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 2496.56 Day 41 20.12 91-180 Days IG-2 362.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10791.05 Day 41 660.42 <30 Days S-1 1954.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1218.08 Day 41 30.63 30-90 Days S-2 53.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16415.67 Day 41 1730.66 30-90 Days S-3 1435.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16930.73 Day 41 1117.79 Open S-4 2872.48 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5727.44 Day 41 512.95 30-90 Days S-5 1004.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4047.10 Day 41 452.91 Open S-6 744.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9554.60 Day 41 1198.36 30-90 Days S-7 367.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9050.86 Day 42 1173.07 30-90 Days A-0-Q 882.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1615.90 Day 42 221.28 30-90 Days A-1-Q 184.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13982.73 Day 42 85.96 30-90 Days A-2-Q 1075.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8645.11 Day 42 765.93 <30 Days A-3-Q 1535.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11879.80 Day 42 225.90 30-90 Days A-4-Q 2115.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5485.34 Day 42 2.99 30-90 Days A-5-Q 820.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4999.17 Day 42 352.45 <30 Days CB-1-Q 93.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6217.10 Day 42 883.10 Open CB-2-Q 623.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4773.45 Day 42 623.85 91-180 Days S-1-Q 743.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12233.97 Day 42 1553.54 91-180 Days S-2-Q 272.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4514.61 Day 42 227.31 Open S-3-Q 67.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11948.79 Day 42 1244.86 <30 Days S-4-Q 1508.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1194.46 Day 42 19.16 <30 Days CB-3-Q 93.02 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4021.31 Day 42 514.54 30-90 Days G-1-Q 290.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14052.45 Day 42 343.79 Open G-2-Q 573.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14078.82 Day 42 811.36 30-90 Days G-3-Q 2575.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10350.27 Day 42 1306.12 <30 Days S-5-Q 2036.03 No Operations