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 5891.96 >2 Yr <= 3 Yr 628.39 30-90 Days P-2 475.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14293.89 >2 Yr <= 3 Yr 974.05 91-180 Days S-8 2039.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2924.87 >2 Yr <= 3 Yr 425.39 <30 Days Y-1 64.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14066.44 >2 Yr <= 3 Yr 583.02 <30 Days Y-2 341.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14745.28 >2 Yr <= 3 Yr 647.99 Open Y-3 922.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8404.07 >2 Yr <= 3 Yr 758.97 30-90 Days Y-4 235.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13479.47 >2 Yr <= 3 Yr 1073.37 Open Z-1 2659.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14324.53 >2 Yr <= 3 Yr 2021.25 Open A-2 1902.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14000.36 >2 Yr <= 3 Yr 993.54 <30 Days A-3 1761.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11171.77 >2 Yr <= 3 Yr 1008.01 <30 Days A-4 154.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13290.13 >2 Yr <= 3 Yr 1074.96 30-90 Days A-5 2436.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6.03 >2 Yr <= 3 Yr 0.65 <30 Days CB-1 1.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9769.82 >2 Yr <= 3 Yr 1406.95 91-180 Days CB-2 43.81 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4427.98 >2 Yr <= 3 Yr 483.32 <30 Days CB-3 380.91 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4790.50 >2 Yr <= 3 Yr 175.37 30-90 Days E-1 395.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8667.53 >2 Yr <= 3 Yr 1237.47 91-180 Days E-2 1061.21 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3889.09 >2 Yr <= 3 Yr 579.38 Open G-1 9.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15603.70 >2 Yr <= 3 Yr 1827.50 30-90 Days G-2 1446.28 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15791.92 >2 Yr <= 3 Yr 1189.98 <30 Days G-3 2577.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12119.77 >2 Yr <= 3 Yr 418.07 Open IG-1 614.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12946.31 >2 Yr <= 3 Yr 191.75 <30 Days IG-2 1710.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2219.44 >2 Yr <= 3 Yr 94.62 <30 Days S-1 409.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2653.75 >2 Yr <= 3 Yr 39.59 Open S-2 295.43 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3191.92 >2 Yr <= 3 Yr 335.49 Open S-3 457.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11653.38 >2 Yr <= 3 Yr 1240.77 <30 Days S-4 2129.92 Yes Liberty Wealth Management LLC Treasury