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 12674.67 180 - 270 Days 449.08 30-90 Days E-10 694.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 9163.53 180 - 270 Days 963.95 <30 Days E-3 324.45 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15531.12 180 - 270 Days 1225.06 30-90 Days E-4 280.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2390.84 180 - 270 Days 84.42 30-90 Days E-5 210.73 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15816.59 180 - 270 Days 645.22 <30 Days E-6 2852.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15606.04 180 - 270 Days 1234.72 Open E-7 1909.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4519.17 180 - 270 Days 111.94 <30 Days E-8 151.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6019.87 180 - 270 Days 456.25 30-90 Days E-9 73.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7019.12 180 - 270 Days 318.51 30-90 Days G-4 5.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4743.33 180 - 270 Days 114.35 30-90 Days IG-3 909.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3937.77 180 - 270 Days 341.67 Open IG-4 588.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 8963.86 180 - 270 Days 732.52 Open IG-5 924.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12807.05 180 - 270 Days 269.70 91-180 Days IG-6 1293.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10182.07 180 - 270 Days 1128.68 <30 Days IG-7 1840.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1571.88 180 - 270 Days 115.98 Open IG-8 79.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12308.21 180 - 270 Days 314.31 Open L-1 896.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13126.60 180 - 270 Days 810.02 Open L-10 1291.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4689.62 180 - 270 Days 20.27 30-90 Days L-11 536.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9324.58 180 - 270 Days 399.72 <30 Days L-2 173.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 3134.87 180 - 270 Days 382.39 <30 Days L-3 164.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8467.00 180 - 270 Days 1243.42 <30 Days L-4 330.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1116.21 180 - 270 Days 155.90 Open L-5 21.21 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1151.40 180 - 270 Days 139.11 91-180 Days L-6 43.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 17098.28 180 - 270 Days 1163.29 91-180 Days L-7 505.97 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 27.32 180 - 270 Days 0.37 30-90 Days L-8 3.95 Yes Liberty Capital Markets Inc. Operations