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 6843.46 Day 59 414.45 Open P-1 1109.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6899.56 Day 59 766.87 Open P-2 1003.80 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 112.68 Day 59 4.50 30-90 Days S-8 5.65 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15319.95 Day 59 1343.84 91-180 Days Y-1 1524.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8708.56 Day 59 537.84 Open Y-2 759.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16610.26 Day 59 205.78 91-180 Days Y-3 17.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 2555.38 Day 59 93.30 91-180 Days Y-4 305.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8537.65 Day 59 998.66 Open Z-1 590.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 7095.91 Day 59 963.21 <30 Days A-2 838.50 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 4167.83 Day 59 221.28 Open A-3 155.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 14055.62 Day 59 1633.55 Open A-4 2295.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 8572.23 Day 59 1147.80 30-90 Days A-5 489.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10116.78 Day 59 682.61 <30 Days CB-1 1248.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 16566.92 Day 59 1408.99 Open CB-2 2996.16 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 10948.75 Day 59 1329.36 <30 Days CB-3 1248.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 7372.16 Day 59 298.93 30-90 Days E-1 684.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 871.89 Day 59 43.51 91-180 Days E-2 119.99 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 9985.38 Day 59 625.26 30-90 Days G-1 307.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6591.45 Day 59 628.42 Open G-2 783.47 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 6885.02 Day 59 737.01 Open G-3 95.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15764.48 Day 59 392.44 30-90 Days IG-1 2453.77 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 3733.84 Day 59 320.58 Open IG-2 356.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 5218.93 Day 59 709.69 91-180 Days S-1 575.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 3337.76 Day 59 488.65 30-90 Days S-2 260.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 15401.62 Day 59 1602.07 30-90 Days S-3 599.28 No Treasury