Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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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 Non-Regulated Fund No 9542.63 Day 30 278.93 91-180 Days L-5 132.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11905.34 Day 30 864.69 <30 Days L-6 629.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16035.81 Day 30 480.43 91-180 Days L-7 766.72 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9218.65 Day 30 854.21 Open L-8 330.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6377.67 Day 30 563.50 <30 Days L-9 829.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12929.73 Day 30 1647.29 Open LC-1 731.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 918.31 Day 30 40.05 Open LC-2 44.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2863.27 Day 30 427.75 91-180 Days N-1 83.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14275.93 Day 30 2092.58 91-180 Days N-2 1432.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12736.95 Day 30 1397.05 Open N-3 17.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8245.51 Day 30 730.86 <30 Days N-4 592.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 88.97 Day 30 7.73 91-180 Days N-5 3.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4140.47 Day 30 62.19 30-90 Days N-6 695.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8178.98 Day 30 594.35 30-90 Days N-7 522.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16439.20 Day 30 362.18 30-90 Days P-1 1075.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10320.40 Day 30 343.13 Open P-2 1436.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5292.00 Day 30 73.70 <30 Days S-8 160.57 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7613.24 Day 30 953.15 91-180 Days Y-1 574.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9149.58 Day 30 199.32 30-90 Days Y-2 320.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5232.29 Day 30 93.56 <30 Days Y-3 595.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5435.53 Day 30 20.75 30-90 Days Y-4 712.51 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9618.32 Day 30 656.59 <30 Days Z-1 1684.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4472.97 Day 30 604.37 <30 Days A-2 371.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5802.69 Day 30 651.30 91-180 Days A-3 305.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 530.85 Day 30 65.13 91-180 Days A-4 22.53 Yes Liberty Wealth Management LLC Risk Management