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. - Parent Only I.S.3 I.S.3: Dollar Rolls JPY Yes Perpetual 1733480.43 Day 19 Liberty Financial Group, Inc. Asset Management Services Broker-Dealer Yes 1387300.75 Yes Day 28 Secured No 49.90
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls GBP No Day 58 3454744.08 Day 23 Liberty International Finance Ltd. Asset Management Services GSE Yes 3517355.80 Yes Day 13 Secured Yes 37.57
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 48 413680.22 Day 47 Liberty Financial Group, Inc. Fixed Income Trading Investment Company or Advisor Yes 357500.70 No Day 31 Secured Yes 5.76
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD Yes Day 59 1994103.31 91 - 120 Days Liberty Capital Markets Inc. Prime Brokerage Pension Fund No 1717962.10 Yes Day 5 Secured No 44.21
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls CAD Yes Day 59 4098993.78 Day 3 Liberty Mortgage Services Corp. Investment Banking Capital Markets Investment Company or Advisor No 4242526.00 No Day 52 Secured No 45.25
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls GBP No Day 8 792922.23 Day 38 Liberty National Bank Client Services Other No 647115.02 No Day 32 Secured No 15.09
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD Yes Day 24 1013271.33 Day 27 Liberty Mortgage Services Corp. Equity Trading Other No 992733.25 Yes Day 33 Secured No 39.85
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls USD Yes Day 4 1347732.26 Day 2 Liberty Financial Group, Inc. - Parent Only Securities Financing MDB No 1609411.50 Yes Day 19 Secured No 19.46
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls USD Yes Day 23 4683566.67 Day 14 Liberty Capital Markets Inc. Treasury Operations Sovereign No 4394619.59 Yes Day 60 Secured Yes 12.30
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls EUR No Day 18 3113898.31 >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Parent Only Securities Financing Retail No 3030281.20 No 83 - 90 Days Secured Yes 23.41
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls CAD No Day 2 384619.62 Day 20 Liberty Financial Group, Inc. Equity Trading Retail No 397665.39 Yes Day 2 Secured Yes 14.22
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls EUR Yes >4 Yr <= 5 Yr 108447.56 Day 14 Liberty International Finance Ltd. Client Services Other Supranational Yes 115695.54 Yes Day 48 Secured No 5.27
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls USD No Day 36 4355583.95 Day 45 Liberty Financial Group, Inc. Equity Trading Other Supranational No 3967551.78 No Day 3 Secured Yes 27.10
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.3 I.S.3: Dollar Rolls USD No Day 38 2711210.07 Open Liberty International Finance Ltd. Repo Desk Other Supervised Non-Bank Financial Entity No 3029314.26 Yes Day 9 Secured No 37.93
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD Yes Day 45 53596.11 75 - 82 Days Liberty Mortgage Services Corp. Treasury Operations Central Bank No 50873.76 No Day 10 Secured Yes 25.53
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls USD Yes Day 60 3799894.39 Day 40 Liberty National Bank Treasury Operations PSE Yes 3227943.15 No Day 21 Secured No 25.81
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls CAD No 151 - 179 Days 148841.73 Day 16 Liberty National Bank Fixed Income Trading Retail No 171048.27 No Day 36 Secured Yes 11.07
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls JPY Yes Day 3 4991454.89 Day 43 Liberty Financial Group, Inc. - Parent Only Treasury Operations Non-Regulated Fund No 4348785.01 No Day 9 Secured Yes 23.29
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 56 3858299.22 Perpetual Liberty Financial Group, Inc. Asset Management Services MDB No 3733563.76 No 91 - 120 Days Secured Yes 43.28
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls CAD No Day 3 4118778.92 Day 26 Liberty Mortgage Services Corp. Fixed Income Trading GSE Yes 3453935.63 No >5 Yr Secured Yes 30.14
2025-09-09 Liberty International Finance Ltd. I.S.3 I.S.3: Dollar Rolls JPY Yes 75 - 82 Days 3165075.93 Day 43 Liberty Financial Group, Inc. - Parent Only Repo Desk Other Supervised Non-Bank Financial Entity No 3360641.54 Yes >5 Yr Secured No 24.48
2025-09-09 Liberty National Bank I.S.3 I.S.3: Dollar Rolls EUR No Day 42 4053069.45 Day 18 Liberty Financial Group, Inc. Repo Desk Central Bank No 3644278.09 No Day 12 Secured No 15.19
2025-09-09 Liberty Financial Group, Inc. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 18 3784762.70 Day 3 Liberty Financial Group, Inc. Repo Desk Financial Market Utility Yes 4230620.29 No 151 - 179 Days Secured Yes 47.26
2025-09-09 Liberty Capital Markets Inc. I.S.3 I.S.3: Dollar Rolls JPY Yes Day 44 1686043.21 180 - 270 Days Liberty Capital Markets Inc. Prime Brokerage Bank No 1920105.08 No Day 34 Secured No 34.83
2025-09-09 Liberty Mortgage Services Corp. I.S.3 I.S.3: Dollar Rolls GBP Yes Day 38 3755229.31 Day 42 Liberty Financial Group, Inc. - Parent Only Repo Desk Pension Fund No 4307639.16 Yes 61 - 67 Days Secured No 35.10