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 Yes 1438.38 Day 29 55.89 30-90 Days LC-2 182.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6941.36 Day 29 546.37 <30 Days N-1 690.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10634.18 Day 29 82.01 91-180 Days N-2 1134.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8644.09 Day 29 909.26 30-90 Days N-3 770.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10195.36 Day 29 1199.78 <30 Days N-4 440.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6937.82 Day 29 74.68 30-90 Days N-5 663.11 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 9595.59 Day 29 847.28 91-180 Days N-6 354.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 669.78 Day 29 2.92 91-180 Days N-7 132.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 7240.53 Day 29 629.43 91-180 Days P-1 1307.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 11540.72 Day 29 1239.28 91-180 Days P-2 1547.63 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9093.38 Day 29 694.61 <30 Days S-8 1470.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12291.31 Day 29 950.18 Open Y-1 1871.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14912.37 Day 29 519.02 Open Y-2 0.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 4343.84 Day 29 250.40 30-90 Days Y-3 607.48 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10601.49 Day 29 468.70 <30 Days Y-4 433.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16105.28 Day 29 1794.93 91-180 Days Z-1 2156.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9130.83 Day 29 1321.33 91-180 Days A-2 605.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15797.52 Day 29 645.57 Open A-3 505.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15996.24 Day 29 2064.61 30-90 Days A-4 1886.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 4188.11 Day 29 284.63 30-90 Days A-5 350.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8165.73 Day 29 210.26 30-90 Days CB-1 99.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5669.23 Day 29 706.44 91-180 Days CB-2 986.84 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 2853.86 Day 29 364.58 30-90 Days CB-3 428.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 49.02 Day 29 0.16 91-180 Days E-1 1.19 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 4155.17 Day 29 585.26 30-90 Days E-2 520.43 Yes Liberty Mortgage Services Corp. Operations