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) 11428703144.59 A-3-Q Day 18 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Principal) 18771771670.67 S-2-Q 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Bank OTC - Centralized (Agent) 17338467118.39 L-1 Day 1 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Centralized (Principal) 91458672831.72 L-5 Day 36 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.7 S.DC.7: Initial Margin Received Bank Exchange-traded (Agent) 30546737107.82 A-3 Day 18 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.7 S.DC.7: Initial Margin Received Bank Rehypothecateable Collateral Encumbered 6938059912.13 A-1-Q Day 8 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Bank OTC - Centralized (Agent) 87987601079.49 Y-4 Day 8 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Bank Non-Segregated Cash 9336453671.72 G-2-Q Day 33 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Unencumbered 3213298776.43 CB-4 Day 55 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Bank Segregated Cash 58432071881.71 N-4 Perpetual Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Agent) 55548386190.43 L-2 271 - 364 Days 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 Encumbered 19314683604.39 A-0-Q Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Bank Segregated Cash 95633099473.62 L-6 Day 8 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Encumbered 84900746657.54 A-2 Day 57 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 67067602758.50 A-0-Q 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Bank Segregated Cash 23529019588.84 CB-3 Day 1 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer OTC - Bilateral 38740915201.57 L-1 Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other OTC - Centralized (Agent) 76872276996.14 CB-3-Q Day 46 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Segregated Cash 86810819185.47 S-3-Q 75 - 82 Days Liberty National Bank
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other Exchange-traded (Principal) 51547082697.03 E-7 Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other Non-Rehypothecateable Collateral 42455674576.37 CB-2 Day 36 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Agent) 86746936877.49 IG-8 Day 33 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.7 S.DC.7: Initial Margin Received Other Rehypothecateable Collateral Encumbered 80385829719.31 S-3 Day 8 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.7 S.DC.7: Initial Margin Received Broker-Dealer Exchange-traded (Agent) 76998862446.97 S-4 151 - 179 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.7 S.DC.7: Initial Margin Received Other Exchange-traded (Agent) 4458451827.99 N-4 61 - 67 Days Liberty National Bank