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 3569.85 Day 60 13.35 Open G-3-Q 71.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2029.77 Day 60 112.17 <30 Days S-5-Q 130.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10033.01 Day 60 1173.60 91-180 Days S-6-Q 1063.06 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11938.68 Day 60 1467.73 30-90 Days S-7-Q 1484.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11605.11 Day 60 205.59 91-180 Days E-1-Q 200.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13867.76 Day 60 204.29 91-180 Days E-2-Q 2564.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7096.13 Day 60 5.91 <30 Days IG-1-Q 114.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5702.55 Day 60 756.11 Open IG-2-Q 740.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10219.84 Day 60 442.59 Open C-1 1338.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15998.20 Day 60 387.31 30-90 Days CB-4 34.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10540.34 Day 60 1172.50 Open E-10 871.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7103.67 Day 60 387.66 Open E-3 1408.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14791.76 Day 60 224.40 <30 Days E-4 348.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9634.29 Day 60 813.40 91-180 Days E-5 86.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7906.85 Day 60 451.23 91-180 Days E-6 1491.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13277.48 Day 60 1825.85 91-180 Days E-7 337.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 831.89 Day 60 47.22 91-180 Days E-8 47.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2523.54 Day 60 63.22 Open E-9 409.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15706.51 Day 60 1486.47 91-180 Days G-4 854.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14783.00 Day 60 1054.18 91-180 Days IG-3 2569.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16670.34 Day 60 899.08 Open IG-4 1067.65 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 569.80 Day 60 62.27 91-180 Days IG-5 11.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14355.07 Day 60 1940.51 <30 Days IG-6 1409.54 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1345.82 Day 60 115.81 30-90 Days IG-7 80.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14616.50 Day 60 633.77 91-180 Days IG-8 1308.08 No Risk Management