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 No 8849.04 Day 29 996.97 91-180 Days IG-1-Q 1442.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4472.70 Day 29 264.63 91-180 Days IG-2-Q 278.01 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1372.65 Day 29 125.19 <30 Days C-1 191.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12614.43 Day 29 1594.03 30-90 Days CB-4 907.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14174.06 Day 29 170.87 Open E-10 2174.76 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3003.81 Day 29 227.57 Open E-3 119.77 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7958.77 Day 29 686.52 Open E-4 553.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7556.57 Day 29 1076.31 <30 Days E-5 383.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3697.74 Day 29 480.78 30-90 Days E-6 177.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 71.34 Day 29 4.51 30-90 Days E-7 2.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12536.77 Day 29 1492.08 <30 Days E-8 933.15 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9987.66 Day 29 157.17 91-180 Days E-9 1414.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1697.37 Day 29 136.42 91-180 Days G-4 41.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4229.65 Day 29 405.42 91-180 Days IG-3 478.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4992.21 Day 29 509.73 Open IG-4 963.19 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2047.75 Day 29 167.51 <30 Days IG-5 245.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3602.28 Day 29 335.23 <30 Days IG-6 487.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7301.30 Day 29 280.69 <30 Days IG-7 102.83 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 949.85 Day 29 55.95 30-90 Days IG-8 44.35 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11021.59 Day 29 41.29 <30 Days L-1 1324.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10137.36 Day 29 624.77 Open L-10 1103.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1610.55 Day 29 41.23 <30 Days L-11 298.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15713.27 Day 29 1005.48 <30 Days L-2 1076.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3001.81 Day 29 420.37 Open L-3 509.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2021.26 Day 29 189.27 Open L-4 256.33 Yes Liberty Wealth Management LLC Risk Management