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 Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 25 3892824.86 Day 57 Liberty National Bank Prime Brokerage Other Supranational No 3248782.90 Yes Day 39 Secured No 33.99
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY No 151 - 179 Days 1037377.93 Day 25 Liberty Financial Group, Inc. Prime Brokerage Financial Market Utility Yes 1013095.01 Yes Day 40 Secured Yes 18.08
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls EUR No Day 12 3690058.90 Day 1 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Non-Financial Corporate No 3371835.16 Yes >4 Yr <= 5 Yr Secured No 6.71
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes 91 - 120 Days 1733870.06 Day 40 Liberty International Finance Ltd. Repo Desk Central Bank No 1938591.86 Yes Day 11 Secured No 12.47
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR Yes 151 - 179 Days 3457968.45 Day 27 Liberty International Finance Ltd. Equity Trading Debt Issuing SPE Yes 2983437.91 Yes Day 15 Secured No 35.98
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD Yes Day 9 4575977.09 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Treasury Operations Sovereign No 5250754.55 Yes >2 Yr <= 3 Yr Secured No 34.89
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 52 267327.99 Day 50 Liberty Capital Markets Inc. Client Services Pension Fund Yes 279422.44 No Day 38 Secured No 0.27
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 49 1266665.22 Day 10 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Pension Fund No 1310442.65 No Day 2 Secured Yes 25.68
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD No >= 1 Yr <= 2 Yr 4687681.11 271 - 364 Days Liberty Mortgage Services Corp. Prime Brokerage Non-Regulated Fund No 5509009.01 No Day 16 Secured Yes 44.30
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls CAD No Day 25 2933984.83 Day 27 Liberty National Bank Fixed Income Trading Bank No 3419955.49 Yes Day 9 Secured No 30.61
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls CAD Yes 121 - 150 Days 2180379.81 Day 41 Liberty Financial Group, Inc. - Parent Only Asset Management Services Debt Issuing SPE Yes 2178487.56 Yes Day 20 Secured No 13.41
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 29 2951417.03 75 - 82 Days Liberty Financial Group, Inc. Prime Brokerage Small Business Yes 3509610.54 Yes Day 38 Secured Yes 41.81
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 53 4285111.72 Day 57 Liberty Financial Group, Inc. Prime Brokerage MDB No 3875460.61 Yes Day 55 Secured No 30.18
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR No Day 17 4570370.68 Day 57 Liberty International Finance Ltd. Equity Trading Bank No 4529857.42 Yes 68 - 74 Days Secured Yes 13.91
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls EUR No Day 50 1689892.78 Day 35 Liberty Mortgage Services Corp. Asset Management Services Small Business No 1494863.17 Yes Day 29 Secured Yes 0.13
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD No Day 2 2417944.93 Day 42 Liberty Mortgage Services Corp. Investment Banking Capital Markets Other Supervised Non-Bank Financial Entity No 2023064.31 Yes Day 18 Secured No 26.18
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP Yes 121 - 150 Days 4234497.53 Day 47 Liberty International Finance Ltd. Prime Brokerage MDB Yes 4752538.68 Yes 75 - 82 Days Secured No 36.56
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 47 1914264.58 Day 49 Liberty National Bank Investment Banking Capital Markets Non-Financial Corporate No 2082769.50 No Day 18 Secured No 40.49
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls USD Yes Day 41 3312402.51 Day 42 Liberty Mortgage Services Corp. Treasury Operations Broker-Dealer No 3482880.06 Yes Perpetual Secured Yes 47.19
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls USD No Day 53 4068288.02 Day 15 Liberty Financial Group, Inc. Fixed Income Trading Bank No 3451524.50 Yes Day 3 Secured No 5.53
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls EUR Yes Day 30 2198158.78 Day 22 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Small Business No 2423614.30 Yes Day 41 Secured Yes 39.61
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD Yes Day 13 2134436.05 Perpetual Liberty International Finance Ltd. Equity Trading Debt Issuing SPE Yes 2229154.80 No 75 - 82 Days Secured Yes 3.52
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls EUR No 271 - 364 Days 142511.87 Day 5 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Bank Yes 149100.62 Yes Day 48 Secured Yes 9.68
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls EUR No Day 5 4916580.43 >= 1 Yr <= 2 Yr Liberty National Bank Securities Financing Other No 4892222.36 Yes Day 42 Secured Yes 28.08
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls USD Yes Day 39 3934981.38 Day 11 Liberty Capital Markets Inc. Equity Trading Central Bank Yes 4673246.57 Yes Day 18 Secured Yes 30.57