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 Yes 15610.21 61 - 67 Days 2035.08 <30 Days C-1 221.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5165.16 61 - 67 Days 223.21 30-90 Days CB-4 30.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10850.63 61 - 67 Days 452.85 30-90 Days E-10 2156.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14133.40 61 - 67 Days 365.59 Open E-3 2805.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8672.79 61 - 67 Days 97.92 Open E-4 537.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6464.12 61 - 67 Days 844.52 Open E-5 184.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3198.20 61 - 67 Days 79.66 91-180 Days E-6 215.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3099.52 61 - 67 Days 259.88 <30 Days E-7 565.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 976.70 61 - 67 Days 33.99 91-180 Days E-8 33.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10332.26 61 - 67 Days 1026.28 Open E-9 467.42 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9712.46 61 - 67 Days 947.21 30-90 Days G-4 1669.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15973.77 61 - 67 Days 1936.93 91-180 Days IG-3 1348.36 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2997.67 61 - 67 Days 15.13 Open IG-4 479.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14301.20 61 - 67 Days 2039.21 30-90 Days IG-5 2753.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13121.33 61 - 67 Days 423.89 30-90 Days IG-6 1030.05 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1813.99 61 - 67 Days 138.90 Open IG-7 347.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10649.32 61 - 67 Days 63.62 <30 Days IG-8 1946.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6849.43 61 - 67 Days 974.13 30-90 Days L-1 208.92 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5018.68 61 - 67 Days 111.09 91-180 Days L-10 771.93 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12607.84 61 - 67 Days 218.12 Open L-11 857.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4943.21 61 - 67 Days 623.63 <30 Days L-2 656.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7062.08 61 - 67 Days 295.82 30-90 Days L-3 22.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16191.36 61 - 67 Days 2151.52 30-90 Days L-4 683.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11190.99 61 - 67 Days 1476.10 <30 Days L-5 1652.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7292.19 61 - 67 Days 70.98 <30 Days L-6 1201.99 No Legal