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 1164.02 Day 48 96.61 Open N-3 148.13 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6782.81 Day 48 594.49 91-180 Days N-4 1049.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13369.85 Day 48 946.42 Open N-5 755.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2077.28 Day 48 216.42 30-90 Days N-6 212.13 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6732.32 Day 48 354.94 <30 Days N-7 962.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8660.37 Day 48 355.26 91-180 Days P-1 3.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9545.93 Day 48 300.71 <30 Days P-2 1169.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5580.72 Day 48 735.20 <30 Days S-8 667.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5344.84 Day 48 423.68 30-90 Days Y-1 990.34 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4360.10 Day 48 239.01 91-180 Days Y-2 196.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16592.20 Day 48 2137.35 91-180 Days Y-3 237.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15071.24 Day 48 964.96 Open Y-4 1922.61 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8578.33 Day 48 828.52 Open Z-1 118.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5261.41 Day 48 701.18 <30 Days A-2 412.97 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16557.75 Day 48 1232.23 91-180 Days A-3 1506.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1074.34 Day 48 29.15 Open A-4 96.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14185.60 Day 48 733.86 <30 Days A-5 1853.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9136.36 Day 48 1031.43 30-90 Days CB-1 926.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11134.86 Day 48 562.37 <30 Days CB-2 442.95 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2829.71 Day 48 354.61 91-180 Days CB-3 281.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14540.99 Day 48 789.70 30-90 Days E-1 198.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 419.42 Day 48 51.26 <30 Days E-2 29.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2263.46 Day 48 185.12 Open G-1 268.19 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10025.79 Day 48 1426.51 Open G-2 71.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2417.16 Day 48 247.20 Open G-3 239.68 Yes Liberty Mortgage Services Corp. Operations