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 1144.93 151 - 179 Days 147.19 30-90 Days Y-2 60.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10840.64 151 - 179 Days 726.40 <30 Days Y-3 1521.49 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4199.78 151 - 179 Days 438.19 91-180 Days Y-4 760.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 1689.27 151 - 179 Days 190.83 Open Z-1 253.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 16869.78 151 - 179 Days 358.37 <30 Days A-2 192.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4180.89 151 - 179 Days 303.65 30-90 Days A-3 241.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10826.89 151 - 179 Days 1227.13 91-180 Days A-4 1978.52 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11397.97 151 - 179 Days 486.50 91-180 Days A-5 45.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11637.95 151 - 179 Days 1323.75 30-90 Days CB-1 794.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3218.55 151 - 179 Days 112.43 <30 Days CB-2 96.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 739.62 151 - 179 Days 56.60 30-90 Days CB-3 6.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 30.18 151 - 179 Days 0.86 <30 Days E-1 1.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5062.53 151 - 179 Days 90.78 <30 Days E-2 810.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9674.10 151 - 179 Days 39.46 <30 Days G-1 1898.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7672.29 151 - 179 Days 581.59 Open G-2 834.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8203.88 151 - 179 Days 446.67 91-180 Days G-3 871.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 628.65 151 - 179 Days 31.66 91-180 Days IG-1 72.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1347.23 151 - 179 Days 30.11 Open IG-2 164.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 924.71 151 - 179 Days 26.41 Open S-1 40.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 16605.47 151 - 179 Days 2243.62 Open S-2 2058.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8044.13 151 - 179 Days 402.80 <30 Days S-3 1214.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7942.63 151 - 179 Days 972.73 91-180 Days S-4 37.04 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8688.42 151 - 179 Days 1092.96 Open S-5 883.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17016.12 151 - 179 Days 1968.37 <30 Days S-6 441.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11486.13 151 - 179 Days 1620.29 <30 Days S-7 333.20 Yes Liberty Capital Markets Inc. Legal