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 7075.99 180 - 270 Days 1023.67 <30 Days G-2 135.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9698.09 180 - 270 Days 794.69 91-180 Days G-3 1689.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5370.47 180 - 270 Days 545.77 91-180 Days IG-1 278.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2121.09 180 - 270 Days 278.04 Open IG-2 292.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15743.54 180 - 270 Days 542.36 91-180 Days S-1 2162.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11542.10 180 - 270 Days 577.22 Open S-2 1156.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9510.03 180 - 270 Days 1153.60 Open S-3 245.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16402.68 180 - 270 Days 1411.35 <30 Days S-4 1241.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14667.35 180 - 270 Days 738.77 Open S-5 2069.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6327.72 180 - 270 Days 761.55 Open S-6 1044.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1890.14 180 - 270 Days 117.19 <30 Days S-7 297.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15952.46 271 - 364 Days 1476.41 Open A-0-Q 2095.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10132.75 271 - 364 Days 422.91 <30 Days A-1-Q 1996.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5254.76 271 - 364 Days 744.64 30-90 Days A-2-Q 412.79 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5288.51 271 - 364 Days 410.53 30-90 Days A-3-Q 484.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1025.91 271 - 364 Days 21.57 <30 Days A-4-Q 198.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11489.81 271 - 364 Days 1473.90 <30 Days A-5-Q 135.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12209.49 271 - 364 Days 1150.82 91-180 Days CB-1-Q 887.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11655.55 271 - 364 Days 1207.42 91-180 Days CB-2-Q 1345.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6861.85 271 - 364 Days 528.76 <30 Days S-1-Q 1088.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3181.09 271 - 364 Days 209.51 30-90 Days S-2-Q 443.25 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3125.91 271 - 364 Days 160.76 91-180 Days S-3-Q 547.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14070.08 271 - 364 Days 1279.77 Open S-4-Q 2409.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6848.17 271 - 364 Days 164.87 30-90 Days CB-3-Q 43.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5339.63 271 - 364 Days 480.46 91-180 Days G-1-Q 831.29 Yes Liberty National Bank Risk Management