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 4363.97 121 - 150 Days 499.25 30-90 Days N-4 127.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6217.28 121 - 150 Days 169.50 30-90 Days N-5 180.79 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6572.35 121 - 150 Days 867.81 <30 Days N-6 1210.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1445.75 121 - 150 Days 24.58 30-90 Days N-7 263.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7489.66 121 - 150 Days 402.43 Open P-1 1025.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 778.68 121 - 150 Days 43.16 30-90 Days P-2 123.65 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4239.07 121 - 150 Days 510.92 <30 Days S-8 579.44 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9220.50 121 - 150 Days 1070.22 30-90 Days Y-1 199.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11301.22 121 - 150 Days 1388.74 <30 Days Y-2 1632.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13459.03 121 - 150 Days 782.14 <30 Days Y-3 2529.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8841.02 121 - 150 Days 1185.82 30-90 Days Y-4 816.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5422.73 121 - 150 Days 20.90 Open Z-1 92.37 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11412.03 121 - 150 Days 182.69 91-180 Days A-2 260.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8995.98 121 - 150 Days 1265.63 91-180 Days A-3 1232.97 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1924.52 121 - 150 Days 114.42 91-180 Days A-4 20.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9363.73 121 - 150 Days 1082.32 91-180 Days A-5 9.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 959.18 121 - 150 Days 66.46 30-90 Days CB-1 68.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15307.36 121 - 150 Days 1963.63 91-180 Days CB-2 2247.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15116.16 121 - 150 Days 2175.29 Open CB-3 2773.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7217.67 121 - 150 Days 771.72 30-90 Days E-1 348.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5018.58 121 - 150 Days 608.72 <30 Days E-2 362.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9856.10 121 - 150 Days 12.94 Open G-1 5.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1529.52 121 - 150 Days 40.22 91-180 Days G-2 95.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 189.47 121 - 150 Days 11.07 30-90 Days G-3 22.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11486.13 121 - 150 Days 818.87 30-90 Days IG-1 1935.64 No Risk Management