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 9510.94 91 - 120 Days 410.92 Open A-4 1286.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 288.84 91 - 120 Days 32.37 <30 Days A-5 47.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 807.09 91 - 120 Days 60.28 Open CB-1 15.17 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 17112.29 91 - 120 Days 154.46 Open CB-2 778.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14372.96 91 - 120 Days 146.34 <30 Days CB-3 2602.89 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11285.94 91 - 120 Days 59.73 Open E-1 945.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6629.96 91 - 120 Days 2.68 <30 Days E-2 588.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14942.02 91 - 120 Days 1167.77 91-180 Days G-1 209.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11151.84 91 - 120 Days 1404.88 <30 Days G-2 1131.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12491.68 91 - 120 Days 559.32 91-180 Days G-3 272.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12146.81 91 - 120 Days 761.53 91-180 Days IG-1 41.56 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7782.00 91 - 120 Days 524.00 Open IG-2 157.78 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11878.44 91 - 120 Days 846.01 30-90 Days S-1 579.78 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14877.26 91 - 120 Days 448.83 <30 Days S-2 304.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6135.96 91 - 120 Days 73.56 91-180 Days S-3 99.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9349.71 91 - 120 Days 231.00 91-180 Days S-4 637.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9638.86 91 - 120 Days 1384.37 <30 Days S-5 948.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8247.70 91 - 120 Days 49.54 Open S-6 880.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6574.77 91 - 120 Days 252.85 30-90 Days S-7 767.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11466.57 121 - 150 Days 1668.23 Open A-0-Q 1203.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 878.00 121 - 150 Days 19.51 Open A-1-Q 89.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13836.10 121 - 150 Days 1516.98 Open A-2-Q 939.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13049.39 121 - 150 Days 404.69 30-90 Days A-3-Q 585.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11082.53 121 - 150 Days 157.94 91-180 Days A-4-Q 368.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12636.98 121 - 150 Days 831.33 <30 Days A-5-Q 2342.73 No Risk Management