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 11853.20 Day 2 618.14 <30 Days A-2-Q 610.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 644.63 Day 2 47.94 91-180 Days A-3-Q 87.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8113.03 Day 2 1008.03 30-90 Days A-4-Q 200.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5024.92 Day 2 347.26 30-90 Days A-5-Q 916.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14015.58 Day 2 1489.64 91-180 Days CB-1-Q 653.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15225.23 Day 2 1630.47 91-180 Days CB-2-Q 1327.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12364.23 Day 2 1572.81 <30 Days S-1-Q 1343.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10649.19 Day 2 1426.61 Open S-2-Q 1011.08 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15390.09 Day 2 979.42 91-180 Days S-3-Q 188.75 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14038.44 Day 2 422.51 91-180 Days S-4-Q 2246.82 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5727.45 Day 2 331.74 30-90 Days CB-3-Q 1004.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7777.71 Day 2 573.62 Open G-1-Q 1351.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1378.44 Day 2 191.23 <30 Days G-2-Q 130.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11711.65 Day 2 1237.32 91-180 Days G-3-Q 1509.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11542.47 Day 2 1391.74 <30 Days S-5-Q 2.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 410.45 Day 2 41.49 Open S-6-Q 40.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16615.51 Day 2 687.92 <30 Days S-7-Q 1034.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11317.58 Day 2 438.23 30-90 Days E-1-Q 1162.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7550.66 Day 2 186.67 Open E-2-Q 91.02 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13289.34 Day 2 394.96 <30 Days IG-1-Q 2231.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 350.66 Day 2 45.30 30-90 Days IG-2-Q 65.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6547.76 Day 2 183.07 Open C-1 500.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 724.27 Day 2 83.48 <30 Days CB-4 65.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7295.08 Day 2 1085.32 91-180 Days E-10 833.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15026.32 Day 2 677.77 <30 Days E-3 2256.80 Yes Liberty National Bank Treasury