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 7530.37 75 - 82 Days 663.42 Open CB-2 1439.67 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4830.65 75 - 82 Days 167.19 Open CB-3 655.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10697.85 75 - 82 Days 522.18 30-90 Days E-1 1743.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9285.93 75 - 82 Days 1255.81 <30 Days E-2 611.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16069.28 75 - 82 Days 2156.88 <30 Days G-1 731.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11123.68 75 - 82 Days 1048.81 91-180 Days G-2 73.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12313.12 75 - 82 Days 65.06 Open G-3 1576.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14939.04 75 - 82 Days 1541.60 91-180 Days IG-1 1317.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 990.33 75 - 82 Days 20.65 Open IG-2 146.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12200.91 75 - 82 Days 415.76 30-90 Days S-1 2181.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15811.71 75 - 82 Days 735.76 30-90 Days S-2 1735.10 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14317.92 75 - 82 Days 808.29 30-90 Days S-3 2058.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6095.57 75 - 82 Days 654.87 <30 Days S-4 1122.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1840.17 75 - 82 Days 267.95 91-180 Days S-5 32.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16719.27 75 - 82 Days 70.55 Open S-6 3068.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 17000.51 75 - 82 Days 1536.19 <30 Days S-7 1144.57 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16236.74 83 - 90 Days 2194.40 30-90 Days A-0-Q 2600.51 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9245.95 83 - 90 Days 1004.12 Open A-1-Q 326.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16459.23 83 - 90 Days 1086.41 <30 Days A-2-Q 2414.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16195.74 83 - 90 Days 743.61 30-90 Days A-3-Q 830.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12061.50 83 - 90 Days 1586.57 30-90 Days A-4-Q 921.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5591.30 83 - 90 Days 645.29 Open A-5-Q 236.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15837.16 83 - 90 Days 1077.20 <30 Days CB-1-Q 1942.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14753.74 83 - 90 Days 744.99 30-90 Days CB-2-Q 2527.58 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16580.22 83 - 90 Days 2317.27 30-90 Days S-1-Q 88.54 No Legal