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 No 12258.70 >= 1 Yr <= 2 Yr 1078.49 30-90 Days E-10 2338.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15909.45 >= 1 Yr <= 2 Yr 2246.49 91-180 Days E-3 2694.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13013.04 >= 1 Yr <= 2 Yr 1177.39 <30 Days E-4 2571.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4795.21 >= 1 Yr <= 2 Yr 112.94 <30 Days E-5 571.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11455.84 >= 1 Yr <= 2 Yr 61.43 Open E-6 466.47 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9746.04 >= 1 Yr <= 2 Yr 1349.62 30-90 Days E-7 1057.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4819.18 >= 1 Yr <= 2 Yr 603.42 30-90 Days E-8 118.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8638.72 >= 1 Yr <= 2 Yr 223.88 Open E-9 1569.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 442.09 >= 1 Yr <= 2 Yr 63.58 <30 Days G-4 5.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6758.74 >= 1 Yr <= 2 Yr 555.88 91-180 Days IG-3 863.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11089.50 >= 1 Yr <= 2 Yr 614.59 Open IG-4 1272.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7707.68 >= 1 Yr <= 2 Yr 1101.60 91-180 Days IG-5 796.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13416.76 >= 1 Yr <= 2 Yr 145.99 Open IG-6 2261.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16683.13 >= 1 Yr <= 2 Yr 2042.86 91-180 Days IG-7 1921.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4360.16 >= 1 Yr <= 2 Yr 90.38 <30 Days IG-8 3.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4899.99 >= 1 Yr <= 2 Yr 240.29 30-90 Days L-1 342.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12201.54 >= 1 Yr <= 2 Yr 1576.22 Open L-10 131.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13544.59 >= 1 Yr <= 2 Yr 933.37 91-180 Days L-11 2671.29 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5841.04 >= 1 Yr <= 2 Yr 578.45 Open L-2 486.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2149.25 >= 1 Yr <= 2 Yr 314.25 <30 Days L-3 36.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6034.16 >= 1 Yr <= 2 Yr 573.88 <30 Days L-4 297.67 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10701.45 >= 1 Yr <= 2 Yr 1412.00 <30 Days L-5 411.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5783.94 >= 1 Yr <= 2 Yr 351.59 Open L-6 1101.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7287.67 >= 1 Yr <= 2 Yr 698.45 30-90 Days L-7 735.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2852.29 >= 1 Yr <= 2 Yr 390.16 30-90 Days L-8 372.33 No Operations