Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 3181726987.07 121 - 150 Days Yes 971222521.65 7-30 Days Agency MBS 3985515170.62 No T+1 No No IntS-6693 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund No 6868838182.34 Perpetual Yes 1189083605.40 7-30 Days Mortgage-Backed Securities 5913600739.86 No T+0 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Financial Market Utility No 6242374378.92 Day 26 Yes 1669570631.93 7-30 Days Equities 5367047392.06 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 4308689644.64 83 - 90 Days Yes 940525987.33 <7 Days Corporate Bonds 4100018815.98 No T+0 Yes Yes IntS-9581 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Central Bank Yes 4371273688.15 Day 54 Yes 849879184.82 <7 Days Treasuries 4818047816.35 No T+2 No Yes Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 5747987614.68 Day 48 No 1377415541.37 31-90 Days Agency MBS 3911960519.58 No T+1 Yes No IntS-9255 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 6991126425.57 Day 14 No 321249032.57 <7 Days Corporate Bonds 1646066324.44 No T+0 Yes No IntS-2144 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other Yes 5267326596.49 Day 18 No 159862323.74 7-30 Days Corporate Bonds 1468973732.59 No T+0 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Other Supranational Yes 7503088855.07 Day 43 No 1008729008.77 7-30 Days Treasuries 6116785184.22 No T+0 Yes Yes IntS-4186 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Pension Fund No 6913368761.47 Day 52 No 1848311083.07 7-30 Days Corporate Bonds 5328764281.27 Yes T+0 No No IntS-6750 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Pension Fund Yes 4394318839.04 Day 2 No 185841338.34 <7 Days Agency MBS 1347084586.58 Yes T+2 Yes No IntS-4927 Trading
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing GSE No 2846519278.88 61 - 67 Days Yes 824923462.87 7-30 Days Treasuries 4912473876.66 Yes T+0 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Sovereign Yes 6809729741.99 Day 11 No 1651324433.87 <7 Days Agency MBS 6203307438.83 Yes T+0 No Yes IntS-4998 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing GSE No 6434877211.93 Day 24 No 731396525.00 <7 Days Agency MBS 2185168082.03 Yes T+1 Yes Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Retail No 408661570.73 Day 31 No 1858133146.53 31-90 Days Corporate Bonds 3119158858.08 Yes T+2 Yes No IntS-4835 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Pension Fund No 2328662236.41 Day 54 Yes 383050930.65 31-90 Days Mortgage-Backed Securities 4554063391.24 No T+0 No No IntS-8774 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund No 1951933383.73 Day 53 No 943114135.24 31-90 Days Agency MBS 6674051784.19 No T+0 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing PSE No 6548626942.23 Day 19 Yes 1923247191.17 <7 Days Agency MBS 4460681943.09 No T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other No 4810884192.93 Day 12 No 856914203.10 <7 Days Equities 5855616154.78 No T+0 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Pension Fund No 5092244799.20 >2 Yr <= 3 Yr Yes 1569480367.96 31-90 Days Mortgage-Backed Securities 322251828.71 No T+0 Yes No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other No 6008475316.21 Day 1 Yes 1243243965.60 <7 Days Mortgage-Backed Securities 6313353256.63 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor No 5055270681.28 151 - 179 Days Yes 1972185689.13 <7 Days Mortgage-Backed Securities 2102679508.88 Yes T+0 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Retail Yes 1406287278.39 91 - 120 Days No 201353365.84 <7 Days Corporate Bonds 2135800491.70 No T+0 No Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Bank No 6340056066.53 Day 26 No 47770684.99 7-30 Days Treasuries 2377592110.18 No T+1 No No IntS-9682 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Financial Market Utility Yes 951050495.64 Day 34 No 166914155.40 <7 Days Treasuries 1322929504.38 No T+2 No Yes IntS-9672 Treasury