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 15058.50 68 - 74 Days 1497.50 30-90 Days N-7 613.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11059.44 68 - 74 Days 1536.65 Open P-1 793.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13005.93 68 - 74 Days 1012.91 <30 Days P-2 484.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7266.76 68 - 74 Days 59.46 <30 Days S-8 261.99 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6430.06 68 - 74 Days 790.50 Open Y-1 375.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2905.76 68 - 74 Days 76.45 <30 Days Y-2 260.81 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7575.84 68 - 74 Days 275.00 Open Y-3 231.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6961.83 68 - 74 Days 118.22 30-90 Days Y-4 242.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1825.98 68 - 74 Days 171.76 91-180 Days Z-1 240.26 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11270.28 68 - 74 Days 764.31 <30 Days A-2 234.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5519.97 68 - 74 Days 95.77 30-90 Days A-3 964.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6369.24 68 - 74 Days 648.48 30-90 Days A-4 770.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9152.22 68 - 74 Days 948.75 <30 Days A-5 1418.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10588.86 68 - 74 Days 485.47 91-180 Days CB-1 1138.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2370.43 68 - 74 Days 40.22 30-90 Days CB-2 27.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15535.08 68 - 74 Days 2210.13 30-90 Days CB-3 1671.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16998.47 68 - 74 Days 2062.14 30-90 Days E-1 1997.56 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12684.44 68 - 74 Days 813.78 Open E-2 895.76 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2504.34 68 - 74 Days 44.94 Open G-1 445.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11010.02 68 - 74 Days 110.76 Open G-2 546.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4474.93 68 - 74 Days 489.72 <30 Days G-3 120.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7301.41 68 - 74 Days 740.83 30-90 Days IG-1 183.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6473.06 68 - 74 Days 178.02 Open IG-2 965.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8259.31 68 - 74 Days 738.85 <30 Days S-1 457.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10880.06 68 - 74 Days 271.51 91-180 Days S-2 379.43 Yes Liberty Wealth Management LLC Treasury