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 1779.37 Day 45 192.23 30-90 Days IG-2-Q 103.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10652.02 Day 45 1029.70 <30 Days C-1 1658.07 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6058.07 Day 45 249.93 Open CB-4 533.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4013.47 Day 45 398.08 Open E-10 215.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1508.83 Day 45 57.72 30-90 Days E-3 114.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11744.25 Day 45 1004.87 91-180 Days E-4 1238.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17107.99 Day 45 1033.46 Open E-5 1384.48 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10487.04 Day 45 1068.82 Open E-6 891.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8890.82 Day 45 933.42 Open E-7 1247.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16954.67 Day 45 1062.96 Open E-8 3177.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5085.97 Day 45 684.29 30-90 Days E-9 487.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15772.23 Day 45 2319.94 <30 Days G-4 2895.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13578.53 Day 45 1394.80 91-180 Days IG-3 1571.58 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 546.79 Day 45 5.10 Open IG-4 69.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14774.22 Day 45 573.70 30-90 Days IG-5 2925.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13235.48 Day 45 23.73 <30 Days IG-6 1444.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7675.58 Day 45 671.71 30-90 Days IG-7 588.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9814.32 Day 45 1450.77 91-180 Days IG-8 1008.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11344.90 Day 45 1320.18 91-180 Days L-1 910.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4849.81 Day 45 506.23 91-180 Days L-10 398.69 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11203.54 Day 45 524.92 Open L-11 1673.54 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3731.28 Day 45 390.19 Open L-2 318.98 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2386.46 Day 45 263.72 91-180 Days L-3 254.87 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13449.81 Day 45 103.37 91-180 Days L-4 1126.43 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6418.12 Day 45 435.72 <30 Days L-5 570.61 Yes Liberty Capital Markets Inc. Operations