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 Broker-Dealer Yes 7651.49 Day 15 1046.64 30-90 Days E-2 230.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 7468.98 Day 15 837.84 Open G-1 556.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1267.09 Day 15 99.40 91-180 Days G-2 76.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9357.63 Day 15 125.16 Open G-3 1261.12 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 13151.56 Day 15 1109.90 <30 Days IG-1 1586.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10658.19 Day 15 637.34 Open IG-2 1282.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8147.08 Day 15 497.78 <30 Days S-1 874.38 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 10352.37 Day 15 1374.36 Open S-2 79.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 12684.49 Day 15 1218.02 <30 Days S-3 845.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 15165.37 Day 15 811.80 <30 Days S-4 1974.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8533.54 Day 15 1101.22 91-180 Days S-5 679.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4555.31 Day 15 551.34 Open S-6 388.73 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 729.98 Day 15 90.94 <30 Days S-7 110.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5137.74 Day 16 504.57 Open A-0-Q 759.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5519.27 Day 16 445.51 30-90 Days A-1-Q 767.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1995.46 Day 16 279.74 30-90 Days A-2-Q 68.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 11079.36 Day 16 482.12 91-180 Days A-3-Q 137.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 11644.42 Day 16 638.73 Open A-4-Q 1063.32 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16006.96 Day 16 6.35 91-180 Days A-5-Q 1970.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 12092.32 Day 16 1697.46 91-180 Days CB-1-Q 1199.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 11854.52 Day 16 108.26 91-180 Days CB-2-Q 1244.44 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15774.38 Day 16 222.64 91-180 Days S-1-Q 892.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6302.86 Day 16 689.33 <30 Days S-2-Q 318.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 7836.58 Day 16 1024.81 Open S-3-Q 753.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 1932.87 Day 16 249.48 <30 Days S-4-Q 4.68 No Risk Management