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 GBP No Day 59 3137167.11 Day 50 Liberty Mortgage Services Corp. Client Services Other Supervised Non-Bank Financial Entity Yes 3437011.08 Yes Day 53 Secured Yes 48.42
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing GBP No >5 Yr 1431876.92 Open Liberty Financial Group, Inc. Fixed Income Trading Central Bank Yes 1231565.04 Yes Day 11 Secured Yes 43.57
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing JPY No Day 31 4879526.78 68 - 74 Days Liberty Mortgage Services Corp. Client Services Broker-Dealer No 5187892.47 No Day 9 Secured Yes 41.16
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing CAD Yes 121 - 150 Days 3762278.19 Day 6 Liberty International Finance Ltd. Asset Management Services Pension Fund Yes 3196994.91 No Day 47 Secured No 42.74
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing JPY No Day 55 3653893.63 Day 34 Liberty International Finance Ltd. Repo Desk Broker-Dealer Yes 3030811.97 Yes Day 28 Secured Yes 3.13
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing GBP No Day 32 3863599.08 >3 Yr <= 4 Yr Liberty Capital Markets Inc. Asset Management Services MDB No 3998804.37 No Open Secured No 2.89
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing USD No Day 44 2081587.39 Day 23 Liberty National Bank Repo Desk Retail No 2457244.86 Yes Day 39 Secured Yes 44.42
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 10 3562623.26 Day 24 Liberty International Finance Ltd. Equity Trading Small Business No 3553484.58 Yes Day 55 Secured Yes 1.44
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing EUR No Day 4 944703.78 61 - 67 Days Liberty National Bank Investment Banking Capital Markets Retail Yes 902431.33 No 75 - 82 Days Secured Yes 16.06
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing JPY No Day 8 2803099.96 Day 23 Liberty Mortgage Services Corp. Fixed Income Trading Other Supranational No 3307336.22 Yes Day 49 Secured Yes 32.56
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing JPY No Day 46 4483012.02 Day 57 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Debt Issuing SPE Yes 5191500.81 Yes 271 - 364 Days Secured Yes 2.72
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing GBP Yes Day 9 4462450.49 Day 13 Liberty Financial Group, Inc. - Parent Only Asset Management Services Other Supranational Yes 4205750.97 Yes Day 51 Secured No 41.32
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing CAD Yes 68 - 74 Days 4074564.16 Day 33 Liberty Financial Group, Inc. - Parent Only Repo Desk Non-Regulated Fund Yes 4431519.03 No 271 - 364 Days Secured Yes 12.35
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing CAD No Day 43 2057077.02 271 - 364 Days Liberty Financial Group, Inc. - Parent Only Repo Desk Investment Company or Advisor No 1774559.28 Yes Day 12 Secured No 27.49
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing EUR No Day 45 2316893.17 Day 57 Liberty Financial Group, Inc. Fixed Income Trading Other Supranational No 2322610.33 No Day 8 Secured No 47.92
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing CAD No Day 1 3842389.54 Day 43 Liberty National Bank Prime Brokerage Investment Company or Advisor Yes 3527505.82 No Day 34 Secured Yes 13.90
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR No >3 Yr <= 4 Yr 1188367.79 Day 50 Liberty International Finance Ltd. Treasury Operations Central Bank No 955562.72 Yes 83 - 90 Days Secured Yes 41.97
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing JPY Yes Day 25 2299202.90 Day 46 Liberty International Finance Ltd. Securities Financing Retail No 2463900.98 No Day 40 Secured No 29.68
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing CAD Yes Day 37 238.70 >2 Yr <= 3 Yr Liberty Capital Markets Inc. Treasury Operations Other Yes 204.64 No Day 37 Secured Yes 33.65
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 9 183855.73 Day 56 Liberty National Bank Prime Brokerage Other Supervised Non-Bank Financial Entity Yes 190077.60 No Day 35 Secured Yes 32.28
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR No Day 4 1735573.64 Day 47 Liberty Mortgage Services Corp. Client Services Pension Fund Yes 1394419.74 No 83 - 90 Days Secured No 23.11
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing CAD No Day 43 550860.78 Day 20 Liberty National Bank Fixed Income Trading Retail Yes 617815.28 Yes 271 - 364 Days Secured Yes 0.98
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing USD No 83 - 90 Days 1719688.03 Day 5 Liberty National Bank Securities Financing Debt Issuing SPE No 1546581.91 Yes Day 51 Secured Yes 16.18
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing USD Yes Day 3 532677.75 Day 53 Liberty Capital Markets Inc. Treasury Operations Other Supervised Non-Bank Financial Entity No 549698.09 Yes Day 51 Secured No 3.26
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing JPY No 91 - 120 Days 4181590.68 Day 34 Liberty Capital Markets Inc. Prime Brokerage Other Yes 3947557.42 No Day 12 Secured Yes 9.30