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 Debt Issuing SPE No 6639783596.75 Day 38 No 153394522.12 31-90 Days Equities 2210724036.35 Yes T+2 Yes Yes IntS-7696 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing PSE Yes 1914355901.14 Day 9 Yes 882859583.23 31-90 Days Equities 6296811533.72 Yes T+1 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor Yes 5505028639.61 Open Yes 925635672.89 <7 Days Corporate Bonds 3695953272.72 No T+2 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor No 4289508941.26 Day 28 Yes 1911183695.44 7-30 Days Agency MBS 6293081453.77 No T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing MDB Yes 6122758877.32 Day 40 Yes 1233870313.50 <7 Days Mortgage-Backed Securities 5796553499.50 No T+1 No No Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Non-Financial Corporate Yes 3804518871.68 75 - 82 Days Yes 470651441.88 31-90 Days Treasuries 6055101612.71 Yes T+0 Yes No IntS-8546 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Pension Fund Yes 1867349486.14 Day 60 No 1896295963.30 <7 Days Treasuries 5839225588.30 No T+1 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Broker-Dealer Yes 395020653.93 Day 11 Yes 607211873.62 <7 Days Corporate Bonds 1992961151.12 Yes T+1 Yes No IntS-5829 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity Yes 4031460970.05 Day 55 No 1825281887.70 7-30 Days Agency MBS 5239573191.84 No T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Central Bank Yes 348370004.42 Day 2 No 1129828977.84 <7 Days Agency MBS 3848861810.31 No T+2 Yes No IntS-9027 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing MDB Yes 7744715621.96 151 - 179 Days No 1407157577.99 7-30 Days Equities 5708531672.91 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity Yes 1094464761.44 Day 40 Yes 488893538.58 31-90 Days Mortgage-Backed Securities 2374537528.32 Yes T+1 Yes No Funding
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 3111629703.44 61 - 67 Days No 1915484940.40 31-90 Days Treasuries 5696903490.09 No T+2 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Central Bank No 2562619618.18 271 - 364 Days Yes 1589330280.29 <7 Days Mortgage-Backed Securities 6982784317.72 Yes T+1 No Yes IntS-1353 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other Supranational No 160514883.78 Day 31 No 672857070.60 <7 Days Mortgage-Backed Securities 3870945344.97 No T+1 No Yes IntS-7883 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 7392728036.70 Day 40 No 1180421154.83 7-30 Days Treasuries 6418048764.19 Yes T+0 Yes No IntS-8478 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Supranational No 916163078.58 Day 2 No 146683645.37 <7 Days Corporate Bonds 544894495.78 Yes T+1 No Yes IntS-2890 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing GSE Yes 4114007710.51 Day 39 No 911905935.43 31-90 Days Mortgage-Backed Securities 2567607680.67 No T+0 No Yes IntS-8704 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other No 7951379694.01 Day 2 Yes 589279437.25 7-30 Days Agency MBS 6755647313.72 Yes T+0 Yes Yes IntS-8232 Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Small Business Yes 5402346360.17 Day 40 Yes 789069075.77 <7 Days Equities 6293093997.87 Yes T+1 Yes Yes IntS-9269 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing PSE Yes 7549827028.31 Day 42 No 493672942.95 31-90 Days Equities 3733719075.85 No T+2 Yes No IntS-3262 Treasury
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 2893209197.54 Day 43 No 1568965140.13 31-90 Days Corporate Bonds 4638745809.76 No T+1 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor Yes 7474093648.12 Day 3 Yes 1596795774.81 <7 Days Mortgage-Backed Securities 6444144680.85 No T+1 Yes No IntS-2433 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Supranational Yes 6049568502.71 Day 27 Yes 1610106792.66 7-30 Days Treasuries 4357139229.94 Yes T+0 Yes Yes IntS-1242 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Bank Yes 2091633860.65 >3 Yr <= 4 Yr Yes 1798153594.88 <7 Days Equities 5637822594.54 No T+0 Yes Yes Treasury