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 Yes 12411.87 >3 Yr <= 4 Yr 997.96 30-90 Days E-1-Q 277.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5346.97 >3 Yr <= 4 Yr 369.71 Open E-2-Q 1063.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15405.63 >3 Yr <= 4 Yr 771.13 <30 Days IG-1-Q 2136.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14571.60 >3 Yr <= 4 Yr 451.54 <30 Days IG-2-Q 2382.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13428.26 >3 Yr <= 4 Yr 764.00 30-90 Days C-1 549.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6226.92 >3 Yr <= 4 Yr 482.00 <30 Days CB-4 13.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12618.78 >3 Yr <= 4 Yr 1382.97 Open E-10 1013.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10198.57 >3 Yr <= 4 Yr 355.86 30-90 Days E-3 1649.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16177.13 >3 Yr <= 4 Yr 1032.02 Open E-4 1348.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8905.01 >3 Yr <= 4 Yr 414.28 <30 Days E-5 418.07 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8884.96 >3 Yr <= 4 Yr 907.55 <30 Days E-6 249.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10038.26 >3 Yr <= 4 Yr 536.23 Open E-7 750.46 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 330.60 >3 Yr <= 4 Yr 3.19 30-90 Days E-8 11.36 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4728.67 >3 Yr <= 4 Yr 506.41 91-180 Days E-9 684.04 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2486.81 >3 Yr <= 4 Yr 348.81 Open G-4 203.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10327.44 >3 Yr <= 4 Yr 1331.64 <30 Days IG-3 688.68 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4532.42 >3 Yr <= 4 Yr 527.99 Open IG-4 900.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10973.54 >3 Yr <= 4 Yr 1229.32 91-180 Days IG-5 1928.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6516.88 >3 Yr <= 4 Yr 469.43 <30 Days IG-6 1154.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14203.12 >3 Yr <= 4 Yr 808.64 91-180 Days IG-7 2721.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14908.13 >3 Yr <= 4 Yr 1466.71 30-90 Days IG-8 2859.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8307.29 >3 Yr <= 4 Yr 416.03 Open L-1 884.32 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7981.26 >3 Yr <= 4 Yr 1121.64 Open L-10 982.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13904.32 >3 Yr <= 4 Yr 609.77 30-90 Days L-11 325.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3293.58 >3 Yr <= 4 Yr 379.78 91-180 Days L-2 511.99 No Legal