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 >5 Yr 8653.84 USD Non-Regulated Fund Z-1 No Liberty Capital Markets Inc.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 33782.87 USD Non-Regulated Fund A-2 Yes Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 64786.61 USD Non-Regulated Fund A-3 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 86595.78 USD Non-Regulated Fund A-4 Yes Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 68633.47 USD Non-Regulated Fund A-5 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 30666.67 USD Non-Regulated Fund CB-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 40262.72 USD Non-Regulated Fund CB-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 24022.31 USD Non-Regulated Fund CB-3 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 53023.08 USD Non-Regulated Fund E-1 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69568.19 USD Non-Regulated Fund E-2 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 26332.64 USD Non-Regulated Fund G-1 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3033.72 USD Non-Regulated Fund G-2 Yes Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 3296.67 USD Non-Regulated Fund G-3 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 69799.87 USD Non-Regulated Fund IG-1 Yes
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 4388.66 USD Non-Regulated Fund IG-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 50656.07 USD Non-Regulated Fund S-1 No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 83977.67 USD Non-Regulated Fund S-2 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 5143.85 USD Non-Regulated Fund S-3 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 31874.15 USD Non-Regulated Fund S-4 No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 58342.47 USD Non-Regulated Fund S-5 No Liberty Wealth Management LLC
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 47717.75 USD Non-Regulated Fund S-6 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables >5 Yr 83492.47 USD Non-Regulated Fund S-7 No Liberty Mortgage Services Corp.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 47574.61 USD Non-Regulated Fund A-0-Q No
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 18273.25 USD Non-Regulated Fund A-1-Q No Liberty International Finance Ltd.
2025-10-13 Liberty National Bank I.O.1 Derivative Receivables Perpetual 21853.78 USD Non-Regulated Fund A-2-Q No