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 16877.91 Day 4 2469.79 Open A-5 2463.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8299.17 Day 4 577.83 30-90 Days CB-1 1386.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16428.95 Day 4 274.27 91-180 Days CB-2 1136.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12628.82 Day 4 1821.12 Open CB-3 735.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14351.05 Day 4 1192.60 Open E-1 1647.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7567.80 Day 4 529.13 91-180 Days E-2 47.34 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15276.22 Day 4 2073.06 <30 Days G-1 2696.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4605.36 Day 4 132.51 30-90 Days G-2 547.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10254.03 Day 4 1133.15 91-180 Days G-3 90.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13622.97 Day 4 314.47 <30 Days IG-1 191.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16482.13 Day 4 34.71 Open IG-2 2968.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1078.95 Day 4 128.81 91-180 Days S-1 194.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 661.80 Day 4 71.88 91-180 Days S-2 87.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13782.83 Day 4 1779.83 <30 Days S-3 2151.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4904.24 Day 4 245.26 91-180 Days S-4 817.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11259.39 Day 4 1571.81 30-90 Days S-5 329.16 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11633.95 Day 4 654.44 <30 Days S-6 999.97 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9135.42 Day 4 95.18 <30 Days S-7 90.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5564.85 Day 5 630.03 <30 Days A-0-Q 57.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9503.56 Day 5 64.33 91-180 Days A-1-Q 65.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15869.74 Day 5 951.08 Open A-2-Q 580.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13195.05 Day 5 117.31 91-180 Days A-3-Q 2507.75 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10317.99 Day 5 904.08 Open A-4-Q 1168.28 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3999.29 Day 5 243.24 <30 Days A-5-Q 760.89 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10688.92 Day 5 926.53 <30 Days CB-1-Q 427.58 Yes Liberty Capital Markets Inc. Risk Management