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 16438.40 Day 51 1414.66 <30 Days Y-1 1496.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10632.60 Day 51 923.94 91-180 Days Y-2 481.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12017.60 Day 51 1105.49 Open Y-3 1524.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13473.51 Day 51 1069.67 91-180 Days Y-4 129.69 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17.05 Day 51 0.02 <30 Days Z-1 2.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1.36 Day 51 0.07 91-180 Days A-2 0.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8893.27 Day 51 204.48 <30 Days A-3 30.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16296.09 Day 51 1108.71 91-180 Days A-4 2082.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4062.18 Day 51 386.89 30-90 Days A-5 568.01 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14274.15 Day 51 1447.60 Open CB-1 2087.73 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15933.11 Day 51 2181.42 30-90 Days CB-2 1339.10 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1603.50 Day 51 66.70 91-180 Days CB-3 301.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3861.64 Day 51 64.45 Open E-1 160.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14462.58 Day 51 75.06 <30 Days E-2 732.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 14112.97 Day 51 422.79 Open G-1 1816.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10372.73 Day 51 586.48 91-180 Days G-2 1187.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7954.93 Day 51 797.48 Open G-3 1192.18 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11835.78 Day 51 1098.94 Open IG-1 414.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1183.08 Day 51 111.54 30-90 Days IG-2 85.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15603.45 Day 51 1771.73 <30 Days S-1 1356.72 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7794.21 Day 51 544.75 <30 Days S-2 1033.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2677.79 Day 51 191.45 91-180 Days S-3 335.69 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7921.74 Day 51 946.01 30-90 Days S-4 1127.18 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4429.18 Day 51 483.61 <30 Days S-5 474.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14231.25 Day 51 577.05 <30 Days S-6 1163.15 Yes Liberty Capital Markets Inc. Operations