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 16681.72 Day 45 1380.91 91-180 Days CB-1 3177.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 701.99 Day 45 21.30 91-180 Days CB-2 96.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6100.18 Day 45 645.16 30-90 Days CB-3 129.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11910.27 Day 45 1493.80 30-90 Days E-1 1974.37 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1132.88 Day 45 110.00 <30 Days E-2 100.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9192.58 Day 45 444.17 30-90 Days G-1 1317.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15579.52 Day 45 2109.81 <30 Days G-2 2039.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 23.70 Day 45 3.16 <30 Days G-3 0.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2878.26 Day 45 60.12 91-180 Days IG-1 443.62 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11207.06 Day 45 1196.43 Open IG-2 1177.74 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1263.29 Day 45 41.81 Open S-1 59.16 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6268.53 Day 45 173.21 Open S-2 867.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15123.49 Day 45 353.83 30-90 Days S-3 1976.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11538.64 Day 45 1556.10 <30 Days S-4 427.40 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10111.34 Day 45 918.53 Open S-5 33.79 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7744.27 Day 45 833.80 91-180 Days S-6 684.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14799.40 Day 45 1553.50 30-90 Days S-7 1953.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14790.55 Day 46 475.01 <30 Days A-0-Q 1782.82 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11205.97 Day 46 1085.47 <30 Days A-1-Q 1817.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15192.39 Day 46 1849.01 91-180 Days A-2-Q 2806.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1291.75 Day 46 52.30 <30 Days A-3-Q 253.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1803.00 Day 46 225.52 Open A-4-Q 309.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4312.95 Day 46 392.23 30-90 Days A-5-Q 805.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12618.46 Day 46 1766.03 Open CB-1-Q 380.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8716.57 Day 46 1120.33 91-180 Days CB-2-Q 19.84 Yes Liberty Mortgage Services Corp. Finance