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 Broker-Dealer Yes 3417.87 Day 26 488.67 30-90 Days CB-1 379.78 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 16974.32 Day 26 1570.51 91-180 Days CB-2 1894.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6898.08 Day 26 9.30 91-180 Days CB-3 1357.34 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 3860.10 Day 26 177.25 <30 Days E-1 181.14 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4109.34 Day 26 88.50 <30 Days E-2 189.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 11370.33 Day 26 1026.59 30-90 Days G-1 1565.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16630.38 Day 26 2043.07 Open G-2 2419.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 14286.92 Day 26 1984.71 Open G-3 2382.82 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5720.17 Day 26 753.75 <30 Days IG-1 507.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1012.12 Day 26 75.67 <30 Days IG-2 57.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 7619.13 Day 26 106.59 30-90 Days S-1 1395.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15090.23 Day 26 661.13 30-90 Days S-2 2941.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 3877.96 Day 26 392.90 Open S-3 182.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 10740.41 Day 26 242.45 Open S-4 1215.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9618.67 Day 26 815.76 Open S-5 1101.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5150.55 Day 26 197.59 Open S-6 393.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 7476.23 Day 26 112.70 30-90 Days S-7 401.01 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 25.90 Day 27 1.60 30-90 Days A-0-Q 1.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6287.44 Day 27 336.82 Open A-1-Q 339.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 956.28 Day 27 19.16 91-180 Days A-2-Q 131.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 2336.67 Day 27 282.59 30-90 Days A-3-Q 61.81 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9621.25 Day 27 1376.16 30-90 Days A-4-Q 1219.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4175.33 Day 27 289.03 <30 Days A-5-Q 470.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16031.42 Day 27 2176.52 <30 Days CB-1-Q 2238.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 12098.95 Day 27 784.48 Open CB-2-Q 950.62 No Operations