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 National Bank O.O.2 Collateral Called for Delivery Sovereign Yes 2010381314.21 1-7 Days 480811386.34 <30 Days Other 1179507396.50 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 2913251031.78 <1 Day 105722013.04 Open Cash 1532229312.06 Yes IntO-8197 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Pension Fund No 353967341.95 8-30 Days 243389995.04 91-180 Days Cash 873505934.19 No Finance
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery PSE Yes 251527933.46 <1 Day 142921428.95 <30 Days Cash 295499558.32 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Pension Fund Yes 2255695539.35 8-30 Days 39650564.65 91-180 Days Cash 89946605.39 No IntO-2206 Finance
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Central Bank Yes 602441217.67 1-7 Days 309512076.74 <30 Days Treasuries 308021410.44 Yes IntO-2512 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Other Yes 2863226125.44 1-7 Days 152076377.69 <30 Days Agency MBS 1579375696.25 Yes Finance
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 766923308.10 1-7 Days 443109847.82 Open Treasuries 575953165.24 No IntO-3952 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery PSE No 2064954025.49 8-30 Days 419784459.18 Open Other 200189476.46 No Legal
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Central Bank No 296999966.79 1-7 Days 24484673.11 91-180 Days Corporate Bonds 1236532761.03 No IntO-7941 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Broker-Dealer No 2761528292.94 1-7 Days 369377154.66 30-90 Days Treasuries 677480964.52 Yes Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery MDB No 1380450508.85 <1 Day 156856284.73 30-90 Days Treasuries 296620827.20 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery GSE Yes 927807593.68 <1 Day 244855620.60 30-90 Days Treasuries 1870094623.26 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Central Bank No 2407387136.89 <1 Day 375989876.21 30-90 Days Corporate Bonds 1395705595.21 No IntO-4253 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Sovereign No 212045357.29 8-30 Days 167234165.96 <30 Days Other 36090104.99 No IntO-4138 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Broker-Dealer No 760415020.50 8-30 Days 301847788.91 30-90 Days Equities 1081914679.91 No IntO-3766 Finance
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery Small Business Yes 1026241372.34 1-7 Days 256478460.83 91-180 Days Other 468886771.89 No Legal
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Non-Regulated Fund Yes 694755935.85 1-7 Days 316593757.33 Open Agency MBS 120739624.44 No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery MDB No 2186343169.84 8-30 Days 156686654.97 30-90 Days Corporate Bonds 262438991.69 Yes IntO-1680 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.2 Collateral Called for Delivery Other Yes 2306348945.79 1-7 Days 113734824.10 Open Other 1380102116.70 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.2 Collateral Called for Delivery Bank Yes 2665481176.26 8-30 Days 391718427.60 91-180 Days Corporate Bonds 1290047924.83 Yes IntO-9709 Finance
2025-09-09 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Other Supervised Non-Bank Financial Entity No 1575069277.83 <1 Day 58996211.41 Open Other 1010311231.81 Yes Operations
2025-09-09 Liberty National Bank O.O.2 Collateral Called for Delivery PSE No 52832448.24 1-7 Days 250257862.24 Open Treasuries 146413714.67 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.2 Collateral Called for Delivery Bank Yes 2174241525.58 <1 Day 257191925.64 <30 Days Cash 74290047.61 Yes IntO-3731 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.2 Collateral Called for Delivery Small Business No 1576224935.10 8-30 Days 424635009.90 Open Equities 433597434.59 Yes Operations