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. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Pension Fund Yes 1695111269.53 Day 41 No 1700291810.26 7-30 Days Agency MBS 6811109572.95 Yes T+2 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Other Yes 6344217030.61 Day 27 No 822553744.50 7-30 Days Corporate Bonds 6570756822.48 Yes T+2 No Yes IntS-8021 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Sovereign No 1603954478.62 Day 38 No 1759046551.28 7-30 Days Mortgage-Backed Securities 654452947.70 Yes T+2 No No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 5381882052.74 Day 44 Yes 92781059.28 7-30 Days Mortgage-Backed Securities 3429226776.94 No T+1 Yes No IntS-1774 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Sovereign Yes 3931941899.34 Day 14 Yes 96785880.24 7-30 Days Corporate Bonds 5339657940.52 No T+0 No No Funding
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Central Bank Yes 7404190408.71 Day 47 No 1502973320.64 7-30 Days Mortgage-Backed Securities 1626316950.82 Yes T+1 Yes Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund No 3397406120.92 Day 34 No 432894878.33 31-90 Days Mortgage-Backed Securities 1882069053.22 No T+0 No No IntS-5040 Securities Finance
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Broker-Dealer No 2980459460.17 Day 40 No 95556482.86 <7 Days Treasuries 5990353891.17 No T+1 No Yes IntS-2174 Trading
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund No 3741837577.65 >3 Yr <= 4 Yr No 130623521.27 31-90 Days Equities 6472623710.37 Yes T+0 Yes No Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.3 Dollar Rolls TBA Financing Other Supervised Non-Bank Financial Entity Yes 5987851550.48 Day 42 No 1061036686.03 7-30 Days Treasuries 5619926199.73 Yes T+1 Yes Yes IntS-1652 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Central Bank No 1774551331.37 Day 4 Yes 1159557954.48 <7 Days Equities 3155506515.93 Yes T+2 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Sovereign No 6016816874.35 Day 15 No 1731810454.94 31-90 Days Equities 1779262243.99 Yes T+1 Yes Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Retail Yes 4393246512.41 Day 18 Yes 725778931.39 7-30 Days Treasuries 749634611.14 No T+2 Yes No IntS-7975 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Retail No 6286331782.62 Day 38 Yes 745614107.65 7-30 Days Corporate Bonds 3244445360.39 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 Yes 4061203427.81 Day 31 Yes 1441078122.52 7-30 Days Corporate Bonds 3686874698.26 Yes T+2 Yes Yes IntS-8345 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Retail Yes 405006769.65 Day 28 Yes 46573822.12 31-90 Days Equities 5373214495.99 Yes T+1 No No IntS-5712 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing Other Yes 4713525000.10 Day 23 No 1543191261.34 <7 Days Agency MBS 2788877381.74 Yes T+2 Yes Yes IntS-6372 Funding
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing PSE No 1142433119.75 Day 2 Yes 918868426.91 <7 Days Treasuries 1573439453.67 Yes T+2 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Non-Regulated Fund Yes 4485307279.53 75 - 82 Days Yes 313314589.83 7-30 Days Corporate Bonds 5170011025.17 Yes T+1 Yes Yes IntS-9765 Trading
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 6794307312.72 Day 19 Yes 900408752.53 <7 Days Treasuries 500580435.93 No T+2 Yes No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.3 Dollar Rolls TBA Financing PSE No 1118258194.13 Day 51 No 1619648835.13 <7 Days Mortgage-Backed Securities 4079856291.91 Yes T+0 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.3 Dollar Rolls TBA Financing Investment Company or Advisor No 7150042703.46 Day 56 Yes 1022198718.50 31-90 Days Agency MBS 6591529384.68 Yes T+2 No No Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.3 Dollar Rolls TBA Financing Small Business Yes 1419196515.82 Day 17 No 1540777360.58 31-90 Days Corporate Bonds 5009053527.35 No T+1 Yes Yes IntS-1376 Treasury
2025-09-09 Liberty National Bank O.S.3 Dollar Rolls TBA Financing Debt Issuing SPE Yes 7367105980.65 Day 20 No 1460610974.16 7-30 Days Agency MBS 5707620713.47 Yes T+1 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.3 Dollar Rolls TBA Financing Retail Yes 414423600.46 Perpetual No 744460576.27 7-30 Days Treasuries 562173211.07 Yes T+1 Yes No IntS-9076 Treasury