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 Bank No 4510.92 >= 1 Yr <= 2 Yr 571.65 30-90 Days A-4 527.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 11323.28 >= 1 Yr <= 2 Yr 1138.37 <30 Days A-5 1008.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15969.07 >= 1 Yr <= 2 Yr 531.34 Open CB-1 2255.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 4252.56 >= 1 Yr <= 2 Yr 330.58 91-180 Days CB-2 367.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 14473.23 >= 1 Yr <= 2 Yr 5.05 91-180 Days CB-3 653.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 6623.02 >= 1 Yr <= 2 Yr 537.64 <30 Days E-1 548.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 7211.10 >= 1 Yr <= 2 Yr 1076.17 <30 Days E-2 1095.51 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 4389.90 >= 1 Yr <= 2 Yr 149.79 Open G-1 59.55 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 15526.69 >= 1 Yr <= 2 Yr 691.05 91-180 Days G-2 1726.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 10303.37 >= 1 Yr <= 2 Yr 907.41 91-180 Days G-3 55.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 3556.56 >= 1 Yr <= 2 Yr 277.09 91-180 Days IG-1 53.43 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 16404.27 >= 1 Yr <= 2 Yr 1634.78 30-90 Days IG-2 869.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 16876.10 >= 1 Yr <= 2 Yr 1905.73 Open S-1 1656.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 11821.96 >= 1 Yr <= 2 Yr 1332.17 <30 Days S-2 791.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 3166.12 >= 1 Yr <= 2 Yr 45.57 <30 Days S-3 446.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 7231.81 >= 1 Yr <= 2 Yr 655.29 <30 Days S-4 1197.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 5092.75 >= 1 Yr <= 2 Yr 117.28 91-180 Days S-5 854.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 13428.22 >= 1 Yr <= 2 Yr 1966.14 91-180 Days S-6 1474.34 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 3892.29 >= 1 Yr <= 2 Yr 416.18 Open S-7 549.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 13527.23 >2 Yr <= 3 Yr 1929.73 <30 Days A-0-Q 115.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 14102.31 >2 Yr <= 3 Yr 1373.66 91-180 Days A-1-Q 2340.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 16648.63 >2 Yr <= 3 Yr 529.20 Open A-2-Q 1989.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15674.06 >2 Yr <= 3 Yr 195.89 Open A-3-Q 2242.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 13004.82 >2 Yr <= 3 Yr 780.31 30-90 Days A-4-Q 2580.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 12934.89 >2 Yr <= 3 Yr 1774.98 Open A-5-Q 1870.98 No Finance