Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.18: Unfunded Term Margin

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 13762.81 >4 Yr <= 5 Yr 926.65 91-180 Days N-3 453.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 13478.23 >4 Yr <= 5 Yr 1104.22 Open N-4 1742.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 2546.00 >4 Yr <= 5 Yr 325.35 Open N-5 117.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 9757.11 >4 Yr <= 5 Yr 42.11 <30 Days N-6 1172.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 5376.74 >4 Yr <= 5 Yr 542.20 30-90 Days N-7 267.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 3863.73 >4 Yr <= 5 Yr 235.33 <30 Days P-1 528.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 8625.02 >4 Yr <= 5 Yr 1205.27 Open P-2 135.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 408.87 >4 Yr <= 5 Yr 58.12 91-180 Days S-8 0.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 5867.58 >4 Yr <= 5 Yr 865.83 30-90 Days Y-1 417.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 10959.18 >4 Yr <= 5 Yr 1394.48 <30 Days Y-2 491.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 15114.55 >4 Yr <= 5 Yr 1821.26 <30 Days Y-3 131.27 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 13253.56 >4 Yr <= 5 Yr 1033.40 <30 Days Y-4 317.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 12691.84 >4 Yr <= 5 Yr 1228.40 91-180 Days Z-1 2293.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 8235.63 >4 Yr <= 5 Yr 365.13 30-90 Days A-2 435.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 3035.73 >4 Yr <= 5 Yr 423.99 Open A-3 95.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 6253.96 >4 Yr <= 5 Yr 433.94 30-90 Days A-4 1072.86 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 8204.67 >4 Yr <= 5 Yr 74.20 91-180 Days A-5 1385.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 1375.62 >4 Yr <= 5 Yr 18.33 Open CB-1 240.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 2370.69 >4 Yr <= 5 Yr 199.15 <30 Days CB-2 368.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 5528.10 >4 Yr <= 5 Yr 507.03 <30 Days CB-3 827.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 11617.05 >4 Yr <= 5 Yr 426.45 30-90 Days E-1 1945.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 15596.43 >4 Yr <= 5 Yr 2299.05 30-90 Days E-2 1804.34 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 4382.72 >4 Yr <= 5 Yr 510.18 91-180 Days G-1 832.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 2363.63 >4 Yr <= 5 Yr 332.94 30-90 Days G-2 274.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 8610.34 >4 Yr <= 5 Yr 1019.18 <30 Days G-3 1548.44 No Treasury