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 10813.08 >5 Yr 822.79 30-90 Days L-10 1173.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13068.71 >5 Yr 1063.31 30-90 Days L-11 299.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3651.37 >5 Yr 349.61 <30 Days L-2 566.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14648.95 >5 Yr 962.45 <30 Days L-3 747.51 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11584.56 >5 Yr 751.80 91-180 Days L-4 1058.98 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9809.88 >5 Yr 110.60 Open L-5 230.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16161.96 >5 Yr 1680.68 30-90 Days L-6 1227.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1610.53 >5 Yr 36.40 91-180 Days L-7 136.98 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8616.43 >5 Yr 186.72 30-90 Days L-8 696.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7317.19 >5 Yr 229.76 Open L-9 6.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11149.94 >5 Yr 1216.28 91-180 Days LC-1 1489.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7540.63 >5 Yr 1105.30 Open LC-2 917.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 898.64 >5 Yr 53.37 <30 Days N-1 13.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11298.23 >5 Yr 1265.62 91-180 Days N-2 1111.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11497.29 >5 Yr 1629.20 Open N-3 1448.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7910.02 >5 Yr 38.53 30-90 Days N-4 1489.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10004.62 >5 Yr 633.10 Open N-5 1926.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4313.43 >5 Yr 117.01 91-180 Days N-6 497.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9499.41 >5 Yr 1245.68 Open N-7 614.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8620.65 >5 Yr 1110.45 30-90 Days P-1 1609.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7514.01 >5 Yr 1089.60 30-90 Days P-2 841.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6589.08 >5 Yr 115.04 91-180 Days S-8 610.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5694.42 >5 Yr 292.34 Open Y-1 1102.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2370.21 >5 Yr 215.53 30-90 Days Y-2 375.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13550.17 >5 Yr 1382.83 30-90 Days Y-3 2310.02 No Legal