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 Other Supervised Non-Bank Financial Entity Yes 3184.20 Day 4 405.45 91-180 Days S-7 517.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 2949.77 Day 5 136.32 91-180 Days A-0-Q 225.90 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 1658.74 Day 5 169.87 <30 Days A-1-Q 185.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 4908.91 Day 5 337.53 Open A-2-Q 19.13 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 16672.44 Day 5 1235.03 Open A-3-Q 146.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 5297.79 Day 5 45.30 <30 Days A-4-Q 729.66 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 13624.61 Day 5 1212.99 91-180 Days A-5-Q 37.05 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 12156.95 Day 5 1484.36 91-180 Days CB-1-Q 1823.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 15146.96 Day 5 1841.04 91-180 Days CB-2-Q 443.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 6873.13 Day 5 710.59 <30 Days S-1-Q 993.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 15289.10 Day 5 2173.43 Open S-2-Q 2004.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 5786.24 Day 5 805.65 30-90 Days S-3-Q 573.91 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 14553.68 Day 5 220.42 91-180 Days S-4-Q 2297.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 5231.22 Day 5 216.73 91-180 Days CB-3-Q 694.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 7354.07 Day 5 519.23 Open G-1-Q 1421.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 5000.51 Day 5 677.48 91-180 Days G-2-Q 968.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 2614.64 Day 5 174.96 Open G-3-Q 266.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 2319.91 Day 5 45.05 <30 Days S-5-Q 115.74 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3510.73 Day 5 431.56 <30 Days S-6-Q 342.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 12309.29 Day 5 70.15 91-180 Days S-7-Q 150.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 15940.69 Day 5 736.22 30-90 Days E-1-Q 534.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 307.91 Day 5 42.81 Open E-2-Q 45.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 14310.12 Day 5 1053.16 <30 Days IG-1-Q 1209.15 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 11607.23 Day 5 165.96 Open IG-2-Q 290.07 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 5820.87 Day 5 87.53 <30 Days C-1 235.48 Yes Liberty Mortgage Services Corp. Legal