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 14583.06 271 - 364 Days 38.48 91-180 Days IG-8 955.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4324.78 271 - 364 Days 360.67 91-180 Days L-1 148.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12048.59 271 - 364 Days 775.16 30-90 Days L-10 830.09 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16031.49 271 - 364 Days 1397.44 Open L-11 566.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16923.55 271 - 364 Days 524.79 <30 Days L-2 225.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14908.21 271 - 364 Days 2202.65 Open L-3 2289.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1904.76 271 - 364 Days 260.66 <30 Days L-4 347.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5589.05 271 - 364 Days 666.38 Open L-5 644.45 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14980.09 271 - 364 Days 1369.01 91-180 Days L-6 2860.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12821.50 271 - 364 Days 1867.88 Open L-7 830.02 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6037.03 271 - 364 Days 659.63 Open L-8 698.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8430.43 271 - 364 Days 1254.30 <30 Days L-9 1487.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15224.11 271 - 364 Days 976.59 Open LC-1 2456.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10962.16 271 - 364 Days 575.56 <30 Days LC-2 168.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2975.24 271 - 364 Days 432.50 Open N-1 71.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3920.13 271 - 364 Days 313.90 91-180 Days N-2 549.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9030.63 271 - 364 Days 1022.23 Open N-3 1396.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11131.95 271 - 364 Days 1481.64 <30 Days N-4 1284.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9422.32 271 - 364 Days 232.87 91-180 Days N-5 276.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 705.50 271 - 364 Days 26.27 Open N-6 42.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4798.59 271 - 364 Days 458.90 91-180 Days N-7 918.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4780.52 271 - 364 Days 583.02 30-90 Days P-1 537.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15180.08 271 - 364 Days 2268.60 Open P-2 1892.93 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8962.56 271 - 364 Days 592.75 <30 Days S-8 77.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6481.89 271 - 364 Days 85.64 Open Y-1 844.41 Yes Liberty National Bank Risk Management