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 8837.36 Day 53 988.81 Open S-7 1037.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12715.06 Day 54 1719.52 30-90 Days A-0-Q 894.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14440.52 Day 54 1907.10 91-180 Days A-1-Q 175.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11697.16 Day 54 1439.76 Open A-2-Q 741.17 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16229.69 Day 54 1192.31 30-90 Days A-3-Q 1864.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6975.34 Day 54 407.29 Open A-4-Q 324.49 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6328.07 Day 54 113.61 30-90 Days A-5-Q 12.63 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1954.69 Day 54 199.00 Open CB-1-Q 192.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 195.98 Day 54 6.63 <30 Days CB-2-Q 17.98 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14835.10 Day 54 520.38 <30 Days S-1-Q 2379.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5234.08 Day 54 747.79 91-180 Days S-2-Q 966.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5670.59 Day 54 481.88 Open S-3-Q 971.42 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6413.71 Day 54 436.19 91-180 Days S-4-Q 47.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2315.32 Day 54 0.10 30-90 Days CB-3-Q 104.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3960.66 Day 54 14.04 30-90 Days G-1-Q 432.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 17114.70 Day 54 305.82 30-90 Days G-2-Q 2770.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7327.40 Day 54 982.53 91-180 Days G-3-Q 637.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9896.15 Day 54 1360.36 <30 Days S-5-Q 518.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13087.44 Day 54 967.64 Open S-6-Q 2098.98 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10677.03 Day 54 145.70 30-90 Days S-7-Q 1104.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16189.07 Day 54 374.46 91-180 Days E-1-Q 956.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9842.14 Day 54 208.20 30-90 Days E-2-Q 805.43 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12988.30 Day 54 1431.83 91-180 Days IG-1-Q 541.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8777.57 Day 54 417.27 30-90 Days IG-2-Q 799.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 227.01 Day 54 0.63 Open C-1 8.89 Yes Liberty National Bank Legal