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 Yes 11581.35 91 - 120 Days 82.12 <30 Days L-4 940.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5532.15 91 - 120 Days 761.86 91-180 Days L-5 1078.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13789.63 91 - 120 Days 1129.91 30-90 Days L-6 1712.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9650.84 91 - 120 Days 909.10 Open L-7 711.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1696.28 91 - 120 Days 157.49 <30 Days L-8 330.18 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8970.35 91 - 120 Days 178.07 <30 Days L-9 952.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8036.31 91 - 120 Days 1158.99 <30 Days LC-1 1279.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9206.58 91 - 120 Days 520.52 <30 Days LC-2 1038.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7641.73 91 - 120 Days 365.29 30-90 Days N-1 1431.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10915.19 91 - 120 Days 347.41 91-180 Days N-2 707.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2747.04 91 - 120 Days 296.28 91-180 Days N-3 350.28 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10510.09 91 - 120 Days 1234.67 <30 Days N-4 318.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11320.98 91 - 120 Days 1601.82 <30 Days N-5 572.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6841.32 91 - 120 Days 362.54 <30 Days N-6 870.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8345.67 91 - 120 Days 540.16 Open N-7 16.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7500.04 91 - 120 Days 398.39 30-90 Days P-1 1401.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16558.38 91 - 120 Days 1378.19 30-90 Days P-2 3230.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10156.55 91 - 120 Days 1514.99 30-90 Days S-8 1578.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 422.56 91 - 120 Days 46.16 Open Y-1 45.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7659.00 91 - 120 Days 901.07 30-90 Days Y-2 1003.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14232.95 91 - 120 Days 199.56 <30 Days Y-3 2106.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14216.69 91 - 120 Days 1808.99 91-180 Days Y-4 2016.21 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8347.47 91 - 120 Days 210.93 Open Z-1 1035.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14458.89 91 - 120 Days 1878.12 Open A-2 940.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16607.91 91 - 120 Days 1259.21 Open A-3 1403.57 Yes Liberty Wealth Management LLC Risk Management