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 10257.49 Day 14 534.97 Open N-4 572.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1512.13 Day 14 16.69 Open N-5 76.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12418.05 Day 14 1557.34 Open N-6 1114.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3507.58 Day 14 522.97 91-180 Days N-7 75.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3050.78 Day 14 394.04 91-180 Days P-1 359.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4974.57 Day 14 127.31 Open P-2 278.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5629.36 Day 14 784.91 <30 Days S-8 614.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14639.00 Day 14 1300.90 30-90 Days Y-1 2459.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8955.82 Day 14 1236.80 <30 Days Y-2 10.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14349.53 Day 14 188.85 Open Y-3 731.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10036.40 Day 14 1021.40 91-180 Days Y-4 125.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12870.00 Day 14 1459.64 91-180 Days Z-1 1607.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 560.16 Day 14 73.47 91-180 Days A-2 44.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15795.26 Day 14 2265.66 <30 Days A-3 1028.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6191.83 Day 14 603.62 Open A-4 566.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11184.96 Day 14 756.07 Open A-5 598.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3081.99 Day 14 346.76 <30 Days CB-1 126.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1324.57 Day 14 186.76 Open CB-2 210.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13875.20 Day 14 1081.35 91-180 Days CB-3 1054.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12205.58 Day 14 348.39 91-180 Days E-1 960.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11806.08 Day 14 1265.23 Open E-2 659.46 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1606.43 Day 14 60.97 30-90 Days G-1 165.21 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13599.07 Day 14 674.01 <30 Days G-2 55.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5411.88 Day 14 41.83 91-180 Days G-3 860.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12212.29 Day 14 1539.72 Open IG-1 1475.66 No Finance