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 Other No 6323.19 >3 Yr <= 4 Yr 757.18 91-180 Days A-3 958.17 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 6077.34 >3 Yr <= 4 Yr 849.39 91-180 Days A-4 831.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 1613.08 >3 Yr <= 4 Yr 216.68 Open A-5 315.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 8217.30 >3 Yr <= 4 Yr 387.21 30-90 Days CB-1 1375.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 1740.01 >3 Yr <= 4 Yr 233.70 91-180 Days CB-2 45.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 1703.24 >3 Yr <= 4 Yr 159.43 Open CB-3 176.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 5013.62 >3 Yr <= 4 Yr 495.41 91-180 Days E-1 655.12 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 13397.15 >3 Yr <= 4 Yr 604.19 <30 Days E-2 2265.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 14871.20 >3 Yr <= 4 Yr 1461.13 30-90 Days G-1 509.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 16126.35 >3 Yr <= 4 Yr 378.96 Open G-2 68.82 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 3380.44 >3 Yr <= 4 Yr 346.88 30-90 Days G-3 110.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 4482.16 >3 Yr <= 4 Yr 332.35 Open IG-1 675.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 605.16 >3 Yr <= 4 Yr 89.32 Open IG-2 69.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 9878.48 >3 Yr <= 4 Yr 242.64 <30 Days S-1 808.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 330.06 >3 Yr <= 4 Yr 32.36 91-180 Days S-2 36.80 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 5608.61 >3 Yr <= 4 Yr 466.14 30-90 Days S-3 829.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 2480.45 >3 Yr <= 4 Yr 163.48 91-180 Days S-4 213.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 3401.90 >3 Yr <= 4 Yr 430.73 Open S-5 241.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 9992.16 >3 Yr <= 4 Yr 1382.14 91-180 Days S-6 1033.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 12833.81 >3 Yr <= 4 Yr 1754.15 91-180 Days S-7 1278.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 748.72 >4 Yr <= 5 Yr 82.31 <30 Days A-0-Q 41.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 16697.74 >4 Yr <= 5 Yr 271.78 30-90 Days A-1-Q 2181.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other No 16910.52 >4 Yr <= 5 Yr 2330.68 91-180 Days A-2-Q 2520.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 16127.19 >4 Yr <= 5 Yr 600.45 91-180 Days A-3-Q 719.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Yes 7296.90 >4 Yr <= 5 Yr 697.65 <30 Days A-4-Q 761.44 No Treasury