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 Financial Market Utility No 7447.04 Open 405.63 91-180 Days S-1-Q 926.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 2732.85 Open 287.31 91-180 Days S-2-Q 163.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8330.61 Open 258.22 30-90 Days S-3-Q 519.84 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9256.12 Open 628.29 91-180 Days S-4-Q 245.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8788.12 Open 974.83 Open CB-3-Q 54.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 10271.57 Open 909.66 <30 Days G-1-Q 1091.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16745.33 Open 1177.46 Open G-2-Q 1827.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12437.23 Open 605.73 <30 Days G-3-Q 1281.27 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 2868.30 Open 224.30 <30 Days S-5-Q 411.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15631.50 Open 1022.97 91-180 Days S-6-Q 792.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15557.49 Open 1074.91 <30 Days S-7-Q 2849.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 1494.84 Open 28.78 30-90 Days E-1-Q 138.92 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 3586.49 Open 1.98 <30 Days E-2-Q 401.47 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1092.48 Open 151.32 91-180 Days IG-1-Q 53.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8063.97 Open 843.99 <30 Days IG-2-Q 106.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 4661.89 Open 49.25 <30 Days C-1 314.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8202.14 Open 708.52 Open CB-4 990.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 12699.81 Open 112.97 91-180 Days E-10 1751.93 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 2112.04 Open 102.29 91-180 Days E-3 278.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 3710.10 Open 54.64 30-90 Days E-4 716.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13470.57 Open 1421.66 91-180 Days E-5 1349.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 3748.51 Open 56.16 Open E-6 709.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 4062.53 Open 461.03 <30 Days E-7 256.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 7671.24 Open 570.53 Open E-8 210.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14254.18 Open 2025.58 Open E-9 2018.94 Yes Liberty National Bank Legal