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 750.26 Day 1 21.89 30-90 Days Y-1 35.37 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11627.55 Day 1 1362.74 91-180 Days Y-2 1474.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8821.23 Day 1 292.02 Open Y-3 12.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5704.32 Day 1 280.21 Open Y-4 810.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11322.79 Day 1 785.38 <30 Days Z-1 516.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8777.50 Day 1 472.80 Open A-2 347.64 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14685.46 Day 1 1998.79 <30 Days A-3 680.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13594.53 Day 1 1191.26 30-90 Days A-4 2313.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14836.14 Day 1 1222.55 30-90 Days A-5 704.44 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 544.49 Day 1 1.89 <30 Days CB-1 58.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9710.50 Day 1 1124.83 <30 Days CB-2 585.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6638.86 Day 1 567.16 30-90 Days CB-3 972.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10297.70 Day 1 1152.35 30-90 Days E-1 1904.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7174.03 Day 1 532.80 Open E-2 1106.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14543.82 Day 1 1273.55 <30 Days G-1 2124.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3836.21 Day 1 96.61 30-90 Days G-2 219.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15343.83 Day 1 497.80 30-90 Days G-3 548.17 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5406.87 Day 1 691.13 <30 Days IG-1 636.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4803.45 Day 1 483.57 91-180 Days IG-2 580.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5303.85 Day 1 623.67 <30 Days S-1 863.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13717.12 Day 1 1318.35 91-180 Days S-2 2661.20 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15979.20 Day 1 1790.65 Open S-3 2063.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17056.51 Day 1 1408.94 <30 Days S-4 2091.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1374.28 Day 1 43.00 <30 Days S-5 54.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5428.52 Day 1 371.53 30-90 Days S-6 981.15 No Legal