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 777.73 >4 Yr <= 5 Yr 97.98 <30 Days G-4 25.40 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14730.73 >4 Yr <= 5 Yr 1234.67 30-90 Days IG-3 737.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8623.11 >4 Yr <= 5 Yr 940.11 30-90 Days IG-4 1341.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2084.85 >4 Yr <= 5 Yr 7.89 30-90 Days IG-5 163.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10493.95 >4 Yr <= 5 Yr 642.87 <30 Days IG-6 1755.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11793.32 >4 Yr <= 5 Yr 264.14 30-90 Days IG-7 1172.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5819.95 >4 Yr <= 5 Yr 545.60 <30 Days IG-8 785.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1995.26 >4 Yr <= 5 Yr 132.24 Open L-1 179.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2570.67 >4 Yr <= 5 Yr 117.92 30-90 Days L-10 84.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10506.23 >4 Yr <= 5 Yr 298.13 30-90 Days L-11 99.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7270.41 >4 Yr <= 5 Yr 53.87 <30 Days L-2 720.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11605.42 >4 Yr <= 5 Yr 1585.15 Open L-3 705.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14245.56 >4 Yr <= 5 Yr 753.30 Open L-4 1389.08 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9198.05 >4 Yr <= 5 Yr 32.39 30-90 Days L-5 424.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4907.04 >4 Yr <= 5 Yr 231.19 <30 Days L-6 717.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9768.49 >4 Yr <= 5 Yr 1457.00 Open L-7 974.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2437.13 >4 Yr <= 5 Yr 50.59 <30 Days L-8 296.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8507.20 >4 Yr <= 5 Yr 754.66 Open L-9 1152.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16618.11 >4 Yr <= 5 Yr 921.80 91-180 Days LC-1 1580.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16417.96 >4 Yr <= 5 Yr 1821.24 30-90 Days LC-2 1653.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3492.18 >4 Yr <= 5 Yr 404.15 <30 Days N-1 188.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11006.32 >4 Yr <= 5 Yr 879.60 91-180 Days N-2 728.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13535.28 >4 Yr <= 5 Yr 1223.44 30-90 Days N-3 202.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1922.27 >4 Yr <= 5 Yr 273.36 30-90 Days N-4 337.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10347.48 >4 Yr <= 5 Yr 1367.77 Open N-5 1317.94 Yes Liberty Mortgage Services Corp. Risk Management