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 271 - 364 Days 56344.40 USD Non-Regulated Fund S-6 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables 271 - 364 Days 67417.18 USD Non-Regulated Fund S-7 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 62253.99 USD Non-Regulated Fund A-0-Q No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 12502.90 USD Non-Regulated Fund A-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 70059.80 USD Non-Regulated Fund A-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 73493.14 USD Non-Regulated Fund A-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 7627.26 USD Non-Regulated Fund A-4-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 4667.85 USD Non-Regulated Fund A-5-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 52019.51 USD Non-Regulated Fund CB-1-Q Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 29440.49 USD Non-Regulated Fund CB-2-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 60489.84 USD Non-Regulated Fund S-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 51748.11 USD Non-Regulated Fund S-2-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 83331.24 USD Non-Regulated Fund S-3-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 61196.03 USD Non-Regulated Fund S-4-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 4501.17 USD Non-Regulated Fund CB-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 23242.76 USD Non-Regulated Fund G-1-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 3091.87 USD Non-Regulated Fund G-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 78739.15 USD Non-Regulated Fund G-3-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 44498.04 USD Non-Regulated Fund S-5-Q Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 59545.47 USD Non-Regulated Fund S-6-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 70243.20 USD Non-Regulated Fund S-7-Q Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 58604.77 USD Non-Regulated Fund E-1-Q No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 2875.88 USD Non-Regulated Fund E-2-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 72638.66 USD Non-Regulated Fund IG-1-Q Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >= 1 Yr <= 2 Yr 63897.26 USD Non-Regulated Fund IG-2-Q Yes