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 Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing GBP No Day 38 1887090.92 Day 28 Liberty Financial Group, Inc. Asset Management Services Other Supervised Non-Bank Financial Entity Yes 1762956.58 Yes Day 20 Secured Yes 11.19
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing USD Yes Day 29 4724173.44 Day 50 Liberty Mortgage Services Corp. Asset Management Services PSE No 4215287.17 No Day 8 Secured No 9.52
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing CAD No >5 Yr 373559.29 Day 44 Liberty Capital Markets Inc. Securities Financing Bank No 410597.01 Yes Day 3 Secured No 32.01
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing JPY No Day 42 2070232.12 Day 17 Liberty Financial Group, Inc. Repo Desk Broker-Dealer No 2339975.81 Yes Day 14 Secured No 27.50
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing CAD No Day 43 2826780.32 Day 1 Liberty Financial Group, Inc. Fixed Income Trading Broker-Dealer Yes 2641363.87 Yes Day 34 Secured Yes 10.09
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing EUR Yes Day 60 3440976.96 Day 55 Liberty Capital Markets Inc. Securities Financing Retail No 3724247.03 Yes Day 45 Secured Yes 11.55
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing CAD No Day 19 634747.62 Day 49 Liberty Financial Group, Inc. Securities Financing Other Supranational No 612602.93 Yes Day 28 Secured No 33.81
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 14 4454202.51 Day 25 Liberty National Bank Fixed Income Trading Investment Company or Advisor Yes 4358421.82 Yes Day 24 Secured No 46.43
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing CAD No Day 53 3200934.35 Day 3 Liberty Financial Group, Inc. - Parent Only Repo Desk Non-Financial Corporate Yes 3187963.21 Yes Day 7 Secured Yes 34.72
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing CAD No Day 2 2751400.52 Day 26 Liberty National Bank Asset Management Services Financial Market Utility Yes 3038592.36 Yes Day 51 Secured Yes 6.40
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing JPY No Day 34 68244.28 Day 15 Liberty Capital Markets Inc. Repo Desk Central Bank Yes 65669.93 Yes Day 60 Secured No 42.89
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 45 1234508.57 Day 52 Liberty International Finance Ltd. Treasury Operations Bank Yes 1111308.43 Yes Day 9 Secured Yes 20.02
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR No Day 47 4209769.65 Day 49 Liberty Mortgage Services Corp. Client Services Pension Fund No 4347829.99 Yes Day 12 Secured Yes 24.20
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.2 I.S.2: Securities Borrowing JPY Yes Day 35 4990637.81 Day 30 Liberty National Bank Treasury Operations Other Supranational No 4572013.75 Yes Day 46 Secured No 45.22
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing USD Yes Day 56 2717502.19 Day 13 Liberty National Bank Client Services Non-Financial Corporate No 2245865.36 No Day 48 Secured Yes 37.89
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing USD Yes >2 Yr <= 3 Yr 3472558.28 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Asset Management Services Financial Market Utility Yes 3401210.72 No Day 52 Secured No 32.25
2025-09-09 Liberty Financial Group, Inc. I.S.2 I.S.2: Securities Borrowing USD Yes Day 58 4795670.25 Day 35 Liberty Financial Group, Inc. Treasury Operations Other Supranational Yes 4990640.62 Yes Day 34 Secured No 2.89
2025-09-09 Liberty National Bank I.S.2 I.S.2: Securities Borrowing USD Yes Day 7 3944538.75 Day 40 Liberty International Finance Ltd. Repo Desk Sovereign No 4613350.89 Yes Day 23 Secured Yes 25.48
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 57 4415149.25 Day 30 Liberty National Bank Asset Management Services MDB No 4014356.14 No Day 14 Secured Yes 0.97
2025-09-09 Liberty Mortgage Services Corp. I.S.2 I.S.2: Securities Borrowing GBP No 180 - 270 Days 2386966.75 Day 12 Liberty Financial Group, Inc. - Parent Only Equity Trading Other Supervised Non-Bank Financial Entity Yes 2136044.54 Yes Day 38 Secured No 37.95
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing USD Yes Day 20 1656831.16 Day 24 Liberty Financial Group, Inc. Securities Financing Bank Yes 1736645.16 Yes Day 11 Secured No 30.97
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing EUR No Day 10 3554152.12 151 - 179 Days Liberty Financial Group, Inc. Securities Financing Other Yes 3425569.45 Yes Day 10 Secured No 37.83
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing GBP Yes Day 21 3249490.69 Day 39 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading MDB No 3647864.86 No Day 9 Secured Yes 1.20
2025-09-09 Liberty Capital Markets Inc. I.S.2 I.S.2: Securities Borrowing EUR Yes Day 24 1907368.75 Day 31 Liberty Financial Group, Inc. - Parent Only Repo Desk GSE Yes 2222527.53 Yes Day 3 Secured No 31.95
2025-09-09 Liberty International Finance Ltd. I.S.2 I.S.2: Securities Borrowing JPY No Day 56 821887.44 Day 20 Liberty Mortgage Services Corp. Securities Financing Other No 935433.38 Yes Day 45 Secured Yes 29.91