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 3031.27 271 - 364 Days 129.59 Open IG-5 274.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6166.81 271 - 364 Days 782.38 30-90 Days IG-6 1114.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1116.33 271 - 364 Days 159.56 30-90 Days IG-7 117.78 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10860.14 271 - 364 Days 967.18 <30 Days IG-8 1761.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2291.53 271 - 364 Days 262.31 <30 Days L-1 135.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14357.07 271 - 364 Days 860.28 30-90 Days L-10 2608.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1444.18 271 - 364 Days 131.09 30-90 Days L-11 220.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11070.90 271 - 364 Days 737.13 30-90 Days L-2 531.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13491.20 271 - 364 Days 936.59 <30 Days L-3 567.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2503.27 271 - 364 Days 316.71 Open L-4 405.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6204.33 271 - 364 Days 243.97 Open L-5 161.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10211.70 271 - 364 Days 1380.93 <30 Days L-6 159.13 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6136.05 271 - 364 Days 187.21 <30 Days L-7 851.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5131.27 271 - 364 Days 682.39 <30 Days L-8 798.49 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2651.21 271 - 364 Days 368.23 91-180 Days L-9 502.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3448.11 271 - 364 Days 84.51 <30 Days LC-1 645.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7067.44 271 - 364 Days 122.52 91-180 Days LC-2 359.82 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10791.47 271 - 364 Days 1216.93 30-90 Days N-1 639.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12329.23 271 - 364 Days 501.53 <30 Days N-2 288.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10584.01 271 - 364 Days 941.52 <30 Days N-3 2049.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16837.18 271 - 364 Days 560.50 Open N-4 1393.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13377.93 271 - 364 Days 1203.20 <30 Days N-5 1605.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8152.72 271 - 364 Days 1170.66 91-180 Days N-6 231.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6378.09 271 - 364 Days 935.73 Open N-7 902.89 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13597.84 271 - 364 Days 848.18 <30 Days P-1 1012.08 No Finance