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 7236.38 Day 44 949.77 Open P-2 357.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1794.08 Day 44 171.64 91-180 Days S-8 127.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3482.16 Day 44 492.92 <30 Days Y-1 89.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14414.63 Day 44 1849.51 Open Y-2 2401.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5764.54 Day 44 795.92 91-180 Days Y-3 550.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11288.32 Day 44 1011.93 91-180 Days Y-4 636.89 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10596.31 Day 44 243.64 91-180 Days Z-1 67.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3952.02 Day 44 472.05 Open A-2 421.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3270.60 Day 44 175.98 Open A-3 317.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14893.27 Day 44 2086.44 30-90 Days A-4 610.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15799.74 Day 44 2062.85 Open A-5 55.68 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15093.04 Day 44 995.97 30-90 Days CB-1 1959.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 248.59 Day 44 17.44 91-180 Days CB-2 31.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 26.06 Day 44 0.01 91-180 Days CB-3 1.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14956.09 Day 44 1806.12 <30 Days E-1 2257.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4188.83 Day 44 33.00 30-90 Days E-2 667.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11656.49 Day 44 778.86 <30 Days G-1 2153.76 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7016.51 Day 44 436.45 30-90 Days G-2 1111.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1436.33 Day 44 65.21 30-90 Days G-3 225.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14420.95 Day 44 2144.23 <30 Days IG-1 1439.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11163.33 Day 44 1416.06 Open IG-2 950.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10664.58 Day 44 917.41 Open S-1 1857.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3343.30 Day 44 359.57 30-90 Days S-2 601.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10128.78 Day 44 246.83 <30 Days S-3 1200.42 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1943.88 Day 44 154.15 91-180 Days S-4 252.15 Yes Liberty Mortgage Services Corp. Risk Management