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 Debt Issuing SPE No 3898442021.35 Day 29 Yes 149531033.38 31-90 Days Treasuries 3780347464.56 Yes T+1 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other No 1079994735.77 Perpetual No 209247076.79 31-90 Days Treasuries 2123101666.79 Yes T+0 No Yes Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Bank No 5367066414.16 Day 21 No 342566723.11 7-30 Days Equities 4795660042.20 Yes T+1 Yes Yes IntS-3860 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing GSE Yes 2381775517.12 >3 Yr <= 4 Yr Yes 268659479.25 7-30 Days Mortgage-Backed Securities 6804537614.36 Yes T+1 No No IntS-7075 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing MDB No 5021163716.03 271 - 364 Days Yes 1207917351.72 31-90 Days Agency MBS 1919167272.37 No T+2 No No IntS-7658 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Central Bank No 7903278297.36 Day 41 Yes 65628823.62 7-30 Days Corporate Bonds 3557468879.97 Yes T+1 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing GSE Yes 940322282.11 Day 10 Yes 188333446.47 31-90 Days Corporate Bonds 1895558392.11 Yes T+1 No No Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing MDB No 851708654.81 Day 40 Yes 289176138.76 7-30 Days Equities 2618177234.58 No T+1 Yes Yes Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 4940958529.60 Day 49 Yes 1268741914.74 31-90 Days Treasuries 3480034179.82 No T+0 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Non-Financial Corporate Yes 3406992029.97 83 - 90 Days Yes 303019218.33 <7 Days Agency MBS 2199024755.68 No T+0 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Central Bank Yes 678903673.36 Day 52 No 229150514.51 <7 Days Equities 733684545.47 Yes T+0 No No IntS-8591 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing PSE No 7910055804.23 Day 56 No 1273261547.67 31-90 Days Agency MBS 3546360492.79 Yes T+1 Yes No IntS-9956 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Central Bank Yes 6752117151.68 Day 12 No 643016482.86 31-90 Days Equities 3724903717.49 Yes T+0 Yes No IntS-4383 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Central Bank No 4159729539.84 Day 56 Yes 856002019.86 7-30 Days Treasuries 6332562388.83 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing MDB Yes 4188654548.23 Day 41 Yes 1535976172.91 <7 Days Corporate Bonds 732832539.95 No T+0 Yes Yes IntS-6764 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other No 2199583184.85 Day 34 Yes 1733343657.70 7-30 Days Agency MBS 1460709597.72 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Bank No 1800399430.62 Day 11 No 1067807439.47 31-90 Days Agency MBS 3560444712.27 Yes T+1 No Yes IntS-1079 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Small Business Yes 3596025230.53 Day 1 No 1596119100.35 7-30 Days Mortgage-Backed Securities 4487365953.48 Yes T+1 No No IntS-7668 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 6031570537.14 Day 24 Yes 307318517.86 <7 Days Mortgage-Backed Securities 4728841252.60 No T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Retail No 3604983840.44 Day 32 Yes 1290312186.43 7-30 Days Agency MBS 4116047196.25 Yes T+2 No Yes Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supranational Yes 7017158054.55 Day 7 No 357635877.09 <7 Days Mortgage-Backed Securities 3091260174.14 Yes T+0 Yes No IntS-8349 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund No 7239726587.31 Day 40 No 580840546.37 7-30 Days Mortgage-Backed Securities 1839689723.23 Yes T+2 No No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 4319617980.33 75 - 82 Days No 1644230074.21 7-30 Days Agency MBS 856069827.78 No T+2 No No IntS-5340 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity Yes 6412432399.46 Day 1 Yes 1704123434.47 31-90 Days Mortgage-Backed Securities 1908080995.78 Yes T+0 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 5515386331.54 Day 15 No 912069560.37 31-90 Days Corporate Bonds 384162716.72 Yes T+2 Yes Yes Funding