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
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 2761762865.29 T+0 86832291.55 Open Treasuries 1983352245.23 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2367763385.28 T+0 269177769.39 91-180 Days Treasuries 2728739541.95 Yes IntO-9743 Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 1401121019.40 T+0 24767122.38 91-180 Days Treasuries 1151958854.07 No IntO-1868 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 381173355.52 T+0 132162581.41 <30 Days Treasuries 1679078251.49 Yes IntO-6015 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 2569208038.84 T+0 107765753.21 91-180 Days Treasuries 2791772481.23 Yes IntO-3783 Legal
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2606464549.91 T+0 411846858.45 Open Treasuries 1250622248.96 No IntO-6435 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 1522021092.18 T+0 242455353.30 30-90 Days Treasuries 2883455882.91 Yes IntO-8808 Finance
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 718917535.56 T+0 4606076.32 30-90 Days Treasuries 1999948723.24 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 2158365263.05 T+0 81274193.27 91-180 Days Treasuries 140078101.59 Yes IntO-8014 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2548654868.40 T+0 324220213.20 <30 Days Treasuries 824587982.49 Yes Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 1790463501.44 T+0 45955962.09 91-180 Days Treasuries 817024249.67 No Operations
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer No 1193145216.74 T+0 243156088.37 91-180 Days Treasuries 1094243112.61 Yes IntO-5215 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 2748255103.01 T+0 223904681.82 Open Treasuries 296635280.40 No IntO-1142 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2941137653.46 T+0 118266647.18 30-90 Days Treasuries 2643917332.59 Yes Operations
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 1528684809.21 T+0 413693547.73 <30 Days Treasuries 2821066892.46 Yes IntO-7969 Risk Management
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer Yes 2294044621.83 T+0 326191561.97 Open Treasuries 2288073595.73 Yes Legal
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer No 1138025071.61 T+0 102170766.50 91-180 Days Treasuries 2017763429.78 Yes IntO-7838 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 1936650624.10 T+0 168608313.17 30-90 Days Treasuries 1576839096.30 No Finance
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer No 427536170.23 T+0 199936008.83 30-90 Days Treasuries 161234329.65 Yes IntO-5810 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 1170562974.25 T+0 491123013.88 30-90 Days Treasuries 203495321.32 Yes Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 731889568.05 T+0 225218567.86 30-90 Days Treasuries 195689802.43 Yes Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 1970558175.79 T+0 93741538.84 <30 Days Treasuries 1614032758.85 Yes IntO-2394 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 651826733.94 T+0 41663344.38 <30 Days Treasuries 2209395349.30 Yes Treasury
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer No 2623381774.58 T+0 447565311.46 30-90 Days Treasuries 1675732882.81 No IntO-4178 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 723022934.63 T+0 242560363.64 30-90 Days Treasuries 1842065212.91 No IntO-5178 Treasury