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 14263.70 >5 Yr 2016.28 <30 Days S-5 2812.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14742.21 >5 Yr 114.45 91-180 Days S-6 2095.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2336.08 >5 Yr 258.48 <30 Days S-7 222.56 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5647.88 Perpetual 711.39 30-90 Days A-0-Q 762.47 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2185.22 Perpetual 280.21 30-90 Days A-1-Q 247.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15044.16 Perpetual 1170.30 Open A-2-Q 1172.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16386.10 Perpetual 499.81 <30 Days A-3-Q 2173.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12548.85 Perpetual 1459.59 Open A-4-Q 1695.96 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6678.84 Perpetual 340.42 Open A-5-Q 184.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4428.80 Perpetual 189.39 Open CB-1-Q 739.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4719.81 Perpetual 240.04 91-180 Days CB-2-Q 64.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5671.95 Perpetual 106.14 <30 Days S-1-Q 716.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7087.74 Perpetual 868.35 Open S-2-Q 905.05 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3998.11 Perpetual 360.94 91-180 Days S-3-Q 254.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5970.66 Perpetual 544.20 <30 Days S-4-Q 273.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13378.12 Perpetual 71.72 91-180 Days CB-3-Q 1757.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6594.39 Perpetual 947.61 Open G-1-Q 639.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 603.40 Perpetual 33.54 <30 Days G-2-Q 97.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12990.04 Perpetual 459.82 <30 Days G-3-Q 1318.22 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9553.24 Perpetual 963.81 30-90 Days S-5-Q 1152.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11945.58 Perpetual 1075.11 Open S-6-Q 2338.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10824.69 Perpetual 69.12 <30 Days S-7-Q 1604.39 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2709.75 Perpetual 388.65 Open E-1-Q 248.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10250.12 Perpetual 1419.61 91-180 Days E-2-Q 7.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11647.75 Perpetual 1582.68 30-90 Days IG-1-Q 2298.78 No Operations