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 11757.72 Day 20 743.98 <30 Days CB-1 1542.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2698.23 Day 20 386.75 91-180 Days CB-2 20.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3209.72 Day 20 197.88 91-180 Days CB-3 596.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9666.71 Day 20 749.00 <30 Days E-1 1356.59 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16838.07 Day 20 1998.20 91-180 Days E-2 732.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6996.41 Day 20 374.89 <30 Days G-1 1127.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 17024.10 Day 20 6.77 Open G-2 2536.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 258.12 Day 20 29.10 30-90 Days G-3 49.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5315.32 Day 20 11.24 <30 Days IG-1 287.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15483.90 Day 20 1041.84 91-180 Days IG-2 1432.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16602.30 Day 20 1403.60 <30 Days S-1 493.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3691.16 Day 20 43.17 <30 Days S-2 238.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15197.55 Day 20 1316.55 91-180 Days S-3 736.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5159.70 Day 20 717.98 30-90 Days S-4 831.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3254.38 Day 20 109.02 Open S-5 248.58 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2379.26 Day 20 309.57 Open S-6 451.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12610.68 Day 20 223.22 30-90 Days S-7 2316.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16182.71 Day 21 2212.32 Open A-0-Q 1267.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15219.10 Day 21 725.49 <30 Days A-1-Q 574.43 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8624.88 Day 21 330.89 <30 Days A-2-Q 457.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5750.51 Day 21 146.12 <30 Days A-3-Q 900.40 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4317.22 Day 21 161.26 Open A-4-Q 260.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 980.27 Day 21 141.50 91-180 Days A-5-Q 126.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5014.83 Day 21 283.03 30-90 Days CB-1-Q 327.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16129.07 Day 21 49.30 91-180 Days CB-2-Q 506.86 No Finance