Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.5: Margin Loans

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 Capital Markets Inc. I.S.5 I.S.5: Margin Loans JPY No Day 46 4999441.82 68 - 74 Days Liberty Mortgage Services Corp. Client Services Pension Fund No 4403146.67 No 121 - 150 Days Secured Yes 2.69
2025-09-09 Liberty International Finance Ltd. I.S.5 I.S.5: Margin Loans GBP Yes Day 33 3371095.91 Day 42 Liberty Capital Markets Inc. Securities Financing Financial Market Utility No 3528805.75 Yes >5 Yr Secured No 44.24
2025-09-09 Liberty National Bank I.S.5 I.S.5: Margin Loans GBP Yes Day 10 766461.19 Day 5 Liberty Financial Group, Inc. - Parent Only Securities Financing Sovereign Yes 719952.59 No Day 32 Secured Yes 36.93
2025-09-09 Liberty International Finance Ltd. I.S.5 I.S.5: Margin Loans EUR Yes Day 39 3700969.15 Day 19 Liberty Capital Markets Inc. Repo Desk Non-Financial Corporate No 3166812.79 Yes Day 4 Secured No 31.47
2025-09-09 Liberty Mortgage Services Corp. I.S.5 I.S.5: Margin Loans GBP No Day 28 482394.05 Day 42 Liberty National Bank Asset Management Services Non-Regulated Fund Yes 434335.05 No Day 17 Secured No 4.46
2025-09-09 Liberty Mortgage Services Corp. I.S.5 I.S.5: Margin Loans EUR Yes Day 22 402611.98 Day 33 Liberty International Finance Ltd. Securities Financing Financial Market Utility Yes 411490.63 Yes Day 21 Secured Yes 17.88
2025-09-09 Liberty Mortgage Services Corp. I.S.5 I.S.5: Margin Loans GBP Yes Day 18 1424754.39 83 - 90 Days Liberty International Finance Ltd. Prime Brokerage Non-Regulated Fund No 1468299.45 Yes 121 - 150 Days Secured No 10.55
2025-09-09 Liberty International Finance Ltd. I.S.5 I.S.5: Margin Loans USD No Day 20 2228950.83 Day 25 Liberty International Finance Ltd. Securities Financing Investment Company or Advisor Yes 2644605.72 No Day 47 Secured No 9.98
2025-09-09 Liberty Capital Markets Inc. I.S.5 I.S.5: Margin Loans CAD No Day 8 24082.81 Day 35 Liberty Mortgage Services Corp. Prime Brokerage Non-Regulated Fund Yes 19977.47 Yes 75 - 82 Days Secured No 12.76
2025-09-09 Liberty Capital Markets Inc. I.S.5 I.S.5: Margin Loans CAD No Day 49 1987249.83 Day 8 Liberty National Bank Client Services Broker-Dealer No 1976525.95 Yes Day 51 Secured Yes 23.90
2025-09-09 Liberty Mortgage Services Corp. I.S.5 I.S.5: Margin Loans CAD No Day 4 4594303.16 Day 21 Liberty National Bank Securities Financing Other No 3843933.23 Yes Day 16 Secured No 40.12
2025-09-09 Liberty National Bank I.S.5 I.S.5: Margin Loans JPY No Day 32 3836735.49 Day 32 Liberty National Bank Client Services PSE No 3373248.22 Yes Day 52 Secured Yes 35.25
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.5 I.S.5: Margin Loans JPY Yes >3 Yr <= 4 Yr 245517.73 121 - 150 Days Liberty Financial Group, Inc. - Parent Only Repo Desk Financial Market Utility Yes 284779.24 Yes Day 24 Secured Yes 44.26
2025-09-09 Liberty International Finance Ltd. I.S.5 I.S.5: Margin Loans EUR No Open 3593058.90 Day 5 Liberty International Finance Ltd. Client Services Investment Company or Advisor Yes 3461872.72 No Day 21 Secured Yes 39.96
2025-09-09 Liberty Financial Group, Inc. I.S.5 I.S.5: Margin Loans EUR No Day 14 2783362.60 >2 Yr <= 3 Yr Liberty Mortgage Services Corp. Client Services Small Business Yes 2401644.81 Yes Open Secured No 7.12
2025-09-09 Liberty Capital Markets Inc. I.S.5 I.S.5: Margin Loans GBP No Day 35 620136.22 Day 23 Liberty Financial Group, Inc. - Parent Only Equity Trading Debt Issuing SPE No 598379.01 No Day 24 Secured Yes 25.50
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.5 I.S.5: Margin Loans GBP No >5 Yr 3800173.92 Day 40 Liberty Mortgage Services Corp. Equity Trading Retail Yes 3129606.47 No Day 23 Secured Yes 3.53
2025-09-09 Liberty National Bank I.S.5 I.S.5: Margin Loans JPY No Day 35 2640233.34 Day 45 Liberty Mortgage Services Corp. Asset Management Services Non-Financial Corporate Yes 2634327.90 Yes Day 20 Secured Yes 9.83
2025-09-09 Liberty National Bank I.S.5 I.S.5: Margin Loans CAD Yes Day 43 2292276.72 Day 53 Liberty Financial Group, Inc. - Parent Only Securities Financing Retail No 2189872.88 No Day 48 Secured No 27.60
2025-09-09 Liberty International Finance Ltd. I.S.5 I.S.5: Margin Loans EUR No Day 43 1384964.95 Day 54 Liberty Financial Group, Inc. Fixed Income Trading Central Bank Yes 1326462.58 No Day 56 Secured No 46.82
2025-09-09 Liberty National Bank I.S.5 I.S.5: Margin Loans JPY No Day 38 4602218.34 Day 27 Liberty National Bank Asset Management Services Financial Market Utility Yes 5487971.59 Yes Day 26 Secured No 2.90
2025-09-09 Liberty Financial Group, Inc. I.S.5 I.S.5: Margin Loans EUR No Perpetual 4128806.44 Day 45 Liberty International Finance Ltd. Fixed Income Trading MDB No 4895072.20 No Day 40 Secured Yes 43.08
2025-09-09 Liberty Capital Markets Inc. I.S.5 I.S.5: Margin Loans CAD Yes >4 Yr <= 5 Yr 4561617.53 Day 30 Liberty Capital Markets Inc. Equity Trading Pension Fund No 3729910.72 Yes 151 - 179 Days Secured Yes 33.93
2025-09-09 Liberty Mortgage Services Corp. I.S.5 I.S.5: Margin Loans CAD Yes Day 40 2481326.20 >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Parent Only Treasury Operations Broker-Dealer Yes 2402287.27 No Day 34 Secured Yes 27.92
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.5 I.S.5: Margin Loans EUR No Day 59 1374114.58 Day 27 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Sovereign Yes 1553309.53 No >5 Yr Secured Yes 15.44