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 Bank Yes 8790.41 >2 Yr <= 3 Yr 59.25 <30 Days N-4 319.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15508.08 >2 Yr <= 3 Yr 942.85 91-180 Days N-5 517.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 2502.75 >2 Yr <= 3 Yr 98.56 <30 Days N-6 412.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 11284.58 >2 Yr <= 3 Yr 1580.06 Open N-7 1004.02 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 14359.61 >2 Yr <= 3 Yr 1980.02 91-180 Days P-1 1420.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 11689.51 >2 Yr <= 3 Yr 543.44 91-180 Days P-2 1738.34 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 6722.96 >2 Yr <= 3 Yr 446.25 <30 Days S-8 200.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 1025.36 >2 Yr <= 3 Yr 6.59 Open Y-1 61.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 14422.66 >2 Yr <= 3 Yr 782.80 <30 Days Y-2 1065.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 3620.60 >2 Yr <= 3 Yr 337.56 91-180 Days Y-3 46.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 15597.16 >2 Yr <= 3 Yr 1098.51 Open Y-4 565.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 11249.00 >2 Yr <= 3 Yr 863.44 Open Z-1 612.74 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 8451.49 >2 Yr <= 3 Yr 233.83 91-180 Days A-2 1599.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 15397.17 >2 Yr <= 3 Yr 2024.01 <30 Days A-3 270.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 1010.77 >2 Yr <= 3 Yr 135.36 Open A-4 78.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 2738.29 >2 Yr <= 3 Yr 67.03 Open A-5 51.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 13416.70 >2 Yr <= 3 Yr 1986.34 <30 Days CB-1 932.75 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 9637.06 >2 Yr <= 3 Yr 1393.36 Open CB-2 392.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 2713.84 >2 Yr <= 3 Yr 72.84 Open CB-3 22.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 636.95 >2 Yr <= 3 Yr 78.08 <30 Days E-1 39.97 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 3177.52 >2 Yr <= 3 Yr 171.09 30-90 Days E-2 424.61 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 15811.47 >2 Yr <= 3 Yr 932.59 91-180 Days G-1 1587.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 859.21 >2 Yr <= 3 Yr 76.55 30-90 Days G-2 55.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank No 8635.87 >2 Yr <= 3 Yr 235.68 <30 Days G-3 1350.74 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Bank Yes 2504.43 >2 Yr <= 3 Yr 286.36 <30 Days IG-1 74.66 No Operations