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 12096.02 Day 41 872.66 <30 Days N-1 343.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4099.69 Day 41 275.23 <30 Days N-2 188.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16781.46 Day 41 381.09 <30 Days N-3 1269.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15577.53 Day 41 231.40 30-90 Days N-4 191.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 914.50 Day 41 3.45 Open N-5 150.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3664.26 Day 41 298.27 91-180 Days N-6 638.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10897.54 Day 41 1003.67 <30 Days N-7 427.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14620.27 Day 41 1165.70 Open P-1 2585.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4390.16 Day 41 17.08 91-180 Days P-2 659.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4419.83 Day 41 470.43 Open S-8 396.89 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8877.21 Day 41 1288.48 <30 Days Y-1 1510.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6359.44 Day 41 216.75 91-180 Days Y-2 1103.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4357.95 Day 41 281.20 <30 Days Y-3 754.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8205.04 Day 41 744.85 91-180 Days Y-4 1294.80 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4336.51 Day 41 118.41 <30 Days Z-1 858.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11719.92 Day 41 1112.43 <30 Days A-2 1857.62 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5624.41 Day 41 733.67 30-90 Days A-3 1079.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9653.52 Day 41 309.59 Open A-4 1633.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16978.41 Day 41 1718.60 Open A-5 3089.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6798.82 Day 41 629.83 Open CB-1 1059.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3303.42 Day 41 438.77 91-180 Days CB-2 549.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4424.65 Day 41 444.36 30-90 Days CB-3 699.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15069.57 Day 41 487.47 30-90 Days E-1 106.20 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10803.75 Day 41 1086.96 30-90 Days E-2 694.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4687.15 Day 41 680.71 30-90 Days G-1 724.85 No Risk Management