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 8479.64 >2 Yr <= 3 Yr 897.02 Open S-5 584.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1414.34 >2 Yr <= 3 Yr 133.99 91-180 Days S-6 55.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14253.68 >2 Yr <= 3 Yr 1227.30 Open S-7 1825.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9548.61 >3 Yr <= 4 Yr 1404.92 Open A-0-Q 1490.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15991.33 >3 Yr <= 4 Yr 2291.71 91-180 Days A-1-Q 537.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10063.01 >3 Yr <= 4 Yr 840.10 <30 Days A-2-Q 1167.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16383.96 >3 Yr <= 4 Yr 2135.27 <30 Days A-3-Q 3059.13 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9077.82 >3 Yr <= 4 Yr 16.78 Open A-4-Q 1393.63 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9642.21 >3 Yr <= 4 Yr 609.57 30-90 Days A-5-Q 900.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12156.51 >3 Yr <= 4 Yr 537.74 <30 Days CB-1-Q 998.76 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4593.47 >3 Yr <= 4 Yr 133.18 91-180 Days CB-2-Q 886.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4016.03 >3 Yr <= 4 Yr 572.64 <30 Days S-1-Q 483.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14694.51 >3 Yr <= 4 Yr 754.82 91-180 Days S-2-Q 688.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9332.26 >3 Yr <= 4 Yr 1338.39 91-180 Days S-3-Q 582.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 822.86 >3 Yr <= 4 Yr 49.30 <30 Days S-4-Q 112.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15974.68 >3 Yr <= 4 Yr 1177.91 Open CB-3-Q 2005.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1731.43 >3 Yr <= 4 Yr 154.75 Open G-1-Q 10.89 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 989.05 >3 Yr <= 4 Yr 75.74 <30 Days G-2-Q 39.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7246.76 >3 Yr <= 4 Yr 726.38 91-180 Days G-3-Q 394.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2511.05 >3 Yr <= 4 Yr 263.54 91-180 Days S-5-Q 323.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2139.82 >3 Yr <= 4 Yr 155.05 <30 Days S-6-Q 323.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6813.07 >3 Yr <= 4 Yr 104.20 <30 Days S-7-Q 140.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10128.30 >3 Yr <= 4 Yr 1276.48 30-90 Days E-1-Q 1451.68 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13474.13 >3 Yr <= 4 Yr 1977.73 30-90 Days E-2-Q 1468.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3617.03 >3 Yr <= 4 Yr 139.73 91-180 Days IG-1-Q 551.81 Yes Liberty Mortgage Services Corp. Risk Management