regulated Fund N-4 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 26101.46 USD Non-Regulated Fund N-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 4837.27 USD Non-Regulated Fund N-6 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 31448.55 USD Non-Regulated Fund N-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 5312.20 USD Non-Regulated Fund P-1 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 61182.19 USD Non-Regulated Fund P-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 52576.49 USD Non-Regulated Fund S-8 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 66011.35 USD Non-Regulated Fund Y-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 74645.45 USD Non-Regulated Fund Y-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 48606.14 USD Non-Regulated Fund Y-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 24 13155.79 USD Non-Regulated Fund Y-4 Yes