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 9785.68 >5 Yr 761.28 <30 Days Y-4 1582.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4622.26 >5 Yr 363.70 Open Z-1 272.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11154.37 >5 Yr 402.62 30-90 Days A-2 736.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2470.90 >5 Yr 22.08 <30 Days A-3 336.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14043.14 >5 Yr 2028.94 91-180 Days A-4 1373.01 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10961.75 >5 Yr 741.96 30-90 Days A-5 87.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16957.49 >5 Yr 302.37 91-180 Days CB-1 983.49 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1816.40 >5 Yr 132.39 <30 Days CB-2 60.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3226.69 >5 Yr 154.78 30-90 Days CB-3 119.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13440.06 >5 Yr 354.00 <30 Days E-1 2032.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8419.85 >5 Yr 23.55 91-180 Days E-2 68.59 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4676.95 >5 Yr 502.19 91-180 Days G-1 102.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8140.72 >5 Yr 553.48 30-90 Days G-2 429.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7065.42 >5 Yr 365.93 Open G-3 652.51 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13388.09 >5 Yr 1622.40 Open IG-1 148.56 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12193.47 >5 Yr 441.13 91-180 Days IG-2 68.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1194.07 >5 Yr 132.23 91-180 Days S-1 227.33 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2437.05 >5 Yr 213.77 91-180 Days S-2 242.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5665.42 >5 Yr 219.89 30-90 Days S-3 823.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14249.48 >5 Yr 521.57 Open S-4 1855.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4420.64 >5 Yr 640.50 Open S-5 279.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15354.27 >5 Yr 2082.18 30-90 Days S-6 954.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2637.59 >5 Yr 211.49 91-180 Days S-7 440.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13728.20 Perpetual 897.32 91-180 Days A-0-Q 900.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 623.77 Perpetual 3.11 <30 Days A-1-Q 23.99 Yes Liberty Wealth Management LLC Finance