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 12679.60 >3 Yr <= 4 Yr 680.44 91-180 Days CB-1 2327.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10396.96 >3 Yr <= 4 Yr 860.61 91-180 Days CB-2 1666.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10622.45 >3 Yr <= 4 Yr 246.88 30-90 Days CB-3 888.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14067.15 >3 Yr <= 4 Yr 1009.12 Open E-1 2220.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10794.89 >3 Yr <= 4 Yr 466.45 Open E-2 2121.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8079.60 >3 Yr <= 4 Yr 977.89 30-90 Days G-1 665.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3266.24 >3 Yr <= 4 Yr 444.51 Open G-2 616.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3777.47 >3 Yr <= 4 Yr 188.16 91-180 Days G-3 308.06 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10922.99 >3 Yr <= 4 Yr 1557.88 Open IG-1 2095.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14178.67 >3 Yr <= 4 Yr 147.09 <30 Days IG-2 1759.33 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10717.75 >3 Yr <= 4 Yr 1166.21 Open S-1 339.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9305.08 >3 Yr <= 4 Yr 892.94 <30 Days S-2 1064.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4321.36 >3 Yr <= 4 Yr 142.00 30-90 Days S-3 848.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14185.72 >3 Yr <= 4 Yr 336.49 91-180 Days S-4 1048.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16998.62 >3 Yr <= 4 Yr 199.29 30-90 Days S-5 1023.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3557.30 >3 Yr <= 4 Yr 229.93 <30 Days S-6 570.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5135.14 >3 Yr <= 4 Yr 120.99 91-180 Days S-7 558.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5652.57 >4 Yr <= 5 Yr 318.80 <30 Days A-0-Q 135.61 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8569.00 >4 Yr <= 5 Yr 1011.59 <30 Days A-1-Q 158.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10757.30 >4 Yr <= 5 Yr 785.89 <30 Days A-2-Q 277.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6216.34 >4 Yr <= 5 Yr 879.21 91-180 Days A-3-Q 813.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1010.21 >4 Yr <= 5 Yr 108.72 Open A-4-Q 6.27 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11216.12 >4 Yr <= 5 Yr 1126.55 30-90 Days A-5-Q 1983.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11824.12 >4 Yr <= 5 Yr 487.72 <30 Days CB-1-Q 130.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14017.21 >4 Yr <= 5 Yr 1457.75 30-90 Days CB-2-Q 2426.78 Yes Liberty Capital Markets Inc. Legal