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 13937.35 Day 55 1392.00 91-180 Days N-5 2565.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3123.24 Day 55 403.75 Open N-6 166.38 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16621.12 Day 55 553.62 30-90 Days N-7 453.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6598.24 Day 55 193.52 Open P-1 87.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4646.48 Day 55 365.56 91-180 Days P-2 926.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14952.95 Day 55 1913.35 <30 Days S-8 1926.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 947.90 Day 55 125.52 <30 Days Y-1 37.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10947.84 Day 55 527.84 91-180 Days Y-2 1457.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9944.13 Day 55 1387.93 30-90 Days Y-3 1933.66 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10117.20 Day 55 584.74 91-180 Days Y-4 635.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14181.12 Day 55 1802.74 Open Z-1 1045.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6328.83 Day 55 39.32 91-180 Days A-2 356.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6305.37 Day 55 340.06 <30 Days A-3 190.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3954.22 Day 55 218.41 <30 Days A-4 292.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13008.54 Day 55 1401.36 Open A-5 560.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9616.51 Day 55 1084.59 30-90 Days CB-1 1473.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4424.36 Day 55 380.14 91-180 Days CB-2 327.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12602.70 Day 55 938.27 91-180 Days CB-3 1787.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6979.98 Day 55 522.65 <30 Days E-1 11.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16544.31 Day 55 27.11 <30 Days E-2 246.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14096.42 Day 55 383.63 <30 Days G-1 1199.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7164.79 Day 55 730.95 30-90 Days G-2 643.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14952.90 Day 55 204.09 30-90 Days G-3 374.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14142.31 Day 55 1181.85 <30 Days IG-1 2449.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16581.88 Day 55 1881.69 <30 Days IG-2 1388.45 Yes Liberty National Bank Legal