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 8892.01 Day 53 93.93 30-90 Days P-1 1563.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8912.13 Day 53 513.45 30-90 Days P-2 1568.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11413.57 Day 53 532.33 30-90 Days S-8 1027.35 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12312.98 Day 53 1785.53 Open Y-1 1687.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6530.47 Day 53 237.78 30-90 Days Y-2 485.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10840.58 Day 53 1124.86 91-180 Days Y-3 1669.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14032.02 Day 53 1864.44 30-90 Days Y-4 2785.53 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12726.03 Day 53 1783.55 30-90 Days Z-1 2243.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8995.07 Day 53 334.70 91-180 Days A-2 569.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3000.96 Day 53 312.15 <30 Days A-3 361.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13153.85 Day 53 1888.51 Open A-4 226.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14250.75 Day 53 2079.77 <30 Days A-5 1582.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16769.03 Day 53 2200.59 Open CB-1 3050.18 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8144.30 Day 53 740.40 91-180 Days CB-2 1043.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8836.77 Day 53 585.87 91-180 Days CB-3 1447.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 119.53 Day 53 5.60 30-90 Days E-1 23.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3663.45 Day 53 142.30 91-180 Days E-2 394.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 466.61 Day 53 5.13 Open G-1 73.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2480.67 Day 53 209.12 30-90 Days G-2 491.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15204.31 Day 53 184.58 <30 Days G-3 1293.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14187.42 Day 53 1347.73 91-180 Days IG-1 83.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14146.40 Day 53 536.03 30-90 Days IG-2 1661.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5228.40 Day 53 778.16 30-90 Days S-1 745.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4123.65 Day 53 132.23 91-180 Days S-2 638.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1020.86 Day 53 1.24 30-90 Days S-3 8.41 Yes Liberty Capital Markets Inc. Operations