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 14568.94 151 - 179 Days 2152.99 91-180 Days S-6-Q 2142.35 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16408.12 151 - 179 Days 225.61 <30 Days S-7-Q 1449.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13840.01 151 - 179 Days 655.64 Open E-1-Q 1094.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12825.33 151 - 179 Days 54.79 30-90 Days E-2-Q 2066.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12131.42 151 - 179 Days 486.56 <30 Days IG-1-Q 1833.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2004.50 151 - 179 Days 175.23 Open IG-2-Q 108.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2056.38 151 - 179 Days 4.11 30-90 Days C-1 62.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7126.01 151 - 179 Days 964.83 30-90 Days CB-4 688.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4297.95 151 - 179 Days 393.28 <30 Days E-10 252.74 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14857.43 151 - 179 Days 2100.01 Open E-3 1251.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10974.22 151 - 179 Days 148.44 Open E-4 1197.66 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10300.25 151 - 179 Days 685.82 Open E-5 556.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13779.40 151 - 179 Days 710.69 <30 Days E-6 1588.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12602.05 151 - 179 Days 1747.33 30-90 Days E-7 142.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10726.95 151 - 179 Days 418.59 30-90 Days E-8 1775.56 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16112.55 151 - 179 Days 2223.18 30-90 Days E-9 3039.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8663.43 151 - 179 Days 543.68 <30 Days G-4 379.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8744.19 151 - 179 Days 349.11 <30 Days IG-3 232.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16804.00 151 - 179 Days 2419.53 Open IG-4 1658.00 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 17138.75 151 - 179 Days 701.70 91-180 Days IG-5 86.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1467.87 151 - 179 Days 172.58 30-90 Days IG-6 151.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16504.26 151 - 179 Days 1744.03 <30 Days IG-7 3273.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2314.81 151 - 179 Days 71.28 91-180 Days IG-8 153.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16606.64 151 - 179 Days 2028.43 30-90 Days L-1 532.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15825.60 151 - 179 Days 181.07 91-180 Days L-10 2103.47 Yes Liberty National Bank Operations