Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.10: Variation Margin Received

Report Date Reporting Entity PID Product Counterparty Sub Product Sub Product 2 Market Value Collateral Class Collateral Level G-SIB Effective Maturity Bucket Encumbrance Type Netting Eligible Treasury Control Internal Internal Counterparty Business Line
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 73407446530.14 A-2-Q Perpetual Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 89987377000.03 IG-4 61 - 67 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other Segregated Cash 15313160510.51 CB-1 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Principal) 64381796472.25 IG-1 >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Principal) 88275090686.92 A-4 Day 53 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Agent) 23151099243.78 N-4 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Principal) 8002155141.89 CB-2 Day 48 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other Non-Rehypothecateable Collateral 71613493770.67 S-4 Day 39 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Segregated Cash 61146409560.09 G-3 Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Rehypothecateable Collateral 46790105783.64 N-2 Day 25 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Agent) 72534267609.14 E-9 61 - 67 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 97191680440.66 E-8 Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Segregated Cash 64428147243.53 A-3-Q Day 25 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 50321721273.91 G-1 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Principal) 51806598988.02 IG-4 Day 44 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other Non-Segregated Cash 1767479568.87 G-3-Q >5 Yr Liberty Financial Group, Inc. - Parent Company Only