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 International Finance Ltd. O.O.2 Collateral Called for Delivery Investment Company or Advisor No 2108085745.72 8-30 Days 461273116.65 Open Treasuries 1041577487.36 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Non-Financial Corporate Yes 2434625344.22 8-30 Days 366620470.06 91-180 Days Agency MBS 1710718770.59 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity Yes 1296419292.66 <1 Day 285061902.90 91-180 Days None 1756300434.60 Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 2910478849.46 8-30 Days 438355228.45 91-180 Days Corporate Bonds 416354508.33 No IntO-8107 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Non-Regulated Fund Yes 2248361816.80 <1 Day 36584210.03 <30 Days Other 1676257441.42 Yes IntO-6781 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Other Supranational Yes 1815415565.77 <1 Day 286915947.78 <30 Days Treasuries 1886549495.78 No IntO-2825 Finance
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Retail No 2650054964.81 1-7 Days 291305868.48 Open Equities 856376681.64 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Small Business No 1192133208.57 8-30 Days 42014132.07 30-90 Days None 698600861.56 Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 2556250958.22 <1 Day 241473995.94 91-180 Days Agency MBS 1763064976.79 Yes Legal
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 1955158044.72 8-30 Days 249981382.42 91-180 Days Corporate Bonds 1350579632.92 Yes IntO-1179 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Other No 48570210.72 1-7 Days 275789527.41 <30 Days Cash 1165566156.60 Yes Operations
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Investment Company or Advisor Yes 1096138874.98 8-30 Days 329036491.98 91-180 Days None 199369835.15 Yes Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Sovereign Yes 1734485448.47 1-7 Days 452805840.41 Open Cash 899481576.07 No IntO-3789 Finance
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Other Supranational Yes 1507150299.34 8-30 Days 314772091.83 30-90 Days Corporate Bonds 1220099096.73 Yes IntO-9865 Risk Management
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Central Bank Yes 269989276.55 8-30 Days 71593627.02 Open Other 770603163.21 No IntO-2799 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Sovereign No 1472912494.85 <1 Day 403522588.65 <30 Days Agency MBS 819051309.68 Yes Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Non-Regulated Fund No 2793614789.10 <1 Day 495312855.10 <30 Days Corporate Bonds 579715327.81 No IntO-9133 Legal
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Small Business No 158496669.84 8-30 Days 454803255.12 91-180 Days Agency MBS 243450704.70 Yes Legal
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Financial Market Utility Yes 112503988.06 1-7 Days 42076295.36 30-90 Days Cash 1200928473.85 Yes IntO-9491 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Pension Fund Yes 1093805775.18 <1 Day 42547318.20 30-90 Days None 871482363.99 No Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Bank No 2595355100.98 <1 Day 480320502.91 91-180 Days Cash 1402038310.12 No IntO-4770 Treasury
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery PSE No 287571998.12 8-30 Days 368706972.50 <30 Days None 596645567.19 Yes Legal
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 125453824.20 8-30 Days 436813693.99 Open Cash 1130936712.14 Yes Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 2054559596.25 8-30 Days 11933676.01 <30 Days Treasuries 201731575.94 Yes Legal
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Central Bank No 2026039310.59 <1 Day 165332450.99 91-180 Days Treasuries 1853258058.98 Yes IntO-3225 Risk Management