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 15165.86 Day 31 1583.25 91-180 Days L-2 1537.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 332.63 Day 31 8.74 <30 Days L-3 56.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 427.95 Day 31 41.78 91-180 Days L-4 64.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12767.66 Day 31 953.94 <30 Days L-5 402.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7189.50 Day 31 647.84 <30 Days L-6 449.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1864.87 Day 31 197.42 Open L-7 271.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12909.27 Day 31 1890.10 <30 Days L-8 1882.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2685.93 Day 31 387.95 91-180 Days L-9 299.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14399.04 Day 31 1380.30 Open LC-1 1543.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14220.92 Day 31 723.27 <30 Days LC-2 2228.33 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13027.10 Day 31 1865.23 <30 Days N-1 619.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2739.29 Day 31 16.48 Open N-2 330.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5226.93 Day 31 76.63 <30 Days N-3 193.48 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5976.92 Day 31 44.47 30-90 Days N-4 240.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 319.63 Day 31 39.40 30-90 Days N-5 45.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4405.18 Day 31 306.65 <30 Days N-6 681.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1390.78 Day 31 17.82 <30 Days N-7 154.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16745.69 Day 31 2444.02 30-90 Days P-1 810.02 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1494.10 Day 31 11.33 30-90 Days P-2 180.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15193.26 Day 31 1442.05 30-90 Days S-8 1856.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 516.47 Day 31 3.68 91-180 Days Y-1 95.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5269.96 Day 31 313.44 <30 Days Y-2 164.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2456.81 Day 31 247.90 Open Y-3 225.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13352.22 Day 31 1912.37 <30 Days Y-4 608.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16238.65 Day 31 1726.25 30-90 Days Z-1 2955.00 Yes Liberty Mortgage Services Corp. Treasury