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 14960.15 Day 35 430.08 91-180 Days S-8 79.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10053.10 Day 35 1494.46 91-180 Days Y-1 981.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14687.91 Day 35 1558.15 30-90 Days Y-2 2582.65 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3888.90 Day 35 418.91 <30 Days Y-3 290.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16454.77 Day 35 1615.49 91-180 Days Y-4 2737.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1021.72 Day 35 9.07 30-90 Days Z-1 194.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9898.46 Day 35 1324.51 30-90 Days A-2 200.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7015.78 Day 35 828.86 <30 Days A-3 517.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12651.19 Day 35 1058.63 <30 Days A-4 2314.78 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16448.53 Day 35 1025.83 Open A-5 2137.00 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13240.17 Day 35 1982.17 Open CB-1 2046.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13909.97 Day 35 214.87 91-180 Days CB-2 191.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9068.28 Day 35 1002.44 Open CB-3 1357.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9147.14 Day 35 232.73 <30 Days E-1 1191.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6620.31 Day 35 70.95 91-180 Days E-2 1243.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12314.24 Day 35 1260.50 <30 Days G-1 1843.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4257.53 Day 35 553.70 Open G-2 836.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8241.83 Day 35 223.52 Open G-3 1507.33 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16932.02 Day 35 764.89 30-90 Days IG-1 326.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2302.84 Day 35 46.18 Open IG-2 384.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11276.89 Day 35 902.96 30-90 Days S-1 2089.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5992.88 Day 35 817.09 <30 Days S-2 577.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7506.44 Day 35 888.81 30-90 Days S-3 324.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12811.50 Day 35 1415.30 91-180 Days S-4 2506.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4555.62 Day 35 521.85 91-180 Days S-5 157.67 No Legal