Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 15952.03 Day 27 1306.32 Open A-2-Q 3086.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12534.58 Day 27 825.88 30-90 Days A-3-Q 2038.22 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6259.65 Day 27 208.77 30-90 Days A-4-Q 1132.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11308.37 Day 27 1024.63 30-90 Days A-5-Q 1707.07 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16902.87 Day 27 2030.61 30-90 Days CB-1-Q 1521.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9064.54 Day 27 628.91 91-180 Days CB-2-Q 806.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16446.54 Day 27 2367.92 91-180 Days S-1-Q 2154.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2035.04 Day 27 157.63 Open S-2-Q 393.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3771.55 Day 27 119.52 Open S-3-Q 527.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4458.68 Day 27 421.18 Open S-4-Q 440.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1012.83 Day 27 33.35 Open CB-3-Q 169.15 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1431.75 Day 27 141.17 <30 Days G-1-Q 152.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8895.29 Day 27 969.13 91-180 Days G-2-Q 1231.09 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2303.38 Day 27 106.93 <30 Days G-3-Q 389.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8857.59 Day 27 1321.55 Open S-5-Q 1042.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15958.27 Day 27 2357.86 30-90 Days S-6-Q 3176.25 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16511.50 Day 27 658.92 <30 Days S-7-Q 324.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5641.97 Day 27 772.17 91-180 Days E-1-Q 1052.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9186.46 Day 27 235.15 30-90 Days E-2-Q 727.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14104.96 Day 27 535.95 Open IG-1-Q 486.51 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11968.95 Day 27 1453.14 Open IG-2-Q 1785.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1951.51 Day 27 50.03 Open C-1 140.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4014.10 Day 27 441.51 30-90 Days CB-4 277.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11100.32 Day 27 152.05 30-90 Days E-10 85.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4346.68 Day 27 604.22 <30 Days E-3 785.70 Yes Liberty National Bank Risk Management