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 14949.97 Day 50 161.35 91-180 Days LC-2 1602.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4406.29 Day 50 160.48 <30 Days N-1 179.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14377.59 Day 50 2060.40 <30 Days N-2 1101.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8540.38 Day 50 635.41 Open N-3 1582.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 945.47 Day 50 17.76 91-180 Days N-4 74.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1755.48 Day 50 40.06 <30 Days N-5 292.55 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12146.13 Day 50 917.28 <30 Days N-6 2280.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12326.74 Day 50 297.47 30-90 Days N-7 248.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8168.47 Day 50 1188.97 <30 Days P-1 1482.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12715.35 Day 50 1006.29 Open P-2 2191.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16030.70 Day 50 1652.03 30-90 Days S-8 2943.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 809.15 Day 50 0.96 <30 Days Y-1 49.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3821.22 Day 50 203.59 <30 Days Y-2 685.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 242.74 Day 50 21.79 30-90 Days Y-3 45.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4340.82 Day 50 39.19 91-180 Days Y-4 504.64 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 662.62 Day 50 48.78 Open Z-1 116.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3335.56 Day 50 168.62 Open A-2 88.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6631.15 Day 50 440.58 Open A-3 1020.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11391.03 Day 50 219.44 91-180 Days A-4 1663.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 358.76 Day 50 38.52 Open A-5 7.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14475.36 Day 50 1209.39 Open CB-1 120.45 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15170.87 Day 50 270.40 Open CB-2 1990.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5481.68 Day 50 519.28 <30 Days CB-3 415.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9135.57 Day 50 425.64 91-180 Days E-1 1094.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 706.66 Day 50 26.84 91-180 Days E-2 105.51 Yes Liberty Capital Markets Inc. Finance