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 7632.59 151 - 179 Days 712.90 Open Z-1 118.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6733.31 151 - 179 Days 730.83 Open A-2 1179.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3662.70 151 - 179 Days 237.70 Open A-3 188.71 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10060.84 151 - 179 Days 551.64 Open A-4 108.91 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9270.23 151 - 179 Days 462.26 Open A-5 446.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16348.00 151 - 179 Days 1205.52 30-90 Days CB-1 742.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4707.81 151 - 179 Days 370.33 Open CB-2 384.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1734.65 151 - 179 Days 183.06 Open CB-3 54.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3395.39 151 - 179 Days 109.50 <30 Days E-1 552.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11567.02 151 - 179 Days 111.24 91-180 Days E-2 688.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9188.75 151 - 179 Days 12.68 30-90 Days G-1 307.53 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4428.99 151 - 179 Days 242.68 30-90 Days G-2 422.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9742.26 151 - 179 Days 1306.81 <30 Days G-3 131.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13041.54 151 - 179 Days 1290.63 <30 Days IG-1 728.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5549.27 151 - 179 Days 467.57 30-90 Days IG-2 275.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8906.29 151 - 179 Days 500.49 30-90 Days S-1 544.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3783.89 151 - 179 Days 203.73 91-180 Days S-2 234.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 765.42 151 - 179 Days 56.29 <30 Days S-3 13.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6526.20 151 - 179 Days 759.06 91-180 Days S-4 1254.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5738.49 151 - 179 Days 814.45 Open S-5 878.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 566.17 151 - 179 Days 39.81 91-180 Days S-6 65.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5754.94 151 - 179 Days 362.73 30-90 Days S-7 417.28 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9758.61 180 - 270 Days 1349.68 30-90 Days A-0-Q 1609.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3811.66 180 - 270 Days 323.54 <30 Days A-1-Q 360.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1501.74 180 - 270 Days 12.90 Open A-2-Q 77.80 Yes Liberty Mortgage Services Corp. Treasury