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 46 2620.06 USD Non-Regulated Fund N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 13980.12 USD Non-Regulated Fund P-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 68532.34 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 16873.14 USD Non-Regulated Fund S-8 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 50707.98 USD Non-Regulated Fund Y-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 14163.15 USD Non-Regulated Fund Y-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 51575.77 USD Non-Regulated Fund Y-3 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 68725.41 USD Non-Regulated Fund Y-4 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 24826.78 USD Non-Regulated Fund Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 26046.32 USD Non-Regulated Fund A-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 10627.61 USD Non-Regulated Fund A-3 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 75481.01 USD Non-Regulated Fund A-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 55284.21 USD Non-Regulated Fund A-5 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 7515.24 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 49708.87 USD Non-Regulated Fund CB-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 84061.08 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 62697.16 USD Non-Regulated Fund E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 80792.70 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 57067.15 USD Non-Regulated Fund G-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 17210.18 USD Non-Regulated Fund G-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 58559.31 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 1949.51 USD Non-Regulated Fund IG-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 32528.38 USD Non-Regulated Fund IG-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 27007.63 USD Non-Regulated Fund S-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Day 46 79802.48 USD Non-Regulated Fund S-2 Yes Liberty Wealth Management LLC