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 360.78 61 - 67 Days 45.97 Open CB-2 64.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16977.74 61 - 67 Days 542.89 Open CB-3 2968.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6149.23 61 - 67 Days 703.17 Open E-1 771.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7639.31 61 - 67 Days 952.77 <30 Days E-2 325.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7088.83 61 - 67 Days 981.03 30-90 Days G-1 87.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 905.57 61 - 67 Days 43.32 91-180 Days G-2 15.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9505.25 61 - 67 Days 514.54 30-90 Days G-3 183.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8103.85 61 - 67 Days 137.86 91-180 Days IG-1 603.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4312.28 61 - 67 Days 524.55 <30 Days IG-2 501.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16911.38 61 - 67 Days 2227.98 <30 Days S-1 903.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5631.94 61 - 67 Days 108.48 <30 Days S-2 217.04 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12066.79 61 - 67 Days 322.82 <30 Days S-3 1345.08 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10284.40 61 - 67 Days 1128.65 <30 Days S-4 1000.55 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14462.77 61 - 67 Days 1210.53 <30 Days S-5 139.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9191.73 61 - 67 Days 1043.62 91-180 Days S-6 746.86 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9732.74 61 - 67 Days 441.39 30-90 Days S-7 1022.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6463.27 68 - 74 Days 288.81 Open A-0-Q 335.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16968.92 68 - 74 Days 74.95 Open A-1-Q 2597.19 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15197.35 68 - 74 Days 743.90 91-180 Days A-2-Q 1026.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7934.91 68 - 74 Days 84.97 91-180 Days A-3-Q 621.16 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11160.95 68 - 74 Days 410.09 91-180 Days A-4-Q 1428.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5051.33 68 - 74 Days 271.80 91-180 Days A-5-Q 701.76 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8252.44 68 - 74 Days 109.06 Open CB-1-Q 342.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 621.67 68 - 74 Days 51.20 <30 Days CB-2-Q 75.54 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 750.11 68 - 74 Days 4.44 <30 Days S-1-Q 144.85 No Treasury