Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.2: Collateral Called for Delivery

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
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Small Business Yes 195621970.82 1-7 Days 415246456.16 Open Agency MBS 253516842.30 No IntO-5430 Operations
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Financial Market Utility No 175477118.60 <1 Day 183707509.66 <30 Days Treasuries 701344568.67 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity Yes 785976597.25 1-7 Days 340052451.24 30-90 Days Equities 904572156.01 No IntO-6460 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Retail No 1784924948.79 <1 Day 204390691.56 Open Treasuries 1445661543.05 Yes Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery PSE Yes 2688003962.09 1-7 Days 491352616.62 <30 Days Agency MBS 1331676904.22 Yes IntO-2959 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Central Bank Yes 2986846588.30 <1 Day 224341340.10 30-90 Days None 266740092.30 No IntO-5748 Finance
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Investment Company or Advisor No 1200082818.14 <1 Day 457181907.99 30-90 Days Other 1606912266.20 Yes Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Pension Fund Yes 855834861.16 8-30 Days 301319858.18 <30 Days Cash 235742787.17 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery MDB No 1245378555.94 1-7 Days 488287515.66 <30 Days Agency MBS 823413607.50 Yes IntO-2267 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Small Business No 2554179427.06 1-7 Days 47547662.96 91-180 Days None 16739367.03 No IntO-9696 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Other Supranational No 1597977022.81 1-7 Days 176501144.03 Open Other 1997939347.86 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Bank Yes 462154428.59 <1 Day 106451473.68 Open Other 76380670.45 Yes Operations
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 856175925.84 <1 Day 142217391.95 <30 Days Equities 808559730.67 No IntO-1256 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Financial Market Utility Yes 1966617892.77 1-7 Days 372387014.30 <30 Days Agency MBS 670681859.74 Yes Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Bank No 2959625988.03 <1 Day 269610264.81 Open Corporate Bonds 1102794265.86 No IntO-5285 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Financial Market Utility No 2913582772.71 <1 Day 393444025.44 <30 Days Agency MBS 428418555.63 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery PSE No 1926578998.17 <1 Day 304973923.08 Open Cash 1048735588.92 Yes Legal
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Central Bank No 2199251896.67 <1 Day 154881178.52 Open Cash 507976140.23 No IntO-7640 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery GSE No 8397504.07 1-7 Days 191660248.39 <30 Days Equities 68972326.89 Yes IntO-2113 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Central Bank No 1381565595.12 <1 Day 35995431.49 91-180 Days None 969753625.04 Yes Legal
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity Yes 2648730741.40 1-7 Days 152489251.91 91-180 Days Cash 1692705873.96 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery MDB No 1108942082.64 8-30 Days 89546073.71 91-180 Days Other 745251037.37 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Other No 1981547078.28 <1 Day 237458075.11 Open Other 1462234363.10 No Finance
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery GSE No 945770818.93 8-30 Days 97835473.76 <30 Days Treasuries 651743220.91 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Non-Regulated Fund Yes 1179257116.18 8-30 Days 384860957.78 <30 Days Agency MBS 552791186.34 No IntO-2969 Legal