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 83 - 90 Days 14734.96 USD Non-Regulated Fund N-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 17533.57 USD Non-Regulated Fund N-6 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 22188.78 USD Non-Regulated Fund N-7 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 21979.79 USD Non-Regulated Fund P-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 12260.79 USD Non-Regulated Fund P-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 19446.02 USD Non-Regulated Fund S-8 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 31823.37 USD Non-Regulated Fund Y-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 38582.05 USD Non-Regulated Fund Y-2 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 36474.47 USD Non-Regulated Fund Y-3 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 15620.97 USD Non-Regulated Fund Y-4 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 62123.50 USD Non-Regulated Fund Z-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 74964.32 USD Non-Regulated Fund A-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 68459.81 USD Non-Regulated Fund A-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 51687.12 USD Non-Regulated Fund A-4 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 29322.21 USD Non-Regulated Fund A-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 81356.48 USD Non-Regulated Fund CB-1 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 33232.59 USD Non-Regulated Fund CB-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 83199.69 USD Non-Regulated Fund CB-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 80966.55 USD Non-Regulated Fund E-1 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 75007.79 USD Non-Regulated Fund E-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 30281.69 USD Non-Regulated Fund G-1 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 76225.38 USD Non-Regulated Fund G-2 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 9300.38 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 25000.96 USD Non-Regulated Fund IG-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 50497.40 USD Non-Regulated Fund IG-2 No Liberty Mortgage Services Corp.