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 No 16768.20 >3 Yr <= 4 Yr 1098.28 30-90 Days IG-2-Q 2046.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8236.92 >3 Yr <= 4 Yr 263.93 91-180 Days C-1 985.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10467.55 >3 Yr <= 4 Yr 221.11 <30 Days CB-4 1922.33 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6485.00 >3 Yr <= 4 Yr 171.64 Open E-10 555.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5340.67 >3 Yr <= 4 Yr 528.12 30-90 Days E-3 839.60 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16969.73 >3 Yr <= 4 Yr 94.78 30-90 Days E-4 1576.78 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3887.73 >3 Yr <= 4 Yr 269.65 91-180 Days E-5 353.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7360.47 >3 Yr <= 4 Yr 1005.76 91-180 Days E-6 1275.44 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16188.86 >3 Yr <= 4 Yr 1826.49 91-180 Days E-7 619.23 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13232.89 >3 Yr <= 4 Yr 1557.91 30-90 Days E-8 1657.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1297.15 >3 Yr <= 4 Yr 27.85 Open E-9 68.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5692.36 >3 Yr <= 4 Yr 412.12 <30 Days G-4 500.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15675.27 >3 Yr <= 4 Yr 2083.69 91-180 Days IG-3 3082.14 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1598.26 >3 Yr <= 4 Yr 93.56 <30 Days IG-4 53.32 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11284.86 >3 Yr <= 4 Yr 1559.09 91-180 Days IG-5 51.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15817.35 >3 Yr <= 4 Yr 620.03 Open IG-6 2264.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8811.53 >3 Yr <= 4 Yr 410.58 91-180 Days IG-7 1180.19 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5950.18 >3 Yr <= 4 Yr 576.89 30-90 Days IG-8 606.72 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14181.52 >3 Yr <= 4 Yr 1881.49 <30 Days L-1 2174.63 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1598.46 >3 Yr <= 4 Yr 189.41 <30 Days L-10 286.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10062.22 >3 Yr <= 4 Yr 1249.66 91-180 Days L-11 237.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4572.28 >3 Yr <= 4 Yr 313.95 30-90 Days L-2 618.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8901.16 >3 Yr <= 4 Yr 663.51 Open L-3 495.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10268.93 >3 Yr <= 4 Yr 1363.70 Open L-4 1749.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3868.70 >3 Yr <= 4 Yr 417.82 91-180 Days L-5 554.46 No Legal