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 Yes 5747.94 >4 Yr <= 5 Yr 21.92 91-180 Days N-3 927.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16711.25 >4 Yr <= 5 Yr 1896.01 91-180 Days N-4 1665.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14143.12 >4 Yr <= 5 Yr 187.86 30-90 Days N-5 2109.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7546.61 >4 Yr <= 5 Yr 188.31 91-180 Days N-6 234.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10674.33 >4 Yr <= 5 Yr 1143.16 30-90 Days N-7 445.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12191.21 >4 Yr <= 5 Yr 122.21 <30 Days P-1 1398.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12898.24 >4 Yr <= 5 Yr 532.22 30-90 Days P-2 2134.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 983.95 >4 Yr <= 5 Yr 108.02 <30 Days S-8 127.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8325.02 >4 Yr <= 5 Yr 772.32 <30 Days Y-1 912.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4482.29 >4 Yr <= 5 Yr 426.24 <30 Days Y-2 756.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6786.14 >4 Yr <= 5 Yr 933.53 30-90 Days Y-3 157.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14815.63 >4 Yr <= 5 Yr 362.98 <30 Days Y-4 1353.87 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8862.42 >4 Yr <= 5 Yr 278.40 91-180 Days Z-1 633.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11765.55 >4 Yr <= 5 Yr 614.65 <30 Days A-2 1345.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13022.01 >4 Yr <= 5 Yr 807.12 91-180 Days A-3 161.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5293.88 >4 Yr <= 5 Yr 38.48 91-180 Days A-4 586.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9107.21 >4 Yr <= 5 Yr 1063.62 <30 Days A-5 518.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6222.73 >4 Yr <= 5 Yr 455.93 30-90 Days CB-1 669.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6550.35 >4 Yr <= 5 Yr 614.89 91-180 Days CB-2 403.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12332.03 >4 Yr <= 5 Yr 56.62 Open CB-3 1820.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5938.45 >4 Yr <= 5 Yr 696.77 <30 Days E-1 799.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2700.91 >4 Yr <= 5 Yr 252.17 30-90 Days E-2 275.47 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9063.66 >4 Yr <= 5 Yr 893.63 91-180 Days G-1 1156.06 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8740.50 >4 Yr <= 5 Yr 704.27 Open G-2 822.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13084.27 >4 Yr <= 5 Yr 1937.14 Open G-3 1682.57 Yes Liberty Mortgage Services Corp. Operations