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 8858.47 Day 47 1059.55 <30 Days E-1-Q 851.66 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1334.45 Day 47 87.04 91-180 Days E-2-Q 83.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3190.88 Day 47 370.52 Open IG-1-Q 468.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3088.61 Day 47 340.97 91-180 Days IG-2-Q 426.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10160.42 Day 47 824.03 91-180 Days C-1 1852.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12597.68 Day 47 316.58 91-180 Days CB-4 879.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7564.07 Day 47 324.59 Open E-10 1506.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14668.18 Day 47 2122.87 91-180 Days E-3 2249.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4219.51 Day 47 627.55 30-90 Days E-4 732.40 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7952.10 Day 47 320.03 91-180 Days E-5 569.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4193.96 Day 47 177.07 <30 Days E-6 327.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15721.85 Day 47 618.96 Open E-7 1202.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 869.81 Day 47 110.08 30-90 Days E-8 74.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15634.28 Day 47 1424.20 Open E-9 1209.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8533.49 Day 47 411.22 <30 Days G-4 508.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9920.65 Day 47 1314.25 30-90 Days IG-3 604.07 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1052.06 Day 47 75.57 <30 Days IG-4 66.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16193.07 Day 47 1483.36 Open IG-5 2847.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1842.92 Day 47 189.51 Open IG-6 323.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7597.33 Day 47 613.41 30-90 Days IG-7 1492.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15934.52 Day 47 1360.13 30-90 Days IG-8 1351.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6465.70 Day 47 187.98 <30 Days L-1 579.62 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3020.13 Day 47 408.51 91-180 Days L-10 114.91 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 215.96 Day 47 9.67 91-180 Days L-11 15.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3345.10 Day 47 10.90 <30 Days L-2 410.16 No Risk Management