Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 14369.05 Day 25 1420.28 Open LC-2 2034.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10663.54 Day 25 174.95 Open N-1 2110.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16984.19 Day 25 230.38 Open N-2 253.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13707.24 Day 25 1923.29 <30 Days N-3 1587.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6617.70 Day 25 720.32 <30 Days N-4 870.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6816.10 Day 25 931.24 <30 Days N-5 1318.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1735.05 Day 25 164.04 91-180 Days N-6 302.65 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10305.57 Day 25 345.67 30-90 Days N-7 1640.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11214.13 Day 25 1342.88 <30 Days P-1 1541.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9688.98 Day 25 951.03 91-180 Days P-2 787.94 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6307.45 Day 25 708.93 30-90 Days S-8 986.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3099.85 Day 25 424.64 91-180 Days Y-1 380.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13763.32 Day 25 343.14 <30 Days Y-2 2554.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3886.40 Day 25 521.26 Open Y-3 594.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3037.75 Day 25 52.06 91-180 Days Y-4 594.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4716.43 Day 25 502.41 91-180 Days Z-1 629.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10163.95 Day 25 899.44 91-180 Days A-2 895.97 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8712.82 Day 25 961.43 30-90 Days A-3 438.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10476.94 Day 25 1383.12 30-90 Days A-4 951.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16176.04 Day 25 2294.81 30-90 Days A-5 2822.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7743.75 Day 25 580.64 <30 Days CB-1 1042.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7410.91 Day 25 455.97 <30 Days CB-2 931.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14366.14 Day 25 682.07 <30 Days CB-3 2559.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3278.03 Day 25 205.01 91-180 Days E-1 206.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11306.99 Day 25 1633.72 Open E-2 759.80 Yes Liberty Mortgage Services Corp. Treasury