Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.O.3: TBA Purchases

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10926.50 Day 14 938.57 <30 Days LC-1 53.72 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6333.09 Day 14 836.70 30-90 Days LC-2 204.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12134.05 Day 14 712.85 30-90 Days N-1 508.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15665.32 Day 14 826.69 <30 Days N-2 1907.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7864.18 Day 14 363.64 30-90 Days N-3 787.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4151.89 Day 14 311.32 30-90 Days N-4 495.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14148.42 Day 14 1022.91 91-180 Days N-5 1987.17 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7212.76 Day 14 208.45 Open N-6 369.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7873.30 Day 14 450.31 91-180 Days N-7 1424.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4464.53 Day 14 85.75 <30 Days P-1 628.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 13829.07 Day 14 685.65 Open P-2 1865.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1825.40 Day 14 89.70 Open S-8 79.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4288.07 Day 14 292.79 91-180 Days Y-1 833.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3768.80 Day 14 371.56 <30 Days Y-2 292.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2989.60 Day 14 209.04 30-90 Days Y-3 566.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4273.99 Day 14 561.41 30-90 Days Y-4 416.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8888.65 Day 14 694.16 <30 Days Z-1 852.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3332.19 Day 14 303.27 Open A-2 89.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2522.33 Day 14 4.20 30-90 Days A-3 247.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3495.44 Day 14 204.09 Open A-4 76.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4864.97 Day 14 149.16 30-90 Days A-5 638.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11321.35 Day 14 100.40 <30 Days CB-1 1860.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8863.80 Day 14 556.42 <30 Days CB-2 153.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6018.23 Day 14 601.61 30-90 Days CB-3 1037.95 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14729.64 Day 14 935.53 <30 Days E-1 1819.75 Yes Liberty Wealth Management LLC Finance