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 13599.94 Day 60 1765.56 Open N-5 480.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2211.95 Day 60 213.69 91-180 Days N-6 83.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1044.73 Day 60 81.83 30-90 Days N-7 40.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 13606.78 Day 60 1241.42 Open P-1 2713.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13362.32 Day 60 1334.26 91-180 Days P-2 1156.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6840.60 Day 60 72.90 Open S-8 1142.18 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1849.36 Day 60 183.14 30-90 Days Y-1 132.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7243.22 Day 60 713.75 30-90 Days Y-2 126.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3594.06 Day 60 310.75 Open Y-3 347.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11974.53 Day 60 531.42 30-90 Days Y-4 2152.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1060.61 Day 60 0.87 Open Z-1 68.44 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3693.93 Day 60 213.78 Open A-2 259.36 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9650.76 Day 60 688.21 91-180 Days A-3 914.77 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5193.16 Day 60 151.83 91-180 Days A-4 370.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10922.80 Day 60 1079.93 Open A-5 979.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11026.93 Day 60 1636.92 Open CB-1 913.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15328.98 Day 60 1493.21 91-180 Days CB-2 495.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14200.10 Day 60 1199.86 91-180 Days CB-3 1606.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5561.75 Day 60 270.32 <30 Days E-1 641.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1122.45 Day 60 110.85 <30 Days E-2 184.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6814.56 Day 60 1005.04 91-180 Days G-1 405.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 16491.49 Day 60 818.91 91-180 Days G-2 1341.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5636.29 Day 60 397.02 <30 Days G-3 459.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6282.73 Day 60 511.72 <30 Days IG-1 837.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10201.54 Day 60 75.09 30-90 Days IG-2 87.87 Yes Liberty Mortgage Services Corp. Operations