Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 3870.51 >5 Yr 319.71 91-180 Days A-3 701.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7246.06 >5 Yr 1069.53 91-180 Days A-4 745.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6244.20 >5 Yr 685.21 30-90 Days A-5 333.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15089.11 >5 Yr 879.02 91-180 Days CB-1 797.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13731.66 >5 Yr 1189.09 30-90 Days CB-2 2553.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9154.68 >5 Yr 1154.01 30-90 Days CB-3 285.72 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16173.49 >5 Yr 174.54 <30 Days E-1 3025.50 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11331.42 >5 Yr 386.02 Open E-2 174.31 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16058.07 >5 Yr 1027.18 91-180 Days G-1 1043.73 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15454.22 >5 Yr 1027.56 Open G-2 359.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9583.54 >5 Yr 5.59 Open G-3 764.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5251.86 >5 Yr 692.32 91-180 Days IG-1 65.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3910.58 >5 Yr 54.84 91-180 Days IG-2 653.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15078.66 >5 Yr 2040.30 91-180 Days S-1 2904.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1462.48 >5 Yr 194.11 91-180 Days S-2 10.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3800.19 >5 Yr 229.41 Open S-3 260.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5405.98 >5 Yr 404.88 30-90 Days S-4 653.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16655.36 >5 Yr 2164.12 Open S-5 2714.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12238.18 >5 Yr 1039.93 30-90 Days S-6 9.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3897.52 >5 Yr 150.73 30-90 Days S-7 732.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12731.56 Perpetual 1557.27 <30 Days A-0-Q 713.96 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6210.67 Perpetual 128.39 30-90 Days A-1-Q 376.49 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10685.51 Perpetual 635.98 91-180 Days A-2-Q 584.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14325.92 Perpetual 892.39 91-180 Days A-3-Q 553.97 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12833.41 Perpetual 592.13 30-90 Days A-4-Q 1507.42 Yes Liberty Mortgage Services Corp. Risk Management