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 2450.19 Day 35 58.28 30-90 Days A-1-Q 158.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16732.07 Day 35 517.20 91-180 Days A-2-Q 42.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9401.00 Day 35 1042.14 30-90 Days A-3-Q 800.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9233.74 Day 35 1149.90 30-90 Days A-4-Q 634.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3431.23 Day 35 218.31 30-90 Days A-5-Q 523.11 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9286.81 Day 35 1337.46 91-180 Days CB-1-Q 214.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3184.09 Day 35 171.80 30-90 Days CB-2-Q 516.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2847.27 Day 35 65.53 91-180 Days S-1-Q 406.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16372.92 Day 35 1714.25 91-180 Days S-2-Q 2522.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5975.43 Day 35 328.43 <30 Days S-3-Q 1166.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12654.76 Day 35 409.70 91-180 Days S-4-Q 2187.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 340.78 Day 35 7.53 91-180 Days CB-3-Q 34.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 8855.51 Day 35 169.75 30-90 Days G-1-Q 889.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4655.01 Day 35 644.72 91-180 Days G-2-Q 145.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4909.83 Day 35 331.71 <30 Days G-3-Q 341.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8874.85 Day 35 1082.23 91-180 Days S-5-Q 1710.07 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 148.22 Day 35 17.16 91-180 Days S-6-Q 0.71 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12549.07 Day 35 1722.43 <30 Days S-7-Q 422.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2242.27 Day 35 107.27 91-180 Days E-1-Q 138.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11939.27 Day 35 101.47 <30 Days E-2-Q 471.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11255.83 Day 35 1048.96 <30 Days IG-1-Q 1155.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3096.46 Day 35 109.91 Open IG-2-Q 151.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5853.30 Day 35 390.36 <30 Days C-1 703.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16858.86 Day 35 186.97 <30 Days CB-4 2250.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 161.64 Day 35 18.42 Open E-10 11.67 No Treasury