Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.10: Synthetic Firm Sourcing

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY No 61 - 67 Days 3651920.23 Day 52 Liberty Mortgage Services Corp. Client Services Retail Yes 3474702.51 Yes Day 35 Secured No 28.27
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 13 3473646.90 Day 37 Liberty National Bank Asset Management Services Financial Market Utility No 3412097.36 No 151 - 179 Days Secured Yes 20.93
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 36 4357400.19 121 - 150 Days Liberty Mortgage Services Corp. Treasury Operations Bank Yes 4112907.08 Yes >3 Yr <= 4 Yr Secured No 38.28
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 52 266976.75 Day 57 Liberty Financial Group, Inc. Repo Desk Other Supranational Yes 229839.24 Yes Day 31 Secured No 1.46
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 46 1134773.57 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Asset Management Services Broker-Dealer Yes 999263.35 No Day 17 Secured Yes 0.22
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 33 1997999.89 271 - 364 Days Liberty Mortgage Services Corp. Client Services Sovereign No 1779007.06 Yes Day 34 Secured No 23.42
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 18 1932133.70 75 - 82 Days Liberty Financial Group, Inc. - Parent Only Treasury Operations Non-Regulated Fund No 1815112.07 No Open Secured No 11.48
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 10 2360370.77 Day 57 Liberty Capital Markets Inc. Equity Trading Pension Fund Yes 2511513.05 No Day 34 Secured No 4.43
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 40 85237.29 Day 47 Liberty Capital Markets Inc. Asset Management Services GSE No 71178.29 Yes Day 12 Secured Yes 19.13
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 56 4071838.09 Day 1 Liberty National Bank Investment Banking Capital Markets Broker-Dealer No 4413758.58 Yes 68 - 74 Days Secured Yes 19.48
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing USD No 68 - 74 Days 1003196.76 Day 48 Liberty International Finance Ltd. Fixed Income Trading Non-Financial Corporate No 1083269.19 No Day 43 Secured No 40.17
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 9 3371842.56 Day 59 Liberty Financial Group, Inc. Equity Trading Broker-Dealer No 3880998.31 No Day 8 Secured No 9.56
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD No 271 - 364 Days 4532742.34 Day 19 Liberty Capital Markets Inc. Investment Banking Capital Markets GSE No 3679240.95 No Day 12 Secured No 30.72
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 2 2119843.75 Day 37 Liberty National Bank Treasury Operations Pension Fund No 1708608.36 No Day 21 Secured Yes 27.32
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 18 1240977.24 Day 46 Liberty Capital Markets Inc. Investment Banking Capital Markets Central Bank No 1108743.36 No Day 2 Secured No 5.84
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 12 4118408.13 Day 56 Liberty International Finance Ltd. Repo Desk Other Supervised Non-Bank Financial Entity No 3694744.96 Yes Day 34 Secured Yes 20.29
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 51 3949210.70 Day 16 Liberty Financial Group, Inc. Client Services Pension Fund No 3828947.04 No Day 27 Secured Yes 33.64
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 22 1570613.65 Day 22 Liberty National Bank Client Services Bank No 1792181.17 No 75 - 82 Days Secured Yes 48.69
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 45 3620081.40 68 - 74 Days Liberty International Finance Ltd. Repo Desk PSE Yes 2956641.69 Yes Day 3 Secured Yes 24.51
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 36 60087.99 Day 29 Liberty Mortgage Services Corp. Treasury Operations Central Bank Yes 56630.07 No Day 42 Secured No 16.45
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 18 3705448.14 Day 52 Liberty National Bank Client Services Financial Market Utility No 3410462.44 Yes Day 19 Secured Yes 43.84
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 27 4363306.33 Day 28 Liberty Capital Markets Inc. Repo Desk Pension Fund No 4974457.07 No >4 Yr <= 5 Yr Secured Yes 22.21
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 50 3958255.14 Day 24 Liberty Mortgage Services Corp. Prime Brokerage Non-Regulated Fund No 3419545.64 No Day 11 Secured No 47.87
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 22 4671136.27 Day 53 Liberty Financial Group, Inc. - Parent Only Prime Brokerage MDB No 4304693.13 Yes Perpetual Secured Yes 35.38
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 60 3050795.27 Day 40 Liberty International Finance Ltd. Asset Management Services PSE No 3624216.85 Yes Day 12 Secured Yes 10.00