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 Other Yes 4709.69 Day 32 279.66 30-90 Days N-2 472.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6824.12 Day 32 82.15 91-180 Days N-3 43.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16075.00 Day 32 1325.62 <30 Days N-4 747.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15916.01 Day 32 259.18 91-180 Days N-5 1705.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11747.91 Day 32 381.17 91-180 Days N-6 2234.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7756.56 Day 32 355.18 Open N-7 483.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9922.66 Day 32 500.24 91-180 Days P-1 1296.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5087.02 Day 32 81.65 Open P-2 875.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9982.49 Day 32 341.98 <30 Days S-8 1950.28 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8339.48 Day 32 788.70 91-180 Days Y-1 787.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11223.17 Day 32 1177.04 30-90 Days Y-2 2054.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15347.27 Day 32 629.05 Open Y-3 1307.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8580.26 Day 32 1013.92 30-90 Days Y-4 88.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6168.40 Day 32 682.38 <30 Days Z-1 1187.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13169.97 Day 32 754.91 Open A-2 1674.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9127.66 Day 32 1133.91 <30 Days A-3 1184.14 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1859.22 Day 32 99.32 <30 Days A-4 177.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14728.32 Day 32 1707.20 91-180 Days A-5 2523.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9372.04 Day 32 610.86 30-90 Days CB-1 215.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9513.31 Day 32 479.51 91-180 Days CB-2 253.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13011.23 Day 32 336.78 30-90 Days CB-3 582.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10449.46 Day 32 1412.37 30-90 Days E-1 1169.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5062.81 Day 32 550.68 <30 Days E-2 2.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1285.13 Day 32 145.85 30-90 Days G-1 169.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16810.51 Day 32 2397.69 30-90 Days G-2 551.97 No Treasury