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 29 53385.24 USD Non-Regulated Fund CB-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 61496.19 USD Non-Regulated Fund CB-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 11855.81 USD Non-Regulated Fund CB-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 83215.32 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 50633.68 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 76239.29 USD Non-Regulated Fund G-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 16682.95 USD Non-Regulated Fund G-2 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 82824.73 USD Non-Regulated Fund G-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 80824.17 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 46956.79 USD Non-Regulated Fund IG-2 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 63818.70 USD Non-Regulated Fund S-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 11638.76 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 22720.66 USD Non-Regulated Fund S-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 81934.86 USD Non-Regulated Fund S-4 Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 68322.55 USD Non-Regulated Fund S-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 42040.00 USD Non-Regulated Fund S-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 29 4522.61 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 58315.98 USD Non-Regulated Fund A-0-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 40662.30 USD Non-Regulated Fund A-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 29638.74 USD Non-Regulated Fund A-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 67212.27 USD Non-Regulated Fund A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 21102.07 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 46108.94 USD Non-Regulated Fund A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 45975.36 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 30 27290.16 USD Non-Regulated Fund CB-2-Q Yes Liberty International Finance Ltd.