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 8439.78 >3 Yr <= 4 Yr 255.64 91-180 Days Y-2 1530.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11947.62 >3 Yr <= 4 Yr 1044.69 <30 Days Y-3 1623.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12065.68 >3 Yr <= 4 Yr 203.92 91-180 Days Y-4 2183.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7807.71 >3 Yr <= 4 Yr 48.64 Open Z-1 1289.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 829.67 >3 Yr <= 4 Yr 52.38 30-90 Days A-2 105.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10180.21 >3 Yr <= 4 Yr 972.26 Open A-3 726.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1691.63 >3 Yr <= 4 Yr 186.89 30-90 Days A-4 10.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3980.11 >3 Yr <= 4 Yr 4.48 91-180 Days A-5 719.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15038.78 >3 Yr <= 4 Yr 1124.61 Open CB-1 1373.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4790.69 >3 Yr <= 4 Yr 82.25 Open CB-2 929.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2257.36 >3 Yr <= 4 Yr 28.37 Open CB-3 269.29 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1437.62 >3 Yr <= 4 Yr 203.25 <30 Days E-1 228.09 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10569.46 >3 Yr <= 4 Yr 1465.60 30-90 Days E-2 1660.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12467.83 >3 Yr <= 4 Yr 1752.35 91-180 Days G-1 1817.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16350.50 >3 Yr <= 4 Yr 1687.70 91-180 Days G-2 654.62 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7947.84 >3 Yr <= 4 Yr 525.80 91-180 Days G-3 1051.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11247.97 >3 Yr <= 4 Yr 1541.92 Open IG-1 1618.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2227.57 >3 Yr <= 4 Yr 89.70 <30 Days IG-2 304.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6033.10 >3 Yr <= 4 Yr 825.38 <30 Days S-1 452.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11988.05 >3 Yr <= 4 Yr 1608.65 Open S-2 273.28 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5254.27 >3 Yr <= 4 Yr 75.12 91-180 Days S-3 576.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7897.33 >3 Yr <= 4 Yr 408.58 30-90 Days S-4 1498.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5452.19 >3 Yr <= 4 Yr 357.83 30-90 Days S-5 234.07 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1884.63 >3 Yr <= 4 Yr 164.52 30-90 Days S-6 285.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15771.93 >3 Yr <= 4 Yr 2215.65 30-90 Days S-7 798.29 Yes Liberty Wealth Management LLC Treasury