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 2191.80 Day 54 193.06 30-90 Days LC-2 109.80 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15223.06 Day 54 1938.24 <30 Days N-1 672.05 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8291.92 Day 54 217.91 91-180 Days N-2 712.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10613.79 Day 54 1402.55 Open N-3 706.57 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 4353.10 Day 54 125.35 30-90 Days N-4 750.73 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 4963.21 Day 54 518.03 91-180 Days N-5 859.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8289.51 Day 54 1138.54 Open N-6 839.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 7899.50 Day 54 5.23 91-180 Days N-7 1003.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 11340.88 Day 54 588.05 Open P-1 2161.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12928.28 Day 54 959.77 Open P-2 789.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6754.44 Day 54 293.20 <30 Days S-8 320.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14136.47 Day 54 1367.58 Open Y-1 1235.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14848.70 Day 54 910.59 <30 Days Y-2 364.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16118.07 Day 54 1490.50 91-180 Days Y-3 3057.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5627.79 Day 54 317.54 30-90 Days Y-4 159.15 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15329.73 Day 54 2154.07 Open Z-1 1117.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 1314.80 Day 54 139.89 91-180 Days A-2 125.41 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5450.79 Day 54 440.32 <30 Days A-3 115.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14344.53 Day 54 1044.67 30-90 Days A-4 2812.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 876.06 Day 54 130.33 Open A-5 124.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6627.31 Day 54 888.60 30-90 Days CB-1 589.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1498.67 Day 54 79.53 <30 Days CB-2 115.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6543.19 Day 54 203.44 Open CB-3 94.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6824.93 Day 54 298.60 91-180 Days E-1 57.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5646.91 Day 54 537.85 30-90 Days E-2 482.68 Yes Liberty Wealth Management LLC Legal