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 13767.42 >= 1 Yr <= 2 Yr 1839.09 91-180 Days E-1 184.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2810.66 >= 1 Yr <= 2 Yr 82.02 91-180 Days E-2 83.23 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4935.17 >= 1 Yr <= 2 Yr 347.99 30-90 Days G-1 57.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12294.52 >= 1 Yr <= 2 Yr 1352.99 <30 Days G-2 2309.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5144.66 >= 1 Yr <= 2 Yr 736.43 <30 Days G-3 581.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5333.93 >= 1 Yr <= 2 Yr 767.52 30-90 Days IG-1 642.16 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4889.85 >= 1 Yr <= 2 Yr 454.66 Open IG-2 509.96 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2582.61 >= 1 Yr <= 2 Yr 109.77 30-90 Days S-1 193.76 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11514.33 >= 1 Yr <= 2 Yr 85.56 Open S-2 455.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4997.15 >= 1 Yr <= 2 Yr 248.52 91-180 Days S-3 300.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16647.79 >= 1 Yr <= 2 Yr 350.50 91-180 Days S-4 2235.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1006.41 >= 1 Yr <= 2 Yr 103.39 30-90 Days S-5 49.01 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6650.98 >= 1 Yr <= 2 Yr 194.84 <30 Days S-6 1121.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2771.66 >= 1 Yr <= 2 Yr 343.66 30-90 Days S-7 34.18 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11728.28 >2 Yr <= 3 Yr 673.49 Open A-0-Q 2084.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5082.16 >2 Yr <= 3 Yr 572.21 91-180 Days A-1-Q 805.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14276.34 >2 Yr <= 3 Yr 1772.49 91-180 Days A-2-Q 2139.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6532.15 >2 Yr <= 3 Yr 463.74 Open A-3-Q 534.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2511.98 >2 Yr <= 3 Yr 171.35 91-180 Days A-4-Q 408.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13658.40 >2 Yr <= 3 Yr 963.42 91-180 Days A-5-Q 656.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 117.27 >2 Yr <= 3 Yr 0.52 Open CB-1-Q 21.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8619.48 >2 Yr <= 3 Yr 1183.78 91-180 Days CB-2-Q 611.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12431.90 >2 Yr <= 3 Yr 416.91 Open S-1-Q 1085.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6630.28 >2 Yr <= 3 Yr 969.60 91-180 Days S-2-Q 203.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12428.12 >2 Yr <= 3 Yr 973.00 30-90 Days S-3-Q 274.97 Yes Liberty Wealth Management LLC Risk Management