Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 Investment Company or Advisor No 13935.68 83 - 90 Days 739.27 30-90 Days E-2 1623.52 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3295.82 83 - 90 Days 17.15 <30 Days G-1 52.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 16291.46 83 - 90 Days 767.63 91-180 Days G-2 752.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 850.67 83 - 90 Days 110.16 91-180 Days G-3 160.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3321.76 83 - 90 Days 229.15 30-90 Days IG-1 162.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1636.65 83 - 90 Days 60.76 <30 Days IG-2 41.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2701.97 83 - 90 Days 168.31 <30 Days S-1 153.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5671.59 83 - 90 Days 225.87 Open S-2 837.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6929.35 83 - 90 Days 340.75 Open S-3 96.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14069.83 83 - 90 Days 567.69 30-90 Days S-4 1186.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 20.08 83 - 90 Days 0.61 30-90 Days S-5 2.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6645.13 83 - 90 Days 921.36 Open S-6 758.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8528.53 83 - 90 Days 463.62 30-90 Days S-7 1073.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15598.15 91 - 120 Days 185.69 <30 Days A-0-Q 249.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3059.82 91 - 120 Days 52.19 30-90 Days A-1-Q 76.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1478.40 91 - 120 Days 182.06 Open A-2-Q 165.53 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14998.88 91 - 120 Days 134.91 30-90 Days A-3-Q 474.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7884.77 91 - 120 Days 673.35 Open A-4-Q 1396.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 750.69 91 - 120 Days 58.28 <30 Days A-5-Q 112.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6306.98 91 - 120 Days 79.03 <30 Days CB-1-Q 1075.74 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3649.53 91 - 120 Days 137.85 91-180 Days CB-2-Q 613.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1821.27 91 - 120 Days 190.24 <30 Days S-1-Q 208.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10053.81 91 - 120 Days 1198.08 Open S-2-Q 1469.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10756.51 91 - 120 Days 1281.78 <30 Days S-3-Q 1342.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 13205.75 91 - 120 Days 1923.38 Open S-4-Q 2145.33 No Treasury