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 Non-Regulated Fund No 14196.95 Day 46 1533.73 91-180 Days CB-1 1962.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7517.25 Day 46 233.89 30-90 Days CB-2 213.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6386.02 Day 46 167.07 Open CB-3 461.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14087.38 Day 46 1051.56 <30 Days E-1 383.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9173.50 Day 46 430.63 30-90 Days E-2 125.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12729.29 Day 46 247.52 <30 Days G-1 2144.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2227.88 Day 46 136.43 Open G-2 352.24 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5290.49 Day 46 705.59 <30 Days G-3 570.74 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7788.01 Day 46 359.69 Open IG-1 437.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4925.67 Day 46 232.77 <30 Days IG-2 119.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3022.88 Day 46 10.31 <30 Days S-1 6.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11187.35 Day 46 1469.08 Open S-2 1667.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1003.37 Day 46 57.83 <30 Days S-3 124.21 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3768.85 Day 46 290.66 91-180 Days S-4 675.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10488.26 Day 46 733.91 30-90 Days S-5 1690.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2004.74 Day 46 90.93 30-90 Days S-6 93.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9870.80 Day 46 1099.62 <30 Days S-7 208.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2288.65 Day 47 213.01 <30 Days A-0-Q 243.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3235.06 Day 47 471.09 Open A-1-Q 494.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13733.48 Day 47 399.98 Open A-2-Q 2652.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7263.53 Day 47 407.63 Open A-3-Q 725.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4332.64 Day 47 77.10 91-180 Days A-4-Q 491.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11636.26 Day 47 1675.13 Open A-5-Q 528.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4015.81 Day 47 245.75 30-90 Days CB-1-Q 726.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14504.69 Day 47 1674.52 91-180 Days CB-2-Q 2399.23 No Operations