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 37567.15 USD Non-Regulated Fund S-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 19648.39 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 79388.28 USD Non-Regulated Fund S-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 72152.11 USD Non-Regulated Fund S-4 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 12877.68 USD Non-Regulated Fund S-5 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 50747.30 USD Non-Regulated Fund S-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 83 - 90 Days 44930.82 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 28454.85 USD Non-Regulated Fund A-0-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 1248.57 USD Non-Regulated Fund A-1-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 48382.88 USD Non-Regulated Fund A-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 85939.98 USD Non-Regulated Fund A-3-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 44345.34 USD Non-Regulated Fund A-4-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 28718.15 USD Non-Regulated Fund A-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 41348.99 USD Non-Regulated Fund CB-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 58056.93 USD Non-Regulated Fund CB-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 29333.75 USD Non-Regulated Fund S-1-Q No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 43618.44 USD Non-Regulated Fund S-2-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 40315.95 USD Non-Regulated Fund S-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 55816.93 USD Non-Regulated Fund S-4-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 60793.30 USD Non-Regulated Fund CB-3-Q Yes Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 53344.95 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 17999.35 USD Non-Regulated Fund G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 4050.48 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 59878.96 USD Non-Regulated Fund S-5-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 91 - 120 Days 33905.23 USD Non-Regulated Fund S-6-Q No Liberty Wealth Management LLC