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 7751.26 Day 53 223.84 30-90 Days G-1-Q 1115.42 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4779.25 Day 53 279.20 30-90 Days G-2-Q 304.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9440.76 Day 53 682.79 30-90 Days G-3-Q 238.36 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11628.90 Day 53 1104.79 91-180 Days S-5-Q 1498.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1833.70 Day 53 224.76 30-90 Days S-6-Q 90.95 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14921.49 Day 53 1209.50 30-90 Days S-7-Q 330.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16305.24 Day 53 1414.34 <30 Days E-1-Q 2882.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12753.20 Day 53 1212.54 91-180 Days E-2-Q 298.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15583.85 Day 53 1058.50 <30 Days IG-1-Q 2162.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7598.09 Day 53 892.12 <30 Days IG-2-Q 963.28 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12060.28 Day 53 1181.89 30-90 Days C-1 1658.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4171.14 Day 53 401.29 30-90 Days CB-4 100.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1652.85 Day 53 149.29 Open E-10 81.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7156.09 Day 53 614.79 <30 Days E-3 1320.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 690.58 Day 53 18.39 30-90 Days E-4 49.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12709.71 Day 53 1784.41 <30 Days E-5 2113.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10904.21 Day 53 434.71 <30 Days E-6 1236.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15965.90 Day 53 1159.38 Open E-7 2846.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9978.98 Day 53 460.39 <30 Days E-8 1255.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4644.99 Day 53 231.23 30-90 Days E-9 607.91 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16347.02 Day 53 958.83 91-180 Days G-4 2967.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1947.98 Day 53 69.01 <30 Days IG-3 219.72 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10058.95 Day 53 139.25 <30 Days IG-4 1161.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14424.54 Day 53 25.39 Open IG-5 1616.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11123.48 Day 53 584.07 30-90 Days IG-6 1778.39 Yes Liberty Wealth Management LLC Risk Management