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 Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Retail Yes 4191263889.34 121 - 150 Days Yes 1731571193.83 <7 Days Corporate Bonds 6340686786.98 Yes T+1 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing GSE Yes 4049909165.68 Day 17 No 238693697.05 <7 Days Corporate Bonds 224669737.91 Yes T+2 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 7678777330.94 Day 31 No 686912711.99 31-90 Days Corporate Bonds 1422378404.04 Yes T+1 Yes Yes IntS-8402 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Small Business Yes 4544029416.75 Day 52 Yes 854162061.37 <7 Days Equities 47257860.70 Yes T+2 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Sovereign No 6841591407.47 61 - 67 Days Yes 1364860286.65 31-90 Days Mortgage-Backed Securities 6452164668.49 Yes T+1 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Financial Market Utility Yes 7998029758.56 Day 45 No 1571178536.82 7-30 Days Agency MBS 904662016.75 Yes T+1 No Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other Yes 5961632213.97 Day 13 No 1204495580.17 7-30 Days Mortgage-Backed Securities 1560838274.05 No T+1 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 3045563920.90 Day 43 No 1385391944.41 31-90 Days Mortgage-Backed Securities 4241595913.29 Yes T+2 No No IntS-3678 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 5001450489.69 >4 Yr <= 5 Yr No 182539185.45 31-90 Days Agency MBS 666405959.13 No T+2 Yes Yes IntS-3799 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Financial Market Utility Yes 7459169913.55 Day 7 Yes 813723311.99 7-30 Days Equities 3041029837.86 No T+0 No No IntS-4485 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other No 1067667275.62 Day 42 No 1631244267.37 <7 Days Mortgage-Backed Securities 5203768415.73 No T+0 No Yes IntS-7275 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Sovereign Yes 5397196286.77 83 - 90 Days No 372768158.10 7-30 Days Mortgage-Backed Securities 2995872941.03 No T+0 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Financial Market Utility Yes 4742973244.99 Day 57 No 1428949883.80 31-90 Days Treasuries 1874948517.58 Yes T+1 No No IntS-9971 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Yes 5835967899.67 Day 7 Yes 1476595463.78 31-90 Days Corporate Bonds 3191191119.99 No T+0 Yes No Funding
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Non-Financial Corporate Yes 1941757217.36 Day 47 Yes 689794286.74 31-90 Days Treasuries 2796329539.48 No T+1 No No IntS-7849 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Bank No 3987847938.84 >3 Yr <= 4 Yr No 385608170.66 <7 Days Equities 6951358076.41 Yes T+1 Yes Yes IntS-1504 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Non-Financial Corporate No 3207427392.80 61 - 67 Days Yes 732064036.86 <7 Days Agency MBS 2630824259.49 Yes T+0 Yes Yes IntS-4321 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Non-Financial Corporate Yes 1599513807.12 Day 46 Yes 1991797749.42 31-90 Days Treasuries 1108443667.60 Yes T+2 Yes No IntS-4744 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing PSE Yes 4869979789.87 Day 16 Yes 132979839.84 <7 Days Agency MBS 5581779715.54 No T+2 No Yes IntS-9293 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing MDB Yes 7760403418.75 Day 29 No 1885572192.31 <7 Days Mortgage-Backed Securities 3613573647.15 No T+2 No No IntS-4917 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 5472438600.06 Day 27 No 1729859515.12 31-90 Days Agency MBS 975172044.71 Yes T+0 No No IntS-8656 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Central Bank No 7816093257.83 121 - 150 Days No 1530993130.69 31-90 Days Agency MBS 5685523704.67 Yes T+0 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Sovereign No 2488835569.82 Day 27 No 971418435.04 7-30 Days Treasuries 269298210.24 Yes T+1 Yes Yes IntS-2065 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Yes 5602587561.74 Day 14 Yes 636267919.88 7-30 Days Agency MBS 6666978139.24 No T+1 No Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 7413361194.58 >2 Yr <= 3 Yr No 40528556.04 7-30 Days Equities 4136252996.61 Yes T+0 No No Trading