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 2868.37 91 - 120 Days 331.69 30-90 Days Z-1 516.78 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1547.08 91 - 120 Days 55.94 91-180 Days A-2 106.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9183.78 91 - 120 Days 1340.39 30-90 Days A-3 598.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9240.33 91 - 120 Days 979.31 <30 Days A-4 1832.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13207.13 91 - 120 Days 1407.97 91-180 Days A-5 1383.14 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9775.09 91 - 120 Days 1295.57 91-180 Days CB-1 950.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9814.20 91 - 120 Days 150.06 <30 Days CB-2 329.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2301.69 91 - 120 Days 96.66 91-180 Days CB-3 393.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8358.56 91 - 120 Days 832.19 Open E-1 1211.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13238.30 91 - 120 Days 817.29 Open E-2 1162.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3462.95 91 - 120 Days 425.08 <30 Days G-1 415.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6327.84 91 - 120 Days 839.34 30-90 Days G-2 1164.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 832.23 91 - 120 Days 77.45 <30 Days G-3 3.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3515.29 91 - 120 Days 292.28 <30 Days IG-1 338.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 338.15 91 - 120 Days 41.95 <30 Days IG-2 52.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 846.10 91 - 120 Days 54.51 30-90 Days S-1 21.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12367.54 91 - 120 Days 686.05 Open S-2 239.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 738.76 91 - 120 Days 56.75 30-90 Days S-3 15.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9051.46 91 - 120 Days 1114.31 30-90 Days S-4 997.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14455.33 91 - 120 Days 1588.95 Open S-5 2602.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11940.10 91 - 120 Days 6.45 <30 Days S-6 536.78 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10726.61 91 - 120 Days 76.47 <30 Days S-7 349.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9180.55 121 - 150 Days 1191.26 Open A-0-Q 418.25 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14093.51 121 - 150 Days 1952.30 30-90 Days A-1-Q 1082.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13744.76 121 - 150 Days 1324.18 Open A-2-Q 1167.28 No Risk Management