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 Investment Company or Advisor No 16459.57 Day 9 200.22 91-180 Days A-5 2362.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14557.08 Day 9 242.59 <30 Days CB-1 1370.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3066.20 Day 9 14.96 Open CB-2 610.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12518.84 Day 9 1511.67 30-90 Days CB-3 2080.62 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6650.25 Day 9 690.68 30-90 Days E-1 152.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3115.95 Day 9 308.85 Open E-2 279.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10572.51 Day 9 1290.61 Open G-1 2112.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5755.57 Day 9 8.73 Open G-2 832.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6499.20 Day 9 310.66 91-180 Days G-3 1247.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7472.21 Day 9 127.76 <30 Days IG-1 475.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15774.29 Day 9 298.87 91-180 Days IG-2 2433.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5478.75 Day 9 367.76 91-180 Days S-1 699.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16675.28 Day 9 1442.83 91-180 Days S-2 1804.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1210.18 Day 9 150.28 Open S-3 9.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8283.22 Day 9 872.49 91-180 Days S-4 279.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4770.70 Day 9 703.75 Open S-5 693.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12955.43 Day 9 445.39 <30 Days S-6 2483.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 638.75 Day 9 21.70 <30 Days S-7 54.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7023.12 Day 10 323.33 91-180 Days A-0-Q 1258.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8169.59 Day 10 962.48 <30 Days A-1-Q 960.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5989.12 Day 10 748.06 30-90 Days A-2-Q 0.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4487.11 Day 10 259.61 91-180 Days A-3-Q 286.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10279.53 Day 10 5.23 <30 Days A-4-Q 463.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 971.92 Day 10 78.54 30-90 Days A-5-Q 175.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3103.11 Day 10 364.78 91-180 Days CB-1-Q 158.36 No Risk Management