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 Bank Yes 3501.85 >5 Yr 397.76 <30 Days Y-2 368.66 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 2968.05 >5 Yr 187.28 Open Y-3 4.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 10335.92 >5 Yr 382.69 30-90 Days Y-4 170.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 5378.51 >5 Yr 717.19 30-90 Days Z-1 257.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 1523.42 >5 Yr 172.36 30-90 Days A-2 23.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 747.63 >5 Yr 92.29 91-180 Days A-3 62.84 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 2606.27 >5 Yr 48.83 91-180 Days A-4 231.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 10618.87 >5 Yr 404.05 30-90 Days A-5 1486.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 12331.39 >5 Yr 791.59 <30 Days CB-1 1261.57 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 1331.18 >5 Yr 156.68 Open CB-2 120.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 9655.42 >5 Yr 470.55 30-90 Days CB-3 127.48 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 2014.58 >5 Yr 139.36 Open E-1 305.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 10968.31 >5 Yr 1285.45 <30 Days E-2 549.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 10336.45 >5 Yr 559.73 91-180 Days G-1 805.80 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 10478.48 >5 Yr 355.76 91-180 Days G-2 948.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15004.55 >5 Yr 369.82 30-90 Days G-3 2534.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 14587.52 >5 Yr 1865.46 Open IG-1 1916.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 2037.34 >5 Yr 81.71 91-180 Days IG-2 278.11 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 11026.91 >5 Yr 1334.89 <30 Days S-1 966.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15188.13 >5 Yr 131.41 30-90 Days S-2 49.97 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 11304.96 >5 Yr 728.25 91-180 Days S-3 1448.89 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 8668.16 >5 Yr 594.11 <30 Days S-4 310.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 1105.97 >5 Yr 58.04 <30 Days S-5 215.80 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 1975.29 >5 Yr 197.83 91-180 Days S-6 151.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 4916.54 >5 Yr 271.20 91-180 Days S-7 39.76 No Risk Management