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 Debt Issuing SPE Yes 10961.91 >2 Yr <= 3 Yr 1092.99 <30 Days IG-5 1323.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1143.16 >2 Yr <= 3 Yr 43.63 91-180 Days IG-6 129.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13634.87 >2 Yr <= 3 Yr 1433.16 Open IG-7 1706.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14966.30 >2 Yr <= 3 Yr 170.86 Open IG-8 541.93 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11246.19 >2 Yr <= 3 Yr 1623.97 <30 Days L-1 154.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13114.96 >2 Yr <= 3 Yr 1946.58 30-90 Days L-10 347.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2514.57 >2 Yr <= 3 Yr 351.68 <30 Days L-11 334.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5769.62 >2 Yr <= 3 Yr 537.55 <30 Days L-2 229.65 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4515.74 >2 Yr <= 3 Yr 454.79 30-90 Days L-3 456.27 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16060.05 >2 Yr <= 3 Yr 1761.12 Open L-4 1050.81 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3495.67 >2 Yr <= 3 Yr 444.25 Open L-5 29.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16686.05 >2 Yr <= 3 Yr 1640.28 91-180 Days L-6 1706.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15128.89 >2 Yr <= 3 Yr 546.31 30-90 Days L-7 1100.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3155.81 >2 Yr <= 3 Yr 399.25 30-90 Days L-8 74.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15652.59 >2 Yr <= 3 Yr 1856.34 Open L-9 1045.56 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5138.01 >2 Yr <= 3 Yr 769.35 <30 Days LC-1 624.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2631.32 >2 Yr <= 3 Yr 128.86 30-90 Days LC-2 273.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5591.72 >2 Yr <= 3 Yr 82.03 91-180 Days N-1 791.46 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16730.41 >2 Yr <= 3 Yr 1203.73 Open N-2 2016.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2358.22 >2 Yr <= 3 Yr 205.41 30-90 Days N-3 75.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6406.49 >2 Yr <= 3 Yr 363.23 91-180 Days N-4 471.61 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4175.87 >2 Yr <= 3 Yr 260.89 <30 Days N-5 776.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15967.90 >2 Yr <= 3 Yr 2307.38 91-180 Days N-6 108.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10418.02 >2 Yr <= 3 Yr 1336.97 Open N-7 1917.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 454.71 >2 Yr <= 3 Yr 38.49 91-180 Days P-1 36.73 No Operations