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 2366.17 Day 7 129.29 <30 Days N-2 164.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9114.50 Day 7 723.79 91-180 Days N-3 251.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12340.88 Day 7 369.15 91-180 Days N-4 1881.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11371.24 Day 7 1384.11 Open N-5 759.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7195.36 Day 7 797.17 Open N-6 1227.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7445.94 Day 7 386.62 <30 Days N-7 147.74 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8840.79 Day 7 556.45 91-180 Days P-1 1595.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14869.10 Day 7 46.36 91-180 Days P-2 633.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1680.33 Day 7 231.67 Open S-8 228.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 670.81 Day 7 80.10 30-90 Days Y-1 24.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5966.91 Day 7 390.17 <30 Days Y-2 123.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8225.38 Day 7 246.11 91-180 Days Y-3 1168.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10252.03 Day 7 1219.92 30-90 Days Y-4 735.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11261.83 Day 7 597.77 Open Z-1 1190.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8537.14 Day 7 83.54 <30 Days A-2 281.69 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13036.98 Day 7 1530.44 Open A-3 1249.67 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9938.06 Day 7 1213.85 <30 Days A-4 63.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7871.92 Day 7 472.35 91-180 Days A-5 772.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9244.99 Day 7 197.95 91-180 Days CB-1 648.05 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14255.73 Day 7 1050.84 Open CB-2 285.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8683.94 Day 7 550.45 91-180 Days CB-3 219.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15026.32 Day 7 1203.76 91-180 Days E-1 2864.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12093.99 Day 7 1332.94 30-90 Days E-2 403.40 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11119.25 Day 7 1106.71 91-180 Days G-1 2155.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9776.11 Day 7 1289.38 <30 Days G-2 615.55 No Finance