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 Financial Market Utility Yes 6365.04 >3 Yr <= 4 Yr 584.98 Open L-9 438.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13784.40 >3 Yr <= 4 Yr 1110.04 30-90 Days LC-1 1050.25 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 468.80 >3 Yr <= 4 Yr 1.42 <30 Days LC-2 87.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 10313.33 >3 Yr <= 4 Yr 603.01 <30 Days N-1 1973.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8922.58 >3 Yr <= 4 Yr 1186.42 Open N-2 448.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15759.29 >3 Yr <= 4 Yr 925.32 30-90 Days N-3 461.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14567.95 >3 Yr <= 4 Yr 668.74 30-90 Days N-4 1453.50 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5849.70 >3 Yr <= 4 Yr 613.43 Open N-5 669.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13677.53 >3 Yr <= 4 Yr 1076.47 <30 Days N-6 1364.54 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6256.39 >3 Yr <= 4 Yr 103.50 Open N-7 1011.52 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13202.47 >3 Yr <= 4 Yr 1106.17 30-90 Days P-1 1008.42 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5933.74 >3 Yr <= 4 Yr 140.96 Open P-2 838.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13584.41 >3 Yr <= 4 Yr 393.35 30-90 Days S-8 1233.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 14478.65 >3 Yr <= 4 Yr 427.72 <30 Days Y-1 716.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12298.38 >3 Yr <= 4 Yr 982.61 <30 Days Y-2 343.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 14567.73 >3 Yr <= 4 Yr 934.85 91-180 Days Y-3 50.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6988.30 >3 Yr <= 4 Yr 45.99 30-90 Days Y-4 1329.43 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10610.43 >3 Yr <= 4 Yr 560.63 30-90 Days Z-1 1213.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 7382.33 >3 Yr <= 4 Yr 766.42 <30 Days A-2 757.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10859.39 >3 Yr <= 4 Yr 1200.86 91-180 Days A-3 606.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16676.63 >3 Yr <= 4 Yr 1239.15 Open A-4 1399.59 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16943.28 >3 Yr <= 4 Yr 567.99 91-180 Days A-5 648.24 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9862.35 >3 Yr <= 4 Yr 322.78 <30 Days CB-1 358.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 7720.99 >3 Yr <= 4 Yr 693.21 91-180 Days CB-2 1356.84 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10919.12 >3 Yr <= 4 Yr 897.89 91-180 Days CB-3 678.66 Yes Liberty Mortgage Services Corp. Legal