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 1166.59 Day 43 63.90 30-90 Days E-1 128.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4349.53 Day 43 22.78 30-90 Days E-2 844.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16925.92 Day 43 521.12 Open G-1 406.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14364.30 Day 43 1487.89 30-90 Days G-2 874.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1395.21 Day 43 117.63 <30 Days G-3 16.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7629.23 Day 43 257.06 <30 Days IG-1 453.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2882.01 Day 43 381.08 Open IG-2 400.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1103.74 Day 43 74.84 30-90 Days S-1 144.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2505.09 Day 43 8.82 30-90 Days S-2 374.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2972.86 Day 43 33.53 Open S-3 240.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 764.90 Day 43 100.15 30-90 Days S-4 131.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5329.67 Day 43 442.33 91-180 Days S-5 132.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3982.82 Day 43 545.37 30-90 Days S-6 334.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9299.09 Day 43 882.12 <30 Days S-7 1755.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4528.66 Day 44 199.36 <30 Days A-0-Q 92.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12826.54 Day 44 1250.53 91-180 Days A-1-Q 2376.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6097.84 Day 44 355.98 Open A-2-Q 688.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1504.86 Day 44 47.12 <30 Days A-3-Q 137.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11415.66 Day 44 1007.81 Open A-4-Q 771.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14316.36 Day 44 1106.75 91-180 Days A-5-Q 2492.94 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6406.32 Day 44 91.44 Open CB-1-Q 857.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7576.38 Day 44 532.54 <30 Days CB-2-Q 714.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6337.00 Day 44 186.58 Open S-1-Q 1049.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3243.62 Day 44 405.49 91-180 Days S-2-Q 442.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8692.91 Day 44 84.89 <30 Days S-3-Q 1013.22 No Operations