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
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 15866.90 Perpetual 1515.39 91-180 Days N-3 2795.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 1726.19 Perpetual 24.96 30-90 Days N-4 57.30 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 14557.00 Perpetual 408.24 <30 Days N-5 1650.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 16954.41 Perpetual 1294.98 <30 Days N-6 2229.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 10257.26 Perpetual 603.96 30-90 Days N-7 1245.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 6391.74 Perpetual 749.26 91-180 Days P-1 307.12 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 226.75 Perpetual 19.23 <30 Days P-2 4.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 5355.41 Perpetual 502.71 30-90 Days S-8 624.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 1057.93 Perpetual 32.11 Open Y-1 81.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 13293.76 Perpetual 1967.17 30-90 Days Y-2 1050.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 16131.29 Perpetual 639.72 91-180 Days Y-3 2389.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 6352.34 Perpetual 759.70 30-90 Days Y-4 439.12 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 2096.09 Perpetual 133.64 30-90 Days Z-1 157.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 11579.33 Perpetual 985.36 <30 Days A-2 56.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 5645.98 Perpetual 382.39 Open A-3 698.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 6742.16 Perpetual 861.93 <30 Days A-4 1267.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 15663.04 Perpetual 1147.70 91-180 Days A-5 99.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 2075.19 Perpetual 24.89 Open CB-1 196.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 142.94 Perpetual 7.01 91-180 Days CB-2 25.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 2774.09 Perpetual 405.45 91-180 Days CB-3 293.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 932.53 Perpetual 88.96 Open E-1 23.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 5229.63 Perpetual 122.70 30-90 Days E-2 1004.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 1125.44 Perpetual 168.08 30-90 Days G-1 203.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 544.20 Perpetual 51.71 30-90 Days G-2 67.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 3258.31 Perpetual 78.43 91-180 Days G-3 266.18 No Treasury