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 14676.85 Perpetual 1635.55 Open A-2-Q 418.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7061.52 Perpetual 897.47 30-90 Days A-3-Q 634.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5170.47 Perpetual 728.42 30-90 Days A-4-Q 139.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10014.56 Perpetual 1041.88 91-180 Days A-5-Q 615.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14722.58 Perpetual 1477.57 91-180 Days CB-1-Q 1508.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12529.87 Perpetual 359.98 <30 Days CB-2-Q 523.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4316.72 Perpetual 63.87 91-180 Days S-1-Q 132.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15896.19 Perpetual 225.93 30-90 Days S-2-Q 3052.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15332.95 Perpetual 1952.57 30-90 Days S-3-Q 2865.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14281.58 Perpetual 1181.87 <30 Days S-4-Q 409.99 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9417.73 Perpetual 1108.78 Open CB-3-Q 1830.81 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14078.95 Perpetual 517.79 Open G-1-Q 2764.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8691.11 Perpetual 100.42 <30 Days G-2-Q 204.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11712.81 Perpetual 728.13 Open G-3-Q 396.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 548.16 Perpetual 48.53 <30 Days S-5-Q 54.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11772.45 Perpetual 1056.32 Open S-6-Q 473.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11892.28 Perpetual 43.27 Open S-7-Q 1372.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1480.89 Perpetual 145.44 91-180 Days E-1-Q 214.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3906.62 Perpetual 340.34 Open E-2-Q 215.92 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11972.16 Perpetual 915.10 Open IG-1-Q 71.46 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11231.35 Perpetual 621.47 91-180 Days IG-2-Q 2197.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4408.51 Perpetual 215.63 Open C-1 137.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7597.48 Perpetual 261.96 Open CB-4 269.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9436.29 Perpetual 759.15 91-180 Days E-10 295.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14010.76 Perpetual 1209.74 Open E-3 627.62 Yes Liberty National Bank Finance