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 10996.83 Day 29 1283.08 Open A-2-Q 520.01 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9243.99 Day 29 588.03 <30 Days A-3-Q 1422.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 2820.07 Day 29 125.62 30-90 Days A-4-Q 20.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12468.95 Day 29 624.98 <30 Days A-5-Q 415.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8788.03 Day 29 366.82 91-180 Days CB-1-Q 487.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 579.13 Day 29 4.47 91-180 Days CB-2-Q 13.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 9558.59 Day 29 313.79 30-90 Days S-1-Q 1568.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14568.60 Day 29 122.66 <30 Days S-2-Q 2784.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10789.79 Day 29 830.52 <30 Days S-3-Q 1736.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15296.90 Day 29 1135.10 30-90 Days S-4-Q 1849.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16048.08 Day 29 985.46 30-90 Days CB-3-Q 2359.52 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14635.42 Day 29 1166.72 30-90 Days G-1-Q 632.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9846.02 Day 29 1235.24 <30 Days G-2-Q 1026.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 13468.22 Day 29 536.56 <30 Days G-3-Q 719.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5164.97 Day 29 744.78 91-180 Days S-5-Q 580.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15578.85 Day 29 669.04 30-90 Days S-6-Q 1241.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13747.32 Day 29 1159.24 <30 Days S-7-Q 2001.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16279.08 Day 29 679.47 91-180 Days E-1-Q 1447.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 11774.24 Day 29 14.91 <30 Days E-2-Q 1258.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16624.31 Day 29 1786.51 <30 Days IG-1-Q 3014.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 2240.31 Day 29 223.24 30-90 Days IG-2-Q 202.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15270.68 Day 29 2055.40 30-90 Days C-1 958.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5227.75 Day 29 748.89 <30 Days CB-4 208.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 2653.09 Day 29 277.70 Open E-10 466.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 545.59 Day 29 33.94 Open E-3 52.47 No Legal