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 Yes 13717.03 Day 54 1855.50 91-180 Days IG-1-Q 626.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2021.98 Day 54 183.16 30-90 Days IG-2-Q 209.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8189.68 Day 54 705.77 Open C-1 967.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 490.97 Day 54 21.32 91-180 Days CB-4 61.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2270.50 Day 54 13.45 30-90 Days E-10 261.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11385.71 Day 54 256.78 <30 Days E-3 390.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12974.84 Day 54 1250.91 30-90 Days E-4 1265.28 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8025.97 Day 54 869.81 30-90 Days E-5 374.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2072.69 Day 54 158.62 91-180 Days E-6 282.65 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 487.58 Day 54 10.21 Open E-7 53.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10819.79 Day 54 848.29 91-180 Days E-8 986.48 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6876.28 Day 54 263.79 <30 Days E-9 720.50 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6931.76 Day 54 144.15 <30 Days G-4 638.22 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4909.84 Day 54 572.03 91-180 Days IG-3 775.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8860.78 Day 54 60.31 Open IG-4 1322.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5726.81 Day 54 447.07 30-90 Days IG-5 73.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10213.13 Day 54 634.69 <30 Days IG-6 1686.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8192.96 Day 54 1.74 Open IG-7 133.94 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9706.46 Day 54 509.14 30-90 Days IG-8 396.83 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2070.57 Day 54 247.76 30-90 Days L-1 305.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1226.82 Day 54 63.33 <30 Days L-10 88.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1029.40 Day 54 62.25 Open L-11 187.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1169.87 Day 54 58.80 Open L-2 205.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15901.30 Day 54 2330.08 Open L-3 2643.31 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12525.78 Day 54 222.00 91-180 Days L-4 1152.17 No Treasury