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 941.95 Day 23 50.55 <30 Days N-3 46.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3368.75 Day 23 176.42 30-90 Days N-4 338.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4453.02 Day 23 357.02 30-90 Days N-5 548.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1092.36 Day 23 47.29 Open N-6 126.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9504.00 Day 23 710.08 Open N-7 273.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7496.00 Day 23 377.94 <30 Days P-1 663.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11874.05 Day 23 1371.59 30-90 Days P-2 1667.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4694.17 Day 23 209.61 Open S-8 2.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2673.38 Day 23 57.82 91-180 Days Y-1 343.21 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16851.26 Day 23 2395.07 Open Y-2 1694.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7621.81 Day 23 822.08 Open Y-3 1472.62 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13964.12 Day 23 1320.44 91-180 Days Y-4 1446.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5480.73 Day 23 530.62 Open Z-1 19.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12002.03 Day 23 424.11 Open A-2 559.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8983.42 Day 23 892.73 Open A-3 718.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13556.63 Day 23 1542.15 91-180 Days A-4 2088.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6906.11 Day 23 1028.65 91-180 Days A-5 161.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9917.18 Day 23 1385.87 30-90 Days CB-1 1062.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5282.80 Day 23 286.21 Open CB-2 453.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15246.92 Day 23 2194.82 30-90 Days CB-3 1784.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10690.29 Day 23 1267.82 30-90 Days E-1 2054.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2306.04 Day 23 144.64 91-180 Days E-2 424.56 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1916.08 Day 23 83.01 30-90 Days G-1 137.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4539.73 Day 23 131.46 30-90 Days G-2 135.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11682.31 Day 23 1135.60 30-90 Days G-3 1944.71 Yes Liberty National Bank Treasury