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 14534.24 Day 31 423.23 <30 Days A-2 2184.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14352.81 Day 31 1969.99 91-180 Days A-3 2753.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13771.90 Day 31 71.16 <30 Days A-4 1736.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 968.85 Day 31 2.70 Open A-5 169.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12592.02 Day 31 1723.75 30-90 Days CB-1 2515.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14010.52 Day 31 2061.13 30-90 Days CB-2 2476.08 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11954.91 Day 31 1580.78 30-90 Days CB-3 1501.64 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12690.04 Day 31 615.57 <30 Days E-1 201.07 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9350.97 Day 31 1072.57 <30 Days E-2 1703.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4590.14 Day 31 271.25 30-90 Days G-1 445.31 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5417.29 Day 31 473.37 Open G-2 240.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15281.08 Day 31 1126.50 91-180 Days G-3 2651.52 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9456.66 Day 31 652.39 30-90 Days IG-1 868.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8217.38 Day 31 417.55 30-90 Days IG-2 232.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4455.15 Day 31 349.99 30-90 Days S-1 478.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15835.06 Day 31 141.05 Open S-2 1456.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14447.35 Day 31 2105.25 Open S-3 365.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11733.56 Day 31 700.62 30-90 Days S-4 2102.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 643.93 Day 31 40.40 Open S-5 83.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10927.17 Day 31 986.39 <30 Days S-6 1397.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1620.67 Day 31 139.23 30-90 Days S-7 284.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16522.67 Day 32 909.78 91-180 Days A-0-Q 2969.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8392.66 Day 32 7.81 91-180 Days A-1-Q 623.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17081.48 Day 32 317.01 30-90 Days A-2-Q 2748.07 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4996.30 Day 32 730.87 <30 Days A-3-Q 560.87 No Treasury