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 No 13481.70 Day 45 338.75 30-90 Days L-9 116.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 8106.68 Day 45 1061.84 <30 Days LC-1 146.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 40.61 Day 45 4.95 30-90 Days LC-2 0.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 10465.48 Day 45 722.79 30-90 Days N-1 1876.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 6936.65 Day 45 483.46 <30 Days N-2 982.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 3408.24 Day 45 252.24 91-180 Days N-3 527.54 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 190.60 Day 45 17.10 <30 Days N-4 25.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 9907.22 Day 45 1100.11 Open N-5 1758.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 866.65 Day 45 43.13 91-180 Days N-6 130.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 10863.86 Day 45 412.42 30-90 Days N-7 1235.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 13130.51 Day 45 1829.02 91-180 Days P-1 1969.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 8045.58 Day 45 503.32 <30 Days P-2 531.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 14535.87 Day 45 1489.66 91-180 Days S-8 2688.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 4240.21 Day 45 334.42 <30 Days Y-1 747.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 2251.53 Day 45 165.61 91-180 Days Y-2 13.55 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 16163.69 Day 45 1781.40 <30 Days Y-3 2570.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 14605.12 Day 45 2124.52 91-180 Days Y-4 2016.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 12187.35 Day 45 1763.50 Open Z-1 1473.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 10477.75 Day 45 1230.94 <30 Days A-2 1241.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 14955.63 Day 45 1380.41 91-180 Days A-3 2881.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 4560.81 Day 45 169.81 91-180 Days A-4 516.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 13640.30 Day 45 388.28 Open A-5 2180.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE No 4922.95 Day 45 243.64 30-90 Days CB-1 502.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 14640.16 Day 45 134.07 91-180 Days CB-2 982.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.2 Collateral Called for Delivery Debt Issuing SPE Yes 909.14 Day 45 56.40 30-90 Days CB-3 160.49 No Finance