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 13135.77 Day 28 748.50 Open S-3-Q 736.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2153.73 Day 28 257.02 <30 Days S-4-Q 108.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6754.35 Day 28 342.28 Open CB-3-Q 52.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11178.20 Day 28 1246.12 30-90 Days G-1-Q 1952.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4999.82 Day 28 326.67 <30 Days G-2-Q 151.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10711.11 Day 28 1035.48 <30 Days G-3-Q 1549.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10782.85 Day 28 808.15 30-90 Days S-5-Q 1752.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8858.22 Day 28 571.01 30-90 Days S-6-Q 622.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1438.96 Day 28 182.20 91-180 Days S-7-Q 251.86 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1798.87 Day 28 248.01 91-180 Days E-1-Q 183.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11687.76 Day 28 1620.92 Open E-2-Q 488.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15545.28 Day 28 462.72 <30 Days IG-1-Q 317.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9142.13 Day 28 755.30 91-180 Days IG-2-Q 432.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7261.30 Day 28 203.78 <30 Days C-1 908.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11354.20 Day 28 464.17 <30 Days CB-4 1693.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 116.97 Day 28 8.44 <30 Days E-10 2.93 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12950.30 Day 28 1200.32 Open E-3 2150.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12309.97 Day 28 82.41 30-90 Days E-4 1934.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3739.84 Day 28 258.23 91-180 Days E-5 329.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13705.53 Day 28 295.06 30-90 Days E-6 1623.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9987.06 Day 28 228.53 30-90 Days E-7 1828.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13701.36 Day 28 1386.12 91-180 Days E-8 2572.05 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 798.84 Day 28 113.16 <30 Days E-9 42.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15064.19 Day 28 1713.78 91-180 Days G-4 118.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2999.97 Day 28 175.00 <30 Days IG-3 553.97 Yes Liberty Capital Markets Inc. Risk Management