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 290.08 Day 39 37.51 91-180 Days N-4 20.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4654.89 Day 39 271.43 91-180 Days N-5 911.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10252.83 Day 39 880.25 91-180 Days N-6 1524.13 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11430.01 Day 39 158.52 91-180 Days N-7 1462.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8361.65 Day 39 1195.82 30-90 Days P-1 244.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13520.44 Day 39 1936.65 91-180 Days P-2 780.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1113.39 Day 39 86.35 91-180 Days S-8 187.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 791.13 Day 39 28.28 91-180 Days Y-1 53.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15565.65 Day 39 442.40 Open Y-2 1353.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7997.61 Day 39 449.49 <30 Days Y-3 1380.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7235.92 Day 39 235.99 Open Y-4 1363.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1008.85 Day 39 58.80 <30 Days Z-1 189.36 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8370.38 Day 39 546.73 Open A-2 1666.51 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13597.06 Day 39 1246.68 30-90 Days A-3 1352.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11250.40 Day 39 608.17 Open A-4 669.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16580.95 Day 39 639.57 91-180 Days A-5 1612.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10818.81 Day 39 936.09 91-180 Days CB-1 1175.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8983.68 Day 39 512.93 91-180 Days CB-2 896.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8747.73 Day 39 1203.57 <30 Days CB-3 51.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13344.83 Day 39 1226.94 91-180 Days E-1 60.91 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13748.89 Day 39 819.05 <30 Days E-2 2677.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12098.80 Day 39 1305.42 Open G-1 1404.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8657.22 Day 39 1108.62 <30 Days G-2 333.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 17103.56 Day 39 1396.89 30-90 Days G-3 403.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15243.60 Day 39 1263.53 <30 Days IG-1 0.67 Yes Liberty National Bank Finance