Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.3: Dollar Rolls

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 International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 49 24485.71 Day 45 Liberty Mortgage Services Corp. Asset Management Services MDB No 26664.88 No Day 39 Secured Yes 30.77
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR No Day 46 431791.75 >4 Yr <= 5 Yr Liberty National Bank Fixed Income Trading Financial Market Utility No 348037.12 No Open Secured Yes 7.66
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 3 1396065.50 Day 26 Liberty Financial Group, Inc. Prime Brokerage Other No 1472789.86 Yes Day 16 Secured No 34.40
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls USD No Day 49 4010089.44 Day 50 Liberty Financial Group, Inc. Investment Banking Capital Markets Financial Market Utility Yes 3921762.79 Yes Day 16 Secured Yes 12.47
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY No Day 28 2248946.50 Day 7 Liberty Mortgage Services Corp. Asset Management Services Financial Market Utility No 1809651.11 No Day 32 Secured No 34.38
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls CAD Yes Day 55 2512098.68 Day 35 Liberty International Finance Ltd. Treasury Operations Investment Company or Advisor No 2030048.68 Yes 61 - 67 Days Secured No 11.75
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD Yes Day 54 4005542.96 Day 17 Liberty Mortgage Services Corp. Securities Financing Other Supranational No 3466079.37 Yes Day 58 Secured No 38.28
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes >4 Yr <= 5 Yr 4194251.47 Day 18 Liberty National Bank Securities Financing Debt Issuing SPE No 3492351.62 Yes Day 31 Secured Yes 29.24
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY No Day 40 4650555.47 Day 47 Liberty Mortgage Services Corp. Asset Management Services Non-Financial Corporate Yes 4714242.42 Yes Day 13 Secured No 29.77
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls EUR Yes Day 44 16615.70 Day 35 Liberty Financial Group, Inc. Fixed Income Trading Sovereign Yes 18907.36 No Day 29 Secured No 3.86
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls USD Yes 151 - 179 Days 3116179.67 Day 24 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Sovereign Yes 3615587.86 No 68 - 74 Days Secured No 12.79
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP No Day 37 2819484.77 Day 37 Liberty Financial Group, Inc. - Parent Only Treasury Operations Non-Regulated Fund Yes 3023329.37 No Day 2 Secured Yes 12.91
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls JPY Yes >3 Yr <= 4 Yr 1035959.23 Day 36 Liberty Capital Markets Inc. Fixed Income Trading Central Bank No 1123619.10 Yes Day 44 Secured Yes 20.52
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP Yes Day 14 3963145.18 Day 43 Liberty National Bank Asset Management Services Debt Issuing SPE Yes 4461665.52 Yes Day 49 Secured Yes 17.36
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 58 2431238.86 Day 19 Liberty Financial Group, Inc. Treasury Operations Financial Market Utility No 2120097.35 Yes >= 1 Yr <= 2 Yr Secured No 26.95
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls CAD Yes 151 - 179 Days 1187816.83 Day 8 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Small Business Yes 1304356.21 No Day 56 Secured Yes 6.46
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No 61 - 67 Days 3634335.43 Day 8 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Sovereign Yes 3967172.23 Yes >= 1 Yr <= 2 Yr Secured No 29.13
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 42 2804839.35 Day 11 Liberty Financial Group, Inc. Client Services Pension Fund Yes 2742669.65 Yes Day 52 Secured Yes 4.24
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD Yes Day 17 4001964.65 Day 40 Liberty Capital Markets Inc. Repo Desk Broker-Dealer No 3508497.03 No Day 33 Secured No 35.77
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD No 83 - 90 Days 1906738.04 Day 42 Liberty Mortgage Services Corp. Investment Banking Capital Markets Sovereign Yes 1619720.12 No 91 - 120 Days Secured Yes 46.42
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls EUR Yes Day 13 1203475.86 Day 23 Liberty International Finance Ltd. Fixed Income Trading Pension Fund No 1061634.34 No Day 21 Secured No 49.84
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP No Day 17 4129265.01 Day 27 Liberty Financial Group, Inc. Equity Trading Debt Issuing SPE No 3546023.60 No Day 52 Secured Yes 8.99
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes >5 Yr 73388.03 Day 37 Liberty Financial Group, Inc. - Parent Only Repo Desk Retail No 62950.14 No 75 - 82 Days Secured No 25.43
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls GBP No Day 44 156444.03 Day 13 Liberty National Bank Prime Brokerage Sovereign No 177534.14 No Day 21 Secured No 34.54
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls GBP No >2 Yr <= 3 Yr 3158646.95 271 - 364 Days Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets GSE Yes 3713347.29 No Day 53 Secured No 14.32