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 National Bank S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Principal) 80806801085.50 N-3 >2 Yr <= 3 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Bank Exchange-traded (Agent) 23297920345.68 E-3 Day 28 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Other OTC - Bilateral 59859952450.42 E-2 Day 1 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Encumbered 42337898746.44 CB-2 Day 39 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Other Non-Rehypothecateable Collateral 72395563101.44 A-0-Q 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 23720866567.60 Y-3 Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Bank Rehypothecateable Collateral Unencumbered 42589009038.25 A-4 Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Unencumbered 84073632581.02 S-3 Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Agent) 96844574372.37 P-2 Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Other OTC - Centralized (Principal) 84257092447.39 CB-2-Q Day 24 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Principal) 3378180545.15 G-2 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Bank Segregated Cash 5067925926.85 N-3 Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Bank OTC - Bilateral 22951118710.90 Y-4 Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Unencumbered 18715343401.56 CB-2 Open Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Unencumbered 3621167575.78 S-1-Q Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Other Non-Rehypothecateable Collateral 58203839643.91 CB-3 Day 8 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Principal) 28383923194.93 N-3 Day 58 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Bilateral 97042011843.42 G-2 Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Other OTC - Centralized (Principal) 20119110244.34 E-9 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Bank OTC - Bilateral 33550512825.16 L-10 Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Other OTC - Bilateral 30762200402.88 A-3-Q 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 23210339978.65 S-1-Q Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Non-Rehypothecateable Collateral 17496669732.02 Z-1 Day 31 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Other OTC - Bilateral 18281098261.59 IG-1 Day 21 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Bank OTC - Centralized (Principal) 32381787746.32 G-2 61 - 67 Days Liberty Capital Markets Inc.