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 16504.92 Day 30 291.47 91-180 Days N-5 1645.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14720.82 Day 30 407.58 91-180 Days N-6 1558.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10736.04 Day 30 1385.12 30-90 Days N-7 2013.38 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1009.79 Day 30 65.36 91-180 Days P-1 74.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15219.83 Day 30 1207.20 91-180 Days P-2 820.38 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10758.11 Day 30 255.28 30-90 Days S-8 1275.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5696.05 Day 30 645.43 Open Y-1 64.80 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1081.72 Day 30 78.17 30-90 Days Y-2 173.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 196.14 Day 30 21.47 Open Y-3 35.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7822.31 Day 30 359.91 Open Y-4 640.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3890.10 Day 30 170.46 30-90 Days Z-1 423.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11429.25 Day 30 730.10 91-180 Days A-2 547.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10960.23 Day 30 102.12 91-180 Days A-3 1904.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12527.51 Day 30 1747.14 <30 Days A-4 408.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10226.31 Day 30 58.64 <30 Days A-5 1894.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15283.23 Day 30 1346.54 Open CB-1 2786.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5678.58 Day 30 595.65 91-180 Days CB-2 295.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9636.97 Day 30 460.69 <30 Days CB-3 198.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1669.38 Day 30 54.34 <30 Days E-1 218.28 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11493.71 Day 30 691.49 Open E-2 429.30 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6636.01 Day 30 497.29 <30 Days G-1 762.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7827.94 Day 30 244.16 Open G-2 1434.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7668.17 Day 30 608.94 91-180 Days G-3 237.81 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9240.01 Day 30 973.02 Open IG-1 521.37 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3034.83 Day 30 263.48 30-90 Days IG-2 225.34 No Finance