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 5595.06 Perpetual 110.35 Open E-4 146.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6053.77 Perpetual 98.03 91-180 Days E-5 199.94 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13604.84 Perpetual 400.83 <30 Days E-6 629.95 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4046.08 Perpetual 305.68 30-90 Days E-7 394.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15147.74 Perpetual 648.51 30-90 Days E-8 877.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12789.59 Perpetual 81.88 <30 Days E-9 2142.32 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11723.50 Perpetual 1308.57 <30 Days G-4 1654.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14270.09 Perpetual 1718.30 Open IG-3 2008.16 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11998.53 Perpetual 443.05 <30 Days IG-4 1464.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5414.81 Perpetual 289.43 <30 Days IG-5 787.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15657.19 Perpetual 2340.55 30-90 Days IG-6 2389.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1301.60 Perpetual 90.71 30-90 Days IG-7 70.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12663.85 Perpetual 229.09 Open IG-8 157.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9848.94 Perpetual 384.24 Open L-1 480.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2389.33 Perpetual 1.90 Open L-10 80.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16678.41 Perpetual 1071.63 91-180 Days L-11 2325.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1204.99 Perpetual 119.65 Open L-2 181.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3275.01 Perpetual 397.46 <30 Days L-3 474.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1193.18 Perpetual 46.58 Open L-4 22.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2067.28 Perpetual 91.76 <30 Days L-5 319.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2394.48 Perpetual 240.19 91-180 Days L-6 370.97 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8011.69 Perpetual 853.52 30-90 Days L-7 727.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3751.85 Perpetual 365.97 <30 Days L-8 567.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15451.13 Perpetual 1166.61 <30 Days L-9 766.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14504.36 Perpetual 104.43 <30 Days LC-1 2287.13 Yes Liberty National Bank Finance