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 Yes 14843.55 Day 59 1821.39 <30 Days A-1-Q 1289.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12022.61 Day 59 1465.48 <30 Days A-2-Q 1898.15 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11254.66 Day 59 619.22 Open A-3-Q 1776.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10691.93 Day 59 706.80 <30 Days A-4-Q 1884.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14993.88 Day 59 1422.16 <30 Days A-5-Q 1178.84 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14572.12 Day 59 2157.88 <30 Days CB-1-Q 1332.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15641.40 Day 59 268.36 91-180 Days CB-2-Q 1431.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13866.55 Day 59 1199.36 91-180 Days S-1-Q 1400.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13361.14 Day 59 1334.87 30-90 Days S-2-Q 280.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4846.67 Day 59 83.89 Open S-3-Q 644.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3052.78 Day 59 323.91 Open S-4-Q 77.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1634.96 Day 59 164.94 Open CB-3-Q 233.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11160.58 Day 59 1128.98 30-90 Days G-1-Q 1410.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10747.37 Day 59 173.38 30-90 Days G-2-Q 1369.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16600.40 Day 59 2065.53 30-90 Days G-3-Q 2328.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 378.18 Day 59 35.39 91-180 Days S-5-Q 32.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12696.89 Day 59 755.08 Open S-6-Q 381.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5376.78 Day 59 298.04 <30 Days S-7-Q 1071.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7291.52 Day 59 329.29 91-180 Days E-1-Q 77.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4118.99 Day 59 435.71 <30 Days E-2-Q 579.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11610.42 Day 59 429.19 Open IG-1-Q 16.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4164.78 Day 59 508.59 <30 Days IG-2-Q 73.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14796.77 Day 59 2008.37 30-90 Days C-1 919.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7053.32 Day 59 570.57 30-90 Days CB-4 128.30 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5580.68 Day 59 402.56 30-90 Days E-10 736.67 No Operations