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 Non-Regulated Fund No 11870.04 Day 51 1588.51 91-180 Days G-1 1878.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1346.83 Day 51 135.63 Open G-2 217.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6205.53 Day 51 688.94 30-90 Days G-3 363.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1281.98 Day 51 25.44 91-180 Days IG-1 60.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 582.82 Day 51 12.40 91-180 Days IG-2 90.00 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3647.00 Day 51 203.51 30-90 Days S-1 510.85 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12781.26 Day 51 1412.38 <30 Days S-2 1463.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7562.00 Day 51 1040.47 Open S-3 667.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15638.55 Day 51 937.03 Open S-4 2220.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4931.02 Day 51 440.53 Open S-5 786.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10227.93 Day 51 1178.36 30-90 Days S-6 1332.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 8461.85 Day 51 969.36 30-90 Days S-7 909.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2141.90 Day 52 18.41 30-90 Days A-0-Q 62.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 88.09 Day 52 4.55 91-180 Days A-1-Q 15.11 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13629.94 Day 52 997.54 91-180 Days A-2-Q 1592.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 8715.43 Day 52 0.02 30-90 Days A-3-Q 263.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10071.90 Day 52 754.00 91-180 Days A-4-Q 558.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16488.25 Day 52 2079.14 30-90 Days A-5-Q 2979.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16762.47 Day 52 63.78 <30 Days CB-1-Q 3168.18 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16708.51 Day 52 542.78 91-180 Days CB-2-Q 1612.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15653.49 Day 52 282.60 30-90 Days S-1-Q 1045.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12536.28 Day 52 473.28 30-90 Days S-2-Q 121.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3424.87 Day 52 10.77 Open S-3-Q 615.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 8742.22 Day 52 384.26 <30 Days S-4-Q 873.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1324.50 Day 52 0.77 91-180 Days CB-3-Q 250.32 Yes Liberty Mortgage Services Corp. Legal