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 Other Yes 5628737267.68 68 - 74 Days No 876453910.29 7-30 Days Treasuries 4414610385.83 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other No 1703456347.11 Day 41 Yes 44931683.66 <7 Days Agency MBS 5116416398.14 No T+1 No No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Bank No 5581438186.97 Day 12 Yes 460970912.90 31-90 Days Equities 1960501996.18 Yes T+1 Yes Yes IntS-6501 Treasury
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other No 4177425172.37 Day 55 Yes 1549380019.18 7-30 Days Mortgage-Backed Securities 3031123941.83 Yes T+0 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Bank Yes 7316515186.24 Day 34 Yes 713343681.67 7-30 Days Corporate Bonds 6389036411.32 No T+0 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity Yes 5292287341.39 Day 16 Yes 552303584.25 7-30 Days Treasuries 624287622.92 Yes T+2 No No IntS-7054 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other Supranational Yes 5546249402.26 Day 10 Yes 952356552.19 31-90 Days Corporate Bonds 6792880425.46 No T+2 Yes Yes IntS-9381 Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supranational No 475381083.75 Day 41 No 749956686.31 31-90 Days Treasuries 45198318.25 Yes T+1 No No IntS-7004 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE No 3690776280.85 Day 60 Yes 1009319145.53 <7 Days Treasuries 2135541984.48 Yes T+0 Yes No IntS-9599 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing MDB Yes 2529633692.43 Day 52 No 257926258.33 31-90 Days Treasuries 5821741286.67 No T+0 Yes Yes IntS-4711 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing MDB No 5947847022.84 >2 Yr <= 3 Yr Yes 1754016132.18 31-90 Days Treasuries 5218655551.45 Yes T+2 No Yes IntS-7759 Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 6784001815.65 >2 Yr <= 3 Yr No 1020794181.72 7-30 Days Corporate Bonds 903199243.78 Yes T+1 No Yes IntS-2188 Trading
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 5374247603.11 Day 42 Yes 1477076700.36 7-30 Days Corporate Bonds 2155449024.14 Yes T+2 No Yes Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Other Supranational No 4624322335.85 >4 Yr <= 5 Yr Yes 1314707009.48 <7 Days Treasuries 2286804650.35 No T+1 No No IntS-4973 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Central Bank Yes 7198927951.69 Day 47 No 185517110.07 7-30 Days Equities 2254526421.30 Yes T+1 No Yes IntS-6924 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing PSE Yes 4852437547.10 121 - 150 Days No 498487057.99 7-30 Days Corporate Bonds 2702930314.24 Yes T+2 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Bank Yes 2256413152.26 Day 45 Yes 1961998896.44 7-30 Days Equities 4108056344.92 No T+2 No No IntS-2679 Trading
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other No 5885577683.12 Day 55 Yes 769031101.89 31-90 Days Corporate Bonds 1478734072.67 No T+0 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Retail No 1917612418.91 >5 Yr No 1361306478.88 <7 Days Treasuries 5027727984.37 No T+0 No No IntS-3069 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Other Yes 813363775.13 Day 48 Yes 1724880434.44 31-90 Days Mortgage-Backed Securities 4939679075.40 Yes T+0 Yes No IntS-4402 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 5373765400.19 >= 1 Yr <= 2 Yr Yes 642273222.22 <7 Days Treasuries 261464373.35 No T+2 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Sovereign Yes 6723197206.25 Day 17 Yes 238061511.24 31-90 Days Treasuries 2420839584.31 No T+1 No No Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 6044624786.98 Day 52 Yes 1912035496.41 7-30 Days Mortgage-Backed Securities 5570740040.08 No T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity No 2879304774.77 68 - 74 Days Yes 1616715267.79 <7 Days Mortgage-Backed Securities 2889862606.14 No T+2 Yes No IntS-3998 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund Yes 5148182622.15 Day 13 Yes 1436254279.20 <7 Days Mortgage-Backed Securities 3305734814.17 No T+1 Yes Yes Trading