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 No 5882.77 Day 28 361.52 Open S-4 742.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1920.56 Day 28 22.37 Open S-5 19.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13786.64 Day 28 1882.66 <30 Days S-6 187.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13309.41 Day 28 502.68 30-90 Days S-7 1087.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8032.95 Day 29 432.84 Open A-0-Q 545.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7448.79 Day 29 1078.91 Open A-1-Q 362.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11305.45 Day 29 43.84 <30 Days A-2-Q 114.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7875.58 Day 29 312.21 Open A-3-Q 1441.35 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12596.61 Day 29 375.08 30-90 Days A-4-Q 2328.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5620.12 Day 29 762.62 Open A-5-Q 441.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2726.12 Day 29 254.23 <30 Days CB-1-Q 189.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10827.12 Day 29 350.37 30-90 Days CB-2-Q 626.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12121.15 Day 29 93.90 91-180 Days S-1-Q 2216.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8661.76 Day 29 350.21 <30 Days S-2-Q 1172.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11642.14 Day 29 235.26 30-90 Days S-3-Q 328.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8305.15 Day 29 36.06 <30 Days S-4-Q 693.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3453.73 Day 29 57.02 30-90 Days CB-3-Q 534.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14537.55 Day 29 261.33 Open G-1-Q 1357.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1190.45 Day 29 87.47 91-180 Days G-2-Q 1.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2120.97 Day 29 26.20 30-90 Days G-3-Q 30.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1390.26 Day 29 112.99 <30 Days S-5-Q 65.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 939.62 Day 29 55.08 91-180 Days S-6-Q 77.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11928.84 Day 29 1756.42 <30 Days S-7-Q 180.16 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15655.67 Day 29 2279.51 91-180 Days E-1-Q 1834.58 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13349.19 Day 29 1609.79 Open E-2-Q 2199.13 Yes Liberty National Bank Risk Management