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 12323.89 Day 50 1779.72 91-180 Days IG-1 2253.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16946.52 Day 50 386.35 91-180 Days IG-2 691.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2615.32 Day 50 11.88 30-90 Days S-1 251.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4845.11 Day 50 469.11 Open S-2 166.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2115.17 Day 50 124.37 30-90 Days S-3 361.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3497.67 Day 50 158.33 <30 Days S-4 55.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15633.43 Day 50 2214.29 Open S-5 563.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9569.41 Day 50 1135.44 <30 Days S-6 1458.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12086.93 Day 50 25.25 91-180 Days S-7 2222.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16812.05 Day 51 1471.87 Open A-0-Q 416.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13682.59 Day 51 943.17 30-90 Days A-1-Q 2582.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3977.68 Day 51 396.74 Open A-2-Q 774.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15443.12 Day 51 1702.84 91-180 Days A-3-Q 1918.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14844.55 Day 51 593.03 91-180 Days A-4-Q 1487.41 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16159.36 Day 51 1059.88 <30 Days A-5-Q 1902.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8638.66 Day 51 472.12 91-180 Days CB-1-Q 1186.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 17063.53 Day 51 2282.87 <30 Days CB-2-Q 2481.16 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1959.31 Day 51 69.67 30-90 Days S-1-Q 259.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5362.48 Day 51 350.66 30-90 Days S-2-Q 14.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6755.02 Day 51 863.03 30-90 Days S-3-Q 1233.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6172.35 Day 51 278.53 Open S-4-Q 746.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5934.88 Day 51 311.54 30-90 Days CB-3-Q 684.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15996.00 Day 51 271.99 91-180 Days G-1-Q 1559.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2001.78 Day 51 20.10 30-90 Days G-2-Q 98.53 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1053.66 Day 51 4.96 <30 Days G-3-Q 135.01 Yes Liberty Wealth Management LLC Legal