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 Financial Market Utility Yes 5596.47 Day 35 409.80 91-180 Days A-2 429.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6553.77 Day 35 912.93 <30 Days A-3 618.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 3762.23 Day 35 404.77 91-180 Days A-4 30.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 9012.40 Day 35 1122.47 91-180 Days A-5 542.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 4616.76 Day 35 573.17 91-180 Days CB-1 80.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13025.91 Day 35 748.42 <30 Days CB-2 1846.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15802.93 Day 35 642.68 30-90 Days CB-3 1696.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14031.02 Day 35 618.01 30-90 Days E-1 1249.46 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16382.00 Day 35 2158.06 <30 Days E-2 1065.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 781.57 Day 35 31.96 Open G-1 36.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1882.87 Day 35 157.13 91-180 Days G-2 211.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8720.34 Day 35 60.08 30-90 Days G-3 1484.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1219.98 Day 35 137.85 <30 Days IG-1 226.55 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 3340.25 Day 35 188.29 30-90 Days IG-2 346.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 711.04 Day 35 39.38 91-180 Days S-1 119.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16177.65 Day 35 1360.59 Open S-2 22.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13162.53 Day 35 471.27 30-90 Days S-3 1744.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 4261.57 Day 35 188.68 91-180 Days S-4 2.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 504.64 Day 35 71.96 91-180 Days S-5 96.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15753.20 Day 35 1431.27 Open S-6 1322.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 11952.02 Day 35 243.36 91-180 Days S-7 2377.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14499.36 Day 36 1708.24 91-180 Days A-0-Q 2077.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10687.45 Day 36 507.28 Open A-1-Q 929.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15162.59 Day 36 1829.52 Open A-2-Q 1866.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10813.15 Day 36 487.96 <30 Days A-3-Q 1087.92 No Risk Management