Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 16683.57 >2 Yr <= 3 Yr 770.43 91-180 Days N-6 1122.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9795.39 >2 Yr <= 3 Yr 121.80 <30 Days N-7 950.51 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10461.22 >2 Yr <= 3 Yr 1360.84 Open P-1 474.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6505.75 >2 Yr <= 3 Yr 277.99 30-90 Days P-2 138.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12635.28 >2 Yr <= 3 Yr 127.02 Open S-8 537.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3323.42 >2 Yr <= 3 Yr 21.85 <30 Days Y-1 13.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16272.53 >2 Yr <= 3 Yr 551.01 <30 Days Y-2 1594.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9906.58 >2 Yr <= 3 Yr 1217.26 Open Y-3 435.29 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2298.66 >2 Yr <= 3 Yr 115.68 91-180 Days Y-4 282.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16884.27 >2 Yr <= 3 Yr 2131.52 <30 Days Z-1 853.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12518.85 >2 Yr <= 3 Yr 1335.53 Open A-2 795.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1072.52 >2 Yr <= 3 Yr 52.06 30-90 Days A-3 115.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15245.39 >2 Yr <= 3 Yr 552.98 91-180 Days A-4 2042.89 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16788.03 >2 Yr <= 3 Yr 1850.00 30-90 Days A-5 2071.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14229.30 >2 Yr <= 3 Yr 648.49 Open CB-1 1109.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9573.38 >2 Yr <= 3 Yr 1001.30 91-180 Days CB-2 308.77 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15759.97 >2 Yr <= 3 Yr 1772.09 Open CB-3 2818.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6111.76 >2 Yr <= 3 Yr 872.39 Open E-1 1148.00 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9268.95 >2 Yr <= 3 Yr 628.88 Open E-2 516.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12840.62 >2 Yr <= 3 Yr 1743.57 91-180 Days G-1 2494.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6861.83 >2 Yr <= 3 Yr 634.35 91-180 Days G-2 511.49 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8505.84 >2 Yr <= 3 Yr 810.79 30-90 Days G-3 1651.44 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2572.81 >2 Yr <= 3 Yr 76.40 <30 Days IG-1 253.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14544.55 >2 Yr <= 3 Yr 1984.33 91-180 Days IG-2 1874.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17039.72 >2 Yr <= 3 Yr 1544.87 <30 Days S-1 1996.77 Yes Liberty Mortgage Services Corp. Legal