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 2649.10 Day 16 159.58 <30 Days CB-1-Q 427.39 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10637.38 Day 16 1545.08 30-90 Days CB-2-Q 25.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5213.21 Day 16 645.37 30-90 Days S-1-Q 835.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1404.31 Day 16 188.75 Open S-2-Q 67.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12274.31 Day 16 483.13 Open S-3-Q 1609.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6825.44 Day 16 52.25 91-180 Days S-4-Q 1195.23 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10002.58 Day 16 436.14 Open CB-3-Q 1059.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13575.98 Day 16 1934.07 30-90 Days G-1-Q 955.56 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9410.37 Day 16 777.29 Open G-2-Q 1395.48 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11894.56 Day 16 887.75 30-90 Days G-3-Q 61.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10861.61 Day 16 550.59 Open S-5-Q 1855.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11546.09 Day 16 1259.37 91-180 Days S-6-Q 1335.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15973.42 Day 16 1916.28 <30 Days S-7-Q 1513.31 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10829.03 Day 16 614.71 <30 Days E-1-Q 1287.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9235.15 Day 16 1135.38 <30 Days E-2-Q 1654.27 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 294.33 Day 16 0.43 30-90 Days IG-1-Q 42.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10350.52 Day 16 1073.18 <30 Days IG-2-Q 307.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1480.75 Day 16 8.60 30-90 Days C-1 57.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12629.65 Day 16 247.61 Open CB-4 226.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7049.67 Day 16 1028.22 <30 Days E-10 1023.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6220.64 Day 16 574.11 <30 Days E-3 311.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10873.25 Day 16 1319.14 Open E-4 536.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 70.81 Day 16 2.52 30-90 Days E-5 13.12 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10852.24 Day 16 364.91 <30 Days E-6 1837.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6861.39 Day 16 680.29 <30 Days E-7 1197.51 No Risk Management