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 4115.52 Day 31 343.86 91-180 Days N-5 409.14 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5514.23 Day 31 300.45 91-180 Days N-6 914.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10684.79 Day 31 776.57 30-90 Days N-7 1488.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3259.17 Day 31 371.51 30-90 Days P-1 278.67 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15752.76 Day 31 1136.28 Open P-2 1858.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14008.23 Day 31 1406.52 Open S-8 1600.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12614.56 Day 31 1493.72 <30 Days Y-1 202.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2167.23 Day 31 267.29 91-180 Days Y-2 426.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7343.53 Day 31 392.14 <30 Days Y-3 1088.41 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11019.15 Day 31 751.90 <30 Days Y-4 81.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8053.01 Day 31 320.06 <30 Days Z-1 561.83 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13479.49 Day 31 226.74 Open A-2 1360.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9792.39 Day 31 1205.62 Open A-3 97.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10140.55 Day 31 1250.74 <30 Days A-4 1341.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1922.48 Day 31 235.36 30-90 Days A-5 124.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2463.55 Day 31 320.08 <30 Days CB-1 366.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4654.53 Day 31 89.91 30-90 Days CB-2 861.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14995.46 Day 31 2125.41 Open CB-3 1224.12 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1012.05 Day 31 29.00 91-180 Days E-1 135.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 6008.62 Day 31 179.32 91-180 Days E-2 883.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 410.72 Day 31 17.25 91-180 Days G-1 19.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11688.14 Day 31 1361.79 <30 Days G-2 233.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15477.06 Day 31 1220.48 30-90 Days G-3 2749.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1508.33 Day 31 45.63 <30 Days IG-1 146.59 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12533.36 Day 31 1195.40 Open IG-2 1149.39 No Legal