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 5076.05 Day 58 398.76 91-180 Days Y-3 0.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12114.21 Day 58 869.04 30-90 Days Y-4 1824.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4936.46 Day 58 549.38 Open Z-1 187.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10605.05 Day 58 303.94 30-90 Days A-2 954.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3602.78 Day 58 62.87 <30 Days A-3 175.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16081.10 Day 58 1902.56 91-180 Days A-4 2188.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9245.38 Day 58 1124.57 <30 Days A-5 1192.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7476.45 Day 58 770.42 91-180 Days CB-1 34.25 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14694.17 Day 58 1551.10 <30 Days CB-2 1903.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11830.80 Day 58 409.56 91-180 Days CB-3 415.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9820.47 Day 58 132.09 91-180 Days E-1 546.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15329.82 Day 58 591.06 Open E-2 49.45 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1248.77 Day 58 143.09 91-180 Days G-1 219.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11198.23 Day 58 793.48 91-180 Days G-2 2140.78 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1370.04 Day 58 11.85 Open G-3 217.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14881.56 Day 58 320.94 30-90 Days IG-1 780.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2388.75 Day 58 66.26 <30 Days IG-2 341.12 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1052.07 Day 58 74.98 91-180 Days S-1 44.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14851.36 Day 58 915.24 91-180 Days S-2 2866.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9858.73 Day 58 1471.42 <30 Days S-3 1453.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9223.38 Day 58 1063.56 <30 Days S-4 1096.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12494.65 Day 58 1373.52 30-90 Days S-5 879.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13515.87 Day 58 694.79 30-90 Days S-6 1874.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15998.73 Day 58 1470.56 <30 Days S-7 958.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14307.52 Day 59 840.21 Open A-0-Q 1669.14 Yes Liberty Wealth Management LLC Risk Management