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 273.99 >4 Yr <= 5 Yr 34.39 <30 Days N-6 39.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15519.96 >4 Yr <= 5 Yr 1518.91 Open N-7 426.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16409.37 >4 Yr <= 5 Yr 488.38 30-90 Days P-1 2635.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4835.60 >4 Yr <= 5 Yr 358.68 <30 Days P-2 894.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3398.55 >4 Yr <= 5 Yr 436.86 91-180 Days S-8 231.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12342.36 >4 Yr <= 5 Yr 1772.64 30-90 Days Y-1 2361.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10919.64 >4 Yr <= 5 Yr 1340.09 Open Y-2 1931.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7315.78 >4 Yr <= 5 Yr 833.89 91-180 Days Y-3 547.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5207.10 >4 Yr <= 5 Yr 651.24 30-90 Days Y-4 512.89 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12670.10 >4 Yr <= 5 Yr 1253.99 Open Z-1 2519.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11859.55 >4 Yr <= 5 Yr 1749.25 Open A-2 441.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11735.30 >4 Yr <= 5 Yr 1712.90 <30 Days A-3 1669.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15666.81 >4 Yr <= 5 Yr 1607.35 Open A-4 2767.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1953.27 >4 Yr <= 5 Yr 99.22 <30 Days A-5 69.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16214.49 >4 Yr <= 5 Yr 895.66 91-180 Days CB-1 3097.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10088.87 >4 Yr <= 5 Yr 1443.14 <30 Days CB-2 1374.49 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11508.46 >4 Yr <= 5 Yr 304.71 30-90 Days CB-3 2036.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8004.96 >4 Yr <= 5 Yr 911.67 <30 Days E-1 1469.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 376.02 >4 Yr <= 5 Yr 40.79 Open E-2 29.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 70.03 >4 Yr <= 5 Yr 8.15 <30 Days G-1 2.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12585.15 >4 Yr <= 5 Yr 1378.57 <30 Days G-2 212.61 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12602.46 >4 Yr <= 5 Yr 897.79 91-180 Days G-3 2294.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2894.34 >4 Yr <= 5 Yr 433.93 <30 Days IG-1 387.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4366.87 >4 Yr <= 5 Yr 442.56 30-90 Days IG-2 314.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11342.90 >4 Yr <= 5 Yr 637.83 30-90 Days S-1 1262.61 No Risk Management