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 4334.17 83 - 90 Days 597.15 Open N-7 150.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9165.11 83 - 90 Days 677.27 91-180 Days P-1 95.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5122.09 83 - 90 Days 752.78 Open P-2 178.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2873.82 83 - 90 Days 210.45 Open S-8 442.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7452.52 83 - 90 Days 10.58 30-90 Days Y-1 1349.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9496.34 83 - 90 Days 1346.11 91-180 Days Y-2 317.43 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11994.05 83 - 90 Days 793.03 <30 Days Y-3 2218.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6408.01 83 - 90 Days 178.23 <30 Days Y-4 11.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9388.99 83 - 90 Days 205.94 30-90 Days Z-1 818.70 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 830.54 83 - 90 Days 95.47 91-180 Days A-2 134.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15349.52 83 - 90 Days 986.17 Open A-3 722.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3735.15 83 - 90 Days 225.91 30-90 Days A-4 336.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1247.36 83 - 90 Days 47.27 Open A-5 146.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6150.69 83 - 90 Days 446.62 91-180 Days CB-1 642.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4369.55 83 - 90 Days 321.01 Open CB-2 296.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1084.66 83 - 90 Days 80.96 91-180 Days CB-3 27.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4840.86 83 - 90 Days 22.29 Open E-1 126.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1605.97 83 - 90 Days 64.92 Open E-2 35.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2096.44 83 - 90 Days 259.13 30-90 Days G-1 74.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4553.40 83 - 90 Days 466.28 <30 Days G-2 897.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16601.40 83 - 90 Days 816.52 30-90 Days G-3 734.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7029.65 83 - 90 Days 53.31 Open IG-1 690.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12380.02 83 - 90 Days 509.33 Open IG-2 865.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14235.77 83 - 90 Days 518.61 30-90 Days S-1 1526.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16643.26 83 - 90 Days 2381.56 Open S-2 773.72 Yes Liberty National Bank Finance