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 No 13708.95 Day 16 135.52 30-90 Days N-1 2661.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7011.52 Day 16 138.68 91-180 Days N-2 628.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3319.16 Day 16 162.18 91-180 Days N-3 395.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 207.32 Day 16 0.72 30-90 Days N-4 14.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4426.48 Day 16 208.10 Open N-5 43.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3752.13 Day 16 342.03 <30 Days N-6 238.05 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1263.71 Day 16 142.89 <30 Days N-7 120.79 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4157.08 Day 16 182.63 Open P-1 325.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10040.79 Day 16 580.64 91-180 Days P-2 1451.25 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11809.52 Day 16 268.16 30-90 Days S-8 1031.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 17070.54 Day 16 2144.11 <30 Days Y-1 2529.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4504.67 Day 16 280.56 30-90 Days Y-2 549.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14719.58 Day 16 943.44 91-180 Days Y-3 2564.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3302.30 Day 16 51.69 91-180 Days Y-4 593.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5306.98 Day 16 528.72 91-180 Days Z-1 395.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14055.37 Day 16 765.26 30-90 Days A-2 2347.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2670.52 Day 16 182.63 91-180 Days A-3 357.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12829.59 Day 16 1415.99 Open A-4 1778.49 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1288.04 Day 16 101.16 <30 Days A-5 176.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12829.12 Day 16 1784.69 91-180 Days CB-1 443.37 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3226.58 Day 16 203.70 91-180 Days CB-2 169.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12047.32 Day 16 1565.87 91-180 Days CB-3 2392.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3679.36 Day 16 369.65 <30 Days E-1 213.61 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13219.80 Day 16 444.34 <30 Days E-2 1315.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1349.34 Day 16 191.57 91-180 Days G-1 188.15 Yes Liberty Wealth Management LLC Treasury