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 15799.82 >= 1 Yr <= 2 Yr 961.41 30-90 Days CB-1 2859.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7592.05 >= 1 Yr <= 2 Yr 718.94 91-180 Days CB-2 1255.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2981.90 >= 1 Yr <= 2 Yr 202.80 91-180 Days CB-3 521.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9609.05 >= 1 Yr <= 2 Yr 905.30 30-90 Days E-1 1024.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1863.44 >= 1 Yr <= 2 Yr 172.56 <30 Days E-2 347.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6646.60 >= 1 Yr <= 2 Yr 670.92 91-180 Days G-1 695.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7126.08 >= 1 Yr <= 2 Yr 441.05 Open G-2 1210.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15779.73 >= 1 Yr <= 2 Yr 1928.41 Open G-3 3026.41 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 180.49 >= 1 Yr <= 2 Yr 8.38 Open IG-1 17.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3323.06 >= 1 Yr <= 2 Yr 414.67 Open IG-2 292.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4803.58 >= 1 Yr <= 2 Yr 432.44 Open S-1 132.18 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15715.10 >= 1 Yr <= 2 Yr 204.06 91-180 Days S-2 1358.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15425.67 >= 1 Yr <= 2 Yr 1181.98 91-180 Days S-3 1603.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10609.42 >= 1 Yr <= 2 Yr 165.33 <30 Days S-4 726.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10346.74 >= 1 Yr <= 2 Yr 1495.42 30-90 Days S-5 440.06 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11991.71 >= 1 Yr <= 2 Yr 45.15 <30 Days S-6 1039.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14535.82 >= 1 Yr <= 2 Yr 1368.80 30-90 Days S-7 1021.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 93.08 >2 Yr <= 3 Yr 6.16 91-180 Days A-0-Q 11.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9647.52 >2 Yr <= 3 Yr 1244.00 91-180 Days A-1-Q 942.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6951.32 >2 Yr <= 3 Yr 526.74 <30 Days A-2-Q 1386.92 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7266.77 >2 Yr <= 3 Yr 38.39 <30 Days A-3-Q 869.49 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4775.17 >2 Yr <= 3 Yr 203.79 Open A-4-Q 694.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7217.53 >2 Yr <= 3 Yr 986.06 <30 Days A-5-Q 1320.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6625.82 >2 Yr <= 3 Yr 526.05 91-180 Days CB-1-Q 1151.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3472.61 >2 Yr <= 3 Yr 414.78 <30 Days CB-2-Q 189.59 No Finance