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 Yes 8755.26 151 - 179 Days 836.21 91-180 Days N-7 1095.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6111.13 151 - 179 Days 654.08 91-180 Days P-1 974.96 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3739.29 151 - 179 Days 93.99 30-90 Days P-2 130.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 479.04 151 - 179 Days 44.47 Open S-8 64.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14234.12 151 - 179 Days 1700.03 30-90 Days Y-1 2143.05 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2496.57 151 - 179 Days 59.58 30-90 Days Y-2 419.36 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15585.65 151 - 179 Days 2194.95 91-180 Days Y-3 2561.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10782.10 151 - 179 Days 842.28 <30 Days Y-4 2094.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5562.99 151 - 179 Days 603.27 <30 Days Z-1 347.24 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15969.84 151 - 179 Days 2362.49 30-90 Days A-2 538.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 750.23 151 - 179 Days 25.55 30-90 Days A-3 52.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15933.63 151 - 179 Days 949.19 30-90 Days A-4 1062.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10826.97 151 - 179 Days 1349.36 Open A-5 2159.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 16864.94 151 - 179 Days 129.10 91-180 Days CB-1 656.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4766.88 151 - 179 Days 313.26 Open CB-2 900.78 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5727.02 151 - 179 Days 114.11 91-180 Days CB-3 1005.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10894.16 151 - 179 Days 1100.48 Open E-1 619.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1333.11 151 - 179 Days 178.99 Open E-2 31.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12273.08 151 - 179 Days 87.48 <30 Days G-1 2198.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5702.80 151 - 179 Days 670.65 91-180 Days G-2 939.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 181.58 151 - 179 Days 17.24 <30 Days G-3 28.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12007.15 151 - 179 Days 1557.56 Open IG-1 1737.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14824.94 151 - 179 Days 676.16 Open IG-2 1105.79 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1341.56 151 - 179 Days 158.18 30-90 Days S-1 123.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11380.81 151 - 179 Days 1649.11 <30 Days S-2 497.04 Yes Liberty Capital Markets Inc. Finance