Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.2: Securities Borrowing

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 National Bank I.S.2 I.S.2: Securities Borrowing JPY Yes Day 59 1175016.04 68 - 74 Days Liberty International Finance Ltd. Asset Management Services Non-Financial Corporate No 1153922.26 No Day 3 Secured No 49.61
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing JPY Yes >4 Yr <= 5 Yr 1498727.45 271 - 364 Days Liberty Financial Group, Inc. - Parent Only Asset Management Services Small Business Yes 1758042.85 Yes Day 45 Secured No 47.87
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing CAD Yes Day 1 918205.89 Perpetual Liberty Capital Markets Inc. Securities Financing MDB Yes 1078626.04 No Day 54 Secured No 33.28
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing JPY No Day 48 2071147.37 >3 Yr <= 4 Yr Liberty International Finance Ltd. Investment Banking Capital Markets Retail Yes 2455155.12 Yes 68 - 74 Days Secured Yes 6.15
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing CAD Yes Day 14 4441374.94 Day 54 Liberty National Bank Client Services Other Yes 3592104.27 No Day 3 Secured No 3.69
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing EUR No Day 4 719260.24 Day 51 Liberty Capital Markets Inc. Client Services Bank Yes 798367.93 Yes 151 - 179 Days Secured No 20.49
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing EUR No Day 23 3545760.66 Open Liberty Capital Markets Inc. Equity Trading Pension Fund Yes 3350326.08 Yes Day 55 Secured Yes 17.17
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing JPY No Day 59 3233153.29 Day 19 Liberty Financial Group, Inc. Prime Brokerage Broker-Dealer No 2830017.14 Yes 68 - 74 Days Secured No 0.62
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing GBP No Perpetual 4072242.51 Day 35 Liberty Mortgage Services Corp. Client Services Non-Financial Corporate No 4245413.48 Yes Day 56 Secured No 10.61
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing EUR Yes Day 16 4360963.03 Day 37 Liberty International Finance Ltd. Equity Trading Central Bank No 4720832.42 Yes Day 43 Secured No 47.56
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing JPY No Day 7 1741562.15 Day 28 Liberty Capital Markets Inc. Prime Brokerage Bank No 1808933.26 Yes Day 55 Secured Yes 34.13
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing USD Yes Day 11 2374356.84 Day 22 Liberty Capital Markets Inc. Prime Brokerage Debt Issuing SPE No 2672633.29 Yes Day 45 Secured Yes 9.24
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing CAD Yes Day 27 962253.18 >= 1 Yr <= 2 Yr Liberty International Finance Ltd. Securities Financing Other Supranational No 881547.49 No Day 29 Secured No 42.96
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing EUR No Day 45 4443621.53 >3 Yr <= 4 Yr Liberty Mortgage Services Corp. Fixed Income Trading MDB Yes 4117789.86 Yes Day 21 Secured No 41.30
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing EUR No Day 24 1403160.08 Day 4 Liberty Financial Group, Inc. Securities Financing Sovereign No 1249821.74 Yes >= 1 Yr <= 2 Yr Secured Yes 33.17
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing CAD No Day 10 4202553.73 Day 53 Liberty National Bank Fixed Income Trading PSE Yes 4317938.06 No Day 39 Secured Yes 20.17
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing EUR No Day 21 2373455.55 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Fixed Income Trading Financial Market Utility Yes 2186133.69 Yes Day 45 Secured No 34.54
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing GBP Yes Day 27 1879232.00 Day 37 Liberty International Finance Ltd. Prime Brokerage Pension Fund No 1682938.11 Yes Day 40 Secured Yes 35.45
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing EUR No >5 Yr 1228120.98 Day 36 Liberty International Finance Ltd. Repo Desk Other Supranational Yes 1062970.70 Yes 68 - 74 Days Secured No 5.98
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing GBP Yes Day 60 1401986.18 121 - 150 Days Liberty Financial Group, Inc. Investment Banking Capital Markets Bank No 1568735.43 No Day 42 Secured No 6.51
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing GBP No 68 - 74 Days 1177756.24 Day 31 Liberty Capital Markets Inc. Treasury Operations Financial Market Utility Yes 1148389.04 Yes Day 13 Secured Yes 36.54
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR No >5 Yr 4566614.60 Day 13 Liberty National Bank Equity Trading Bank No 4598022.85 Yes Day 31 Secured Yes 13.49
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing GBP No Day 51 2567867.29 >= 1 Yr <= 2 Yr Liberty Capital Markets Inc. Repo Desk Other Supranational No 2205045.54 Yes Day 47 Secured No 11.01
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing JPY No Day 16 938772.78 Day 7 Liberty Financial Group, Inc. Treasury Operations Other Yes 764574.24 Yes Day 47 Secured No 12.30
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing CAD No Day 12 3818791.73 Day 38 Liberty Mortgage Services Corp. Treasury Operations MDB Yes 3635042.64 No Day 13 Secured No 28.08