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 Broker-Dealer Yes 7471.18 Day 48 788.22 30-90 Days Y-2 96.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5854.70 Day 48 682.75 30-90 Days Y-3 1028.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9319.31 Day 48 1178.20 Open Y-4 1435.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16970.19 Day 48 1974.27 <30 Days Z-1 776.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 5640.16 Day 48 508.74 <30 Days A-2 829.65 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2909.98 Day 48 264.80 <30 Days A-3 426.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1152.47 Day 48 40.79 <30 Days A-4 80.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15316.86 Day 48 1061.36 <30 Days A-5 2809.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 9588.04 Day 48 1327.60 Open CB-1 1791.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8940.65 Day 48 1335.21 <30 Days CB-2 1311.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 10860.91 Day 48 1429.05 91-180 Days CB-3 876.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10603.88 Day 48 1050.22 30-90 Days E-1 247.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 9132.13 Day 48 1209.85 Open E-2 921.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9602.21 Day 48 1221.76 30-90 Days G-1 577.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 12342.18 Day 48 106.48 30-90 Days G-2 562.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 7736.30 Day 48 437.20 Open G-3 751.31 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 12225.63 Day 48 1264.35 30-90 Days IG-1 55.56 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 13440.06 Day 48 1614.05 <30 Days IG-2 151.96 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9283.86 Day 48 1053.65 91-180 Days S-1 1819.14 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10146.06 Day 48 110.86 30-90 Days S-2 1532.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 6098.04 Day 48 159.88 Open S-3 386.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 13024.10 Day 48 1637.13 30-90 Days S-4 2076.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 11474.47 Day 48 1387.81 91-180 Days S-5 571.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 6988.41 Day 48 511.53 91-180 Days S-6 1116.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 14916.98 Day 48 1166.65 30-90 Days S-7 2545.91 Yes Liberty Mortgage Services Corp. Treasury