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 Yes 313.30 Day 50 5.98 30-90 Days A-5-Q 7.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10988.98 Day 50 813.64 <30 Days CB-1-Q 1863.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3020.06 Day 50 234.73 Open CB-2-Q 276.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8834.16 Day 50 610.47 91-180 Days S-1-Q 1279.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11571.51 Day 50 1723.17 <30 Days S-2-Q 2102.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15580.26 Day 50 554.78 Open S-3-Q 2512.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14118.85 Day 50 1955.49 Open S-4-Q 233.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11294.61 Day 50 778.16 <30 Days CB-3-Q 795.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14937.82 Day 50 146.69 91-180 Days G-1-Q 340.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3538.36 Day 50 432.40 <30 Days G-2-Q 296.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11821.39 Day 50 604.71 91-180 Days G-3-Q 1827.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1852.59 Day 50 77.62 91-180 Days S-5-Q 351.26 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14100.91 Day 50 1510.51 Open S-6-Q 286.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5522.42 Day 50 728.39 30-90 Days S-7-Q 388.94 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5782.48 Day 50 91.81 <30 Days E-1-Q 913.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10731.86 Day 50 455.40 30-90 Days E-2-Q 1573.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16386.17 Day 50 954.70 <30 Days IG-1-Q 2517.78 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3451.87 Day 50 254.07 30-90 Days IG-2-Q 424.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15378.72 Day 50 620.56 <30 Days C-1 1592.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6772.03 Day 50 406.62 91-180 Days CB-4 586.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8684.87 Day 50 1141.94 30-90 Days E-10 609.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8237.19 Day 50 1181.14 30-90 Days E-3 927.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1409.74 Day 50 43.01 91-180 Days E-4 42.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6896.18 Day 50 301.48 91-180 Days E-5 636.71 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13090.64 Day 50 1644.56 30-90 Days E-6 1615.80 No Risk Management