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 12449.25 Day 19 1436.27 Open P-2 790.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5315.24 Day 19 313.23 <30 Days S-8 438.93 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11125.24 Day 19 269.27 91-180 Days Y-1 43.01 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2091.37 Day 19 182.03 30-90 Days Y-2 301.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8931.77 Day 19 697.26 Open Y-3 1627.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13109.66 Day 19 1483.97 Open Y-4 1609.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6768.35 Day 19 86.26 91-180 Days Z-1 739.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11714.55 Day 19 1670.84 91-180 Days A-2 2194.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2718.58 Day 19 312.89 91-180 Days A-3 252.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15392.84 Day 19 95.17 30-90 Days A-4 2173.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5723.74 Day 19 764.68 Open A-5 747.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1432.76 Day 19 11.57 <30 Days CB-1 239.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11120.34 Day 19 911.50 30-90 Days CB-2 1214.04 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1227.79 Day 19 90.63 <30 Days CB-3 193.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5492.89 Day 19 140.39 30-90 Days E-1 300.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6124.15 Day 19 203.27 Open E-2 251.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4347.64 Day 19 196.91 30-90 Days G-1 474.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1420.29 Day 19 174.11 30-90 Days G-2 97.73 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14183.41 Day 19 1551.82 Open G-3 2813.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6171.91 Day 19 814.26 <30 Days IG-1 1197.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1457.05 Day 19 98.23 Open IG-2 172.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6567.74 Day 19 115.44 91-180 Days S-1 1221.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6726.81 Day 19 347.46 91-180 Days S-2 1067.36 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10565.55 Day 19 213.84 91-180 Days S-3 562.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 150.29 Day 19 5.74 Open S-4 26.24 Yes Liberty Capital Markets Inc. Finance