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 1009.53 Day 56 141.66 <30 Days A-2 62.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10688.12 Day 56 894.94 Open A-3 814.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10450.25 Day 56 395.81 91-180 Days A-4 566.72 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5318.29 Day 56 376.06 <30 Days A-5 307.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5710.40 Day 56 83.22 30-90 Days CB-1 930.45 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1929.54 Day 56 247.67 Open CB-2 78.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7719.86 Day 56 263.19 Open CB-3 396.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 926.48 Day 56 6.79 <30 Days E-1 33.98 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1499.62 Day 56 110.93 Open E-2 76.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8775.71 Day 56 127.55 <30 Days G-1 714.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 236.23 Day 56 32.88 Open G-2 39.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3089.56 Day 56 451.52 91-180 Days G-3 80.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13316.86 Day 56 1155.42 30-90 Days IG-1 681.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6430.20 Day 56 858.50 Open IG-2 1244.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13200.70 Day 56 1131.26 <30 Days S-1 1512.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13892.73 Day 56 400.35 30-90 Days S-2 442.48 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5493.21 Day 56 108.12 <30 Days S-3 18.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 500.17 Day 56 52.57 Open S-4 38.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4384.00 Day 56 302.55 30-90 Days S-5 256.69 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15787.60 Day 56 215.64 91-180 Days S-6 1064.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4575.08 Day 56 467.01 30-90 Days S-7 398.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16042.90 Day 57 1397.36 91-180 Days A-0-Q 2506.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15175.65 Day 57 1970.27 <30 Days A-1-Q 1111.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8512.23 Day 57 20.66 <30 Days A-2-Q 1439.84 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2920.70 Day 57 282.45 91-180 Days A-3-Q 0.29 Yes Liberty Capital Markets Inc. Legal