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 530.43 Day 20 18.59 30-90 Days L-6 35.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8706.89 Day 20 479.74 Open L-7 213.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5717.11 Day 20 246.84 <30 Days L-8 786.07 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1995.97 Day 20 21.76 Open L-9 19.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13336.10 Day 20 1580.70 Open LC-1 1596.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14137.17 Day 20 1071.10 91-180 Days LC-2 660.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1810.53 Day 20 213.21 91-180 Days N-1 114.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14723.56 Day 20 977.58 30-90 Days N-2 878.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12919.30 Day 20 889.22 Open N-3 638.65 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2782.54 Day 20 146.17 <30 Days N-4 104.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16932.08 Day 20 889.71 91-180 Days N-5 1663.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1720.88 Day 20 140.01 <30 Days N-6 182.47 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4256.64 Day 20 387.93 30-90 Days N-7 96.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4632.64 Day 20 51.53 30-90 Days P-1 105.88 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10911.20 Day 20 842.52 30-90 Days P-2 84.92 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10366.45 Day 20 322.04 30-90 Days S-8 1350.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4419.79 Day 20 276.27 30-90 Days Y-1 627.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 67.99 Day 20 4.55 91-180 Days Y-2 9.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16391.22 Day 20 947.76 Open Y-3 1173.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7989.22 Day 20 687.76 30-90 Days Y-4 90.71 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16334.62 Day 20 41.28 91-180 Days Z-1 1971.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7814.67 Day 20 739.27 <30 Days A-2 1184.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12496.88 Day 20 1725.74 30-90 Days A-3 1123.06 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2883.03 Day 20 121.75 Open A-4 206.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16721.93 Day 20 1433.37 30-90 Days A-5 2299.89 Yes Liberty Capital Markets Inc. Treasury