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 16376.35 Day 9 2273.67 <30 Days A-4-Q 264.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5061.57 Day 9 197.18 91-180 Days A-5-Q 610.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8286.28 Day 9 536.85 <30 Days CB-1-Q 1484.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9744.93 Day 9 360.05 91-180 Days CB-2-Q 32.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16639.33 Day 9 1948.85 <30 Days S-1-Q 1724.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5212.97 Day 9 673.75 <30 Days S-2-Q 416.04 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4471.26 Day 9 379.82 30-90 Days S-3-Q 750.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4307.48 Day 9 626.13 <30 Days S-4-Q 597.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14713.82 Day 9 1919.15 91-180 Days CB-3-Q 321.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15459.35 Day 9 824.53 91-180 Days G-1-Q 2458.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9748.40 Day 9 1380.47 91-180 Days G-2-Q 228.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4108.56 Day 9 1.02 91-180 Days G-3-Q 140.84 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2650.31 Day 9 156.24 91-180 Days S-5-Q 70.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16830.31 Day 9 1043.16 91-180 Days S-6-Q 2107.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8462.05 Day 9 329.23 30-90 Days S-7-Q 255.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3590.02 Day 9 248.68 Open E-1-Q 201.87 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4278.33 Day 9 451.11 <30 Days E-2-Q 745.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12821.15 Day 9 1375.48 <30 Days IG-1-Q 184.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7270.68 Day 9 127.18 91-180 Days IG-2-Q 953.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2091.45 Day 9 305.60 30-90 Days C-1 243.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3027.92 Day 9 260.26 30-90 Days CB-4 580.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6433.91 Day 9 288.85 91-180 Days E-10 421.05 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16495.45 Day 9 1361.45 91-180 Days E-3 649.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6936.37 Day 9 1025.03 <30 Days E-4 28.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5327.63 Day 9 171.70 30-90 Days E-5 416.53 No Operations