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 Non-Regulated Fund No 12623.13 Day 2 177.26 <30 Days S-7 1961.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16553.72 Day 3 1670.51 91-180 Days A-0-Q 2836.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4718.26 Day 3 290.95 Open A-1-Q 115.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 831.82 Day 3 32.38 Open A-2-Q 120.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3621.96 Day 3 351.85 Open A-3-Q 544.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5715.17 Day 3 805.99 91-180 Days A-4-Q 98.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4283.29 Day 3 155.07 91-180 Days A-5-Q 512.26 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 6157.44 Day 3 906.61 30-90 Days CB-1-Q 1200.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15829.76 Day 3 2106.28 <30 Days CB-2-Q 1099.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12171.21 Day 3 921.65 30-90 Days S-1-Q 1737.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9509.41 Day 3 13.64 91-180 Days S-2-Q 543.93 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14719.18 Day 3 117.13 <30 Days S-3-Q 234.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5226.14 Day 3 594.47 91-180 Days S-4-Q 787.36 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10299.05 Day 3 811.38 <30 Days CB-3-Q 44.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13543.48 Day 3 1852.64 <30 Days G-1-Q 1720.29 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15069.82 Day 3 2105.04 <30 Days G-2-Q 43.77 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 756.39 Day 3 22.89 <30 Days G-3-Q 79.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2948.69 Day 3 80.91 <30 Days S-5-Q 479.37 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14004.05 Day 3 487.17 Open S-6-Q 2016.50 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6122.40 Day 3 98.22 30-90 Days S-7-Q 116.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9880.13 Day 3 984.78 91-180 Days E-1-Q 1019.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14401.43 Day 3 2063.11 30-90 Days E-2-Q 1438.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4387.62 Day 3 427.13 30-90 Days IG-1-Q 140.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11642.45 Day 3 20.82 Open IG-2-Q 924.45 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13544.35 Day 3 199.70 91-180 Days C-1 2672.81 Yes Liberty Wealth Management LLC Treasury