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 Other Yes 6470.05 Day 40 855.15 <30 Days Z-1 42.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14879.75 Day 40 49.70 <30 Days A-2 348.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17052.61 Day 40 1822.16 Open A-3 2329.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14970.95 Day 40 519.53 <30 Days A-4 1144.82 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2382.39 Day 40 120.66 Open A-5 419.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10929.53 Day 40 107.39 30-90 Days CB-1 361.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16847.42 Day 40 170.54 Open CB-2 3054.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3421.32 Day 40 322.60 30-90 Days CB-3 294.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1750.29 Day 40 181.38 <30 Days E-1 107.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8928.49 Day 40 208.79 91-180 Days E-2 448.84 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4358.42 Day 40 335.91 Open G-1 832.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1494.69 Day 40 28.67 30-90 Days G-2 135.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15736.68 Day 40 35.63 30-90 Days G-3 1591.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13790.78 Day 40 863.11 Open IG-1 860.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 35.57 Day 40 0.07 <30 Days IG-2 6.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12273.52 Day 40 121.91 30-90 Days S-1 1332.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 548.73 Day 40 6.16 Open S-2 11.27 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4004.91 Day 40 444.79 91-180 Days S-3 657.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15057.44 Day 40 1424.00 Open S-4 2691.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13015.43 Day 40 747.59 91-180 Days S-5 1373.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6536.53 Day 40 657.74 30-90 Days S-6 967.00 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15260.80 Day 40 2067.82 91-180 Days S-7 2266.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9362.25 Day 41 19.71 91-180 Days A-0-Q 578.54 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1784.31 Day 41 171.98 Open A-1-Q 94.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2800.41 Day 41 394.70 91-180 Days A-2-Q 407.63 Yes Liberty Mortgage Services Corp. Legal