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 6836.15 Day 47 651.34 91-180 Days IG-5 1262.26 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 14590.30 Day 47 898.20 Open IG-6 1877.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 12354.79 Day 47 1108.84 91-180 Days IG-7 1414.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 14232.89 Day 47 935.55 91-180 Days IG-8 1511.88 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 10324.89 Day 47 227.64 <30 Days L-1 1548.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 16234.65 Day 47 1143.37 91-180 Days L-10 588.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 5220.42 Day 47 615.33 30-90 Days L-11 423.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 14273.05 Day 47 1126.98 <30 Days L-2 1943.43 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 9698.20 Day 47 896.55 30-90 Days L-3 960.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 8975.88 Day 47 636.86 <30 Days L-4 1716.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 13971.81 Day 47 281.72 Open L-5 1630.59 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 428.79 Day 47 12.93 30-90 Days L-6 5.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 14423.26 Day 47 1209.10 30-90 Days L-7 993.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 13207.41 Day 47 45.76 30-90 Days L-8 371.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 556.69 Day 47 9.51 <30 Days L-9 49.91 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 8986.58 Day 47 851.08 Open LC-1 1149.99 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 903.62 Day 47 133.37 30-90 Days LC-2 52.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 2941.39 Day 47 227.19 Open N-1 6.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 16606.48 Day 47 2133.93 30-90 Days N-2 491.79 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 12903.69 Day 47 898.30 91-180 Days N-3 1723.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 9702.29 Day 47 91.72 <30 Days N-4 702.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 13822.66 Day 47 1862.38 91-180 Days N-5 2704.20 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 14585.57 Day 47 1643.60 <30 Days N-6 1694.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 35.41 Day 47 4.67 91-180 Days N-7 0.23 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 6072.59 Day 47 329.05 Open P-1 289.46 Yes Liberty Mortgage Services Corp. Treasury