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 6677.03 Perpetual 688.72 30-90 Days G-1 509.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11024.75 Perpetual 170.74 30-90 Days G-2 602.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7967.62 Perpetual 685.47 91-180 Days G-3 307.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8452.84 Perpetual 1046.73 91-180 Days IG-1 956.79 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5762.08 Perpetual 118.62 Open IG-2 699.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8157.53 Perpetual 162.95 30-90 Days S-1 989.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13951.98 Perpetual 200.64 91-180 Days S-2 170.71 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2789.24 Perpetual 320.92 Open S-3 84.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12053.28 Perpetual 569.06 30-90 Days S-4 682.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2658.42 Perpetual 203.61 Open S-5 130.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6716.44 Perpetual 99.40 Open S-6 277.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15958.10 Perpetual 2245.16 91-180 Days S-7 850.01 No Operations