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 Debt Issuing SPE No 5224.47 75 - 82 Days 350.64 <30 Days L-7 619.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16394.01 75 - 82 Days 329.78 30-90 Days L-8 1684.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12699.39 75 - 82 Days 1270.07 <30 Days L-9 430.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12947.20 75 - 82 Days 12.31 Open LC-1 1267.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 17059.00 75 - 82 Days 2507.98 <30 Days LC-2 680.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 576.89 75 - 82 Days 1.98 30-90 Days N-1 79.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8641.94 75 - 82 Days 976.68 91-180 Days N-2 1357.93 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5142.13 75 - 82 Days 159.84 91-180 Days N-3 867.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11806.60 75 - 82 Days 237.00 <30 Days N-4 243.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15848.50 75 - 82 Days 2321.73 Open N-5 2890.29 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8669.89 75 - 82 Days 987.32 <30 Days N-6 1478.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12607.00 75 - 82 Days 557.97 30-90 Days N-7 2131.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4973.07 75 - 82 Days 744.83 30-90 Days P-1 956.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15413.36 75 - 82 Days 1682.59 91-180 Days P-2 2280.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4477.42 75 - 82 Days 436.67 <30 Days S-8 854.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12823.57 75 - 82 Days 1086.02 91-180 Days Y-1 2223.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14079.01 75 - 82 Days 1246.47 Open Y-2 2601.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11767.81 75 - 82 Days 744.26 <30 Days Y-3 173.89 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3213.62 75 - 82 Days 224.85 91-180 Days Y-4 489.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9487.88 75 - 82 Days 157.02 <30 Days Z-1 1412.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1267.57 75 - 82 Days 22.17 <30 Days A-2 33.60 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11630.60 75 - 82 Days 276.83 30-90 Days A-3 337.59 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3285.31 75 - 82 Days 5.25 30-90 Days A-4 532.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 639.04 75 - 82 Days 84.87 91-180 Days A-5 122.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12077.08 75 - 82 Days 1204.88 <30 Days CB-1 841.38 Yes Liberty Mortgage Services Corp. Treasury