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 286.74 Day 28 14.36 <30 Days IG-7 38.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 14295.61 Day 28 384.04 30-90 Days IG-8 415.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 10012.46 Day 28 130.37 Open L-1 1089.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 8662.00 Day 28 719.88 Open L-10 102.07 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 10251.08 Day 28 503.68 <30 Days L-11 1602.08 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 507.10 Day 28 70.09 91-180 Days L-2 74.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 3555.56 Day 28 86.53 Open L-3 565.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 8251.62 Day 28 1079.97 Open L-4 1095.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 4561.56 Day 28 167.17 30-90 Days L-5 685.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 9692.32 Day 28 543.56 Open L-6 953.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 4353.77 Day 28 549.36 <30 Days L-7 279.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 16182.23 Day 28 2133.60 Open L-8 2872.15 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 210.59 Day 28 31.11 30-90 Days L-9 23.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 7624.48 Day 28 530.56 30-90 Days LC-1 1337.62 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 13727.04 Day 28 1083.93 <30 Days LC-2 1033.45 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 9409.06 Day 28 566.36 Open N-1 506.32 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 13623.20 Day 28 886.09 91-180 Days N-2 943.84 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 9135.31 Day 28 541.29 91-180 Days N-3 94.41 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 3482.00 Day 28 71.69 30-90 Days N-4 587.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 11005.50 Day 28 667.78 <30 Days N-5 424.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 9018.14 Day 28 380.23 91-180 Days N-6 172.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 12074.30 Day 28 1431.83 Open N-7 1184.98 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 3231.34 Day 28 204.09 30-90 Days P-1 614.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 16276.69 Day 28 2429.90 <30 Days P-2 2475.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 2698.33 Day 28 257.51 91-180 Days S-8 501.68 No Finance