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 14958.40 >3 Yr <= 4 Yr 2174.96 30-90 Days L-3 1873.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6691.29 >3 Yr <= 4 Yr 500.49 30-90 Days L-4 189.91 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10342.62 >3 Yr <= 4 Yr 1098.82 91-180 Days L-5 458.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9483.72 >3 Yr <= 4 Yr 873.15 <30 Days L-6 771.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3403.45 >3 Yr <= 4 Yr 98.68 Open L-7 286.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16571.17 >3 Yr <= 4 Yr 1283.43 <30 Days L-8 659.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7128.99 >3 Yr <= 4 Yr 129.37 30-90 Days L-9 477.64 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 667.45 >3 Yr <= 4 Yr 44.33 Open LC-1 133.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 142.25 >3 Yr <= 4 Yr 12.70 <30 Days LC-2 27.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16024.68 >3 Yr <= 4 Yr 1229.72 30-90 Days N-1 2922.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5100.06 >3 Yr <= 4 Yr 425.13 Open N-2 64.86 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10258.64 >3 Yr <= 4 Yr 503.19 30-90 Days N-3 149.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9604.91 >3 Yr <= 4 Yr 673.05 <30 Days N-4 1894.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4312.03 >3 Yr <= 4 Yr 377.23 30-90 Days N-5 627.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15302.66 >3 Yr <= 4 Yr 809.70 <30 Days N-6 2444.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13734.71 >3 Yr <= 4 Yr 809.58 <30 Days N-7 137.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11629.05 >3 Yr <= 4 Yr 881.87 Open P-1 528.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3654.81 >3 Yr <= 4 Yr 197.48 91-180 Days P-2 615.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12470.88 >3 Yr <= 4 Yr 225.72 91-180 Days S-8 968.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12057.75 >3 Yr <= 4 Yr 1185.59 30-90 Days Y-1 785.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7395.00 >3 Yr <= 4 Yr 860.91 91-180 Days Y-2 995.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9268.47 >3 Yr <= 4 Yr 10.18 Open Y-3 326.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13930.12 >3 Yr <= 4 Yr 1083.19 91-180 Days Y-4 2402.42 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12854.01 >3 Yr <= 4 Yr 65.91 <30 Days Z-1 2054.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15209.27 >3 Yr <= 4 Yr 41.67 <30 Days A-2 2916.74 Yes Liberty Capital Markets Inc. Finance