Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.7: Initial 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 Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Unencumbered 30006030652.49 L-6 Day 45 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Agent) 2124353300.71 S-2-Q Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Non-Segregated Cash 63330411375.53 S-1 >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Non-Rehypothecateable Collateral 96864527079.10 E-2-Q Day 32 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Bank Exchange-traded (Principal) 91860472094.03 G-4 Day 59 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Non-Rehypothecateable Collateral 61509644585.61 N-2 Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other Exchange-traded (Principal) 16390021275.03 L-8 Day 40 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Other Non-Rehypothecateable Collateral 54926079862.39 P-1 Open Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Segregated Cash 65463457734.07 S-1-Q Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Unencumbered 62821840774.04 G-4 Day 3 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Principal) 37640816370.91 S-3 Day 38 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Bank Exchange-traded (Principal) 23463737430.58 IG-7 Day 45 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Bank Segregated Cash 35741608780.34 LC-2 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Unencumbered 92545786343.89 A-1-Q Day 5 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Bank Rehypothecateable Collateral Unencumbered 19337242728.74 E-7 Day 32 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 40653889919.06 S-1 Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Bank Rehypothecateable Collateral Unencumbered 47751899016.61 S-5-Q Day 55 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other OTC - Centralized (Principal) 40805058705.55 A-4-Q Day 15 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Exchange-traded (Principal) 28888070732.01 N-5 Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Bank Rehypothecateable Collateral Unencumbered 79572205231.64 P-1 Day 20 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Principal) 45935890386.15 IG-2 Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Agent) 1022224229.74 Y-3 >5 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 298564804.81 L-7 Day 7 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Unencumbered 85869536729.02 N-3 Day 34 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Non-Segregated Cash 97018180180.25 CB-1-Q >4 Yr <= 5 Yr Liberty Mortgage Services Corp.