Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.3: Dollar Rolls

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing PSE No 690270298.43 Day 37 No 1833527130.66 <7 Days Treasuries 44976049.35 No T+2 No No IntS-3893 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Small Business No 5389085396.88 Day 45 No 157373131.25 <7 Days Corporate Bonds 4490801797.06 No T+0 No No IntS-4967 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Small Business Yes 6142574780.10 Day 18 Yes 1673915485.31 7-30 Days Treasuries 3842456043.79 Yes T+1 Yes Yes IntS-7799 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Sovereign No 934616437.98 Day 45 No 1029965411.74 <7 Days Corporate Bonds 3132276121.61 No T+1 Yes Yes IntS-4615 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing GSE No 476631441.88 Day 30 Yes 1212945728.95 <7 Days Treasuries 6738315479.17 Yes T+0 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing PSE No 943614379.05 Day 24 Yes 1374921736.72 31-90 Days Agency MBS 2299441574.23 Yes T+1 Yes Yes IntS-2410 Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Financial Market Utility Yes 1960870986.13 Day 36 Yes 1577534959.48 7-30 Days Treasuries 6917351502.69 Yes T+2 No No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other Supranational No 33725885.61 Day 2 Yes 1375221692.55 31-90 Days Agency MBS 3003905363.37 Yes T+1 No Yes IntS-6254 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing MDB No 281446160.03 Day 54 Yes 666427749.52 7-30 Days Corporate Bonds 1909907871.62 Yes T+0 Yes No IntS-7429 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing GSE Yes 4071104584.17 Day 48 Yes 504736048.11 31-90 Days Corporate Bonds 4091779705.53 No T+2 Yes Yes IntS-8527 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Retail Yes 3959179131.19 Day 41 No 100905808.65 31-90 Days Treasuries 894398483.14 Yes T+0 Yes No IntS-5781 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Central Bank Yes 2324236220.82 Day 3 Yes 440557036.85 31-90 Days Agency MBS 227742777.14 Yes T+0 No No IntS-7047 Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 733.02 Open Yes 12.34 <7 Days A-0-Q 664.02 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 35948.39 Open No 1465.22 <7 Days A-1-Q 38869.90 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 25580.33 Open Yes 623.34 31-90 Days A-2-Q 26592.32 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 9999.70 Open No 394.72 7-30 Days A-3-Q 10547.92 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 5908.05 Open No 248.30 7-30 Days A-4-Q 6207.54 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 27561.00 Open Yes 935.48 7-30 Days A-5-Q 25371.76 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 11399.35 Open Yes 97.17 31-90 Days CB-1-Q 10372.61 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 11169.49 Open No 456.21 7-30 Days CB-2-Q 10730.83 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 29694.00 Open No 901.84 7-30 Days S-1-Q 29163.12 No T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 22641.98 Open No 868.79 <7 Days S-2-Q 23729.16 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 7624.41 Open Yes 251.20 31-90 Days S-3-Q 8302.09 No T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 9657.17 Open No 146.58 7-30 Days S-4-Q 9175.51 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 6905.14 Open No 35.09 7-30 Days CB-3-Q 7158.34 Yes T+2 Yes No Funding