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 Debt Issuing SPE Yes 186.39 >4 Yr <= 5 Yr 25.74 30-90 Days S-1-Q 20.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9171.77 >4 Yr <= 5 Yr 525.11 Open S-2-Q 452.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12157.92 >4 Yr <= 5 Yr 1248.92 Open S-3-Q 276.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13044.95 >4 Yr <= 5 Yr 1823.99 <30 Days S-4-Q 760.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1521.06 >4 Yr <= 5 Yr 98.68 Open CB-3-Q 40.30 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1476.52 >4 Yr <= 5 Yr 195.06 91-180 Days G-1-Q 258.91 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11603.25 >4 Yr <= 5 Yr 538.65 30-90 Days G-2-Q 1093.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2392.59 >4 Yr <= 5 Yr 357.76 Open G-3-Q 314.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5637.65 >4 Yr <= 5 Yr 361.86 91-180 Days S-5-Q 578.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10657.87 >4 Yr <= 5 Yr 69.18 30-90 Days S-6-Q 451.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9063.36 >4 Yr <= 5 Yr 446.59 <30 Days S-7-Q 1700.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3266.52 >4 Yr <= 5 Yr 247.58 Open E-1-Q 239.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16695.92 >4 Yr <= 5 Yr 771.15 91-180 Days E-2-Q 500.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14918.72 >4 Yr <= 5 Yr 15.13 Open IG-1-Q 12.05 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10599.96 >4 Yr <= 5 Yr 735.24 <30 Days IG-2-Q 929.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2221.60 >4 Yr <= 5 Yr 71.98 <30 Days C-1 177.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11863.43 >4 Yr <= 5 Yr 517.55 91-180 Days CB-4 570.47 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16026.38 >4 Yr <= 5 Yr 495.11 91-180 Days E-10 3024.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15418.39 >4 Yr <= 5 Yr 221.82 30-90 Days E-3 180.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4368.17 >4 Yr <= 5 Yr 231.15 <30 Days E-4 238.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13552.06 >4 Yr <= 5 Yr 11.68 30-90 Days E-5 2237.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9017.26 >4 Yr <= 5 Yr 942.01 <30 Days E-6 1001.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 818.15 >4 Yr <= 5 Yr 72.71 <30 Days E-7 10.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4825.54 >4 Yr <= 5 Yr 721.60 Open E-8 535.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15411.91 >4 Yr <= 5 Yr 2250.00 <30 Days E-9 1007.76 Yes Liberty Mortgage Services Corp. Treasury