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 1310.58 Day 36 170.27 <30 Days CB-2 5.22 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6491.36 Day 36 850.33 Open CB-3 853.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7783.73 Day 36 494.96 30-90 Days E-1 1449.29 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4984.07 Day 36 460.83 91-180 Days E-2 494.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7918.79 Day 36 784.12 30-90 Days G-1 900.56 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8349.29 Day 36 564.28 <30 Days G-2 1440.80 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2904.56 Day 36 399.14 30-90 Days G-3 66.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9189.32 Day 36 209.39 Open IG-1 586.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9041.09 Day 36 249.51 91-180 Days IG-2 787.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3256.04 Day 36 319.67 91-180 Days S-1 325.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5420.63 Day 36 454.00 30-90 Days S-2 640.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15470.34 Day 36 1731.29 30-90 Days S-3 127.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6755.65 Day 36 963.64 Open S-4 207.61 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5650.67 Day 36 241.72 <30 Days S-5 368.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9861.39 Day 36 1466.86 91-180 Days S-6 722.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7185.95 Day 36 366.42 30-90 Days S-7 330.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8108.29 Day 37 1162.14 30-90 Days A-0-Q 458.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4024.28 Day 37 77.81 Open A-1-Q 28.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3244.49 Day 37 65.89 Open A-2-Q 10.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12665.14 Day 37 259.81 Open A-3-Q 2060.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15399.21 Day 37 438.73 Open A-4-Q 935.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2905.09 Day 37 338.55 <30 Days A-5-Q 271.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 913.03 Day 37 0.31 <30 Days CB-1-Q 137.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6752.77 Day 37 794.91 Open CB-2-Q 322.07 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10099.59 Day 37 278.16 <30 Days S-1-Q 368.76 No Risk Management