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 12192.29 Day 27 956.28 91-180 Days CB-4 0.54 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 17141.89 Day 27 1320.95 30-90 Days E-10 2370.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10360.51 Day 27 1212.21 91-180 Days E-3 1746.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14056.18 Day 27 372.26 Open E-4 1288.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8173.28 Day 27 199.99 91-180 Days E-5 1290.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16118.45 Day 27 1611.40 <30 Days E-6 2009.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2336.62 Day 27 289.69 Open E-7 335.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16698.92 Day 27 1916.35 91-180 Days E-8 1140.69 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10457.08 Day 27 1110.02 <30 Days E-9 11.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1037.02 Day 27 78.60 30-90 Days G-4 97.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2584.70 Day 27 1.20 <30 Days IG-3 86.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5719.14 Day 27 410.19 30-90 Days IG-4 557.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2824.81 Day 27 226.40 91-180 Days IG-5 366.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1853.24 Day 27 75.80 Open IG-6 47.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10237.77 Day 27 1436.52 <30 Days IG-7 937.31 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5487.48 Day 27 100.90 Open IG-8 630.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16346.74 Day 27 620.87 <30 Days L-1 1721.30 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8077.11 Day 27 817.63 30-90 Days L-10 1478.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6148.21 Day 27 737.94 30-90 Days L-11 272.93 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16778.79 Day 27 776.20 30-90 Days L-2 607.25 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10840.10 Day 27 1305.08 30-90 Days L-3 745.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1028.45 Day 27 50.82 Open L-4 80.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4755.37 Day 27 685.97 30-90 Days L-5 701.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1791.18 Day 27 206.06 Open L-6 276.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9000.91 Day 27 787.09 <30 Days L-7 531.60 No Legal