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 Broker-Dealer Yes 2727.87 Day 21 365.07 <30 Days Z-1 361.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2089.12 Day 21 0.54 91-180 Days A-2 413.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 7809.64 Day 21 748.19 Open A-3 1278.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4740.54 Day 21 198.04 <30 Days A-4 36.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 12991.04 Day 21 879.17 30-90 Days A-5 660.15 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8338.35 Day 21 411.27 <30 Days CB-1 859.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 7599.84 Day 21 670.59 <30 Days CB-2 1371.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4674.19 Day 21 603.84 91-180 Days CB-3 566.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 16063.39 Day 21 1950.67 91-180 Days E-1 133.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 5089.12 Day 21 227.88 Open E-2 789.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 8934.27 Day 21 1263.53 Open G-1 1722.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1795.48 Day 21 265.44 Open G-2 315.36 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 1909.45 Day 21 6.52 30-90 Days G-3 177.21 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2794.18 Day 21 38.94 <30 Days IG-1 169.54 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 16947.18 Day 21 2022.63 <30 Days IG-2 444.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10494.12 Day 21 585.57 <30 Days S-1 1309.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 15634.46 Day 21 1015.96 91-180 Days S-2 461.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1540.20 Day 21 176.49 <30 Days S-3 106.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 1466.82 Day 21 45.81 Open S-4 263.45 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 10206.55 Day 21 673.79 <30 Days S-5 376.71 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 587.62 Day 21 64.00 91-180 Days S-6 107.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 9076.69 Day 21 1130.86 91-180 Days S-7 347.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2054.34 Day 22 136.00 91-180 Days A-0-Q 147.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 1801.53 Day 22 9.53 30-90 Days A-1-Q 330.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 9713.71 Day 22 779.49 Open A-2-Q 784.00 Yes Liberty Mortgage Services Corp. Finance