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 Yes 11184.69 Day 10 751.11 30-90 Days E-3 221.47 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12293.24 Day 10 123.81 Open E-4 640.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15062.99 Day 10 819.21 91-180 Days E-5 1590.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12541.69 Day 10 1683.80 91-180 Days E-6 363.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5134.72 Day 10 606.56 <30 Days E-7 104.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5140.76 Day 10 684.65 Open E-8 237.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11518.53 Day 10 783.76 Open E-9 2162.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14372.47 Day 10 1764.14 91-180 Days G-4 1325.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2869.91 Day 10 375.37 Open IG-3 402.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4398.45 Day 10 32.93 Open IG-4 197.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13970.78 Day 10 1359.13 Open IG-5 1683.68 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 969.68 Day 10 131.85 <30 Days IG-6 89.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10015.25 Day 10 1341.14 <30 Days IG-7 1368.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6013.58 Day 10 206.13 91-180 Days IG-8 118.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3696.74 Day 10 218.61 30-90 Days L-1 578.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8728.91 Day 10 66.11 30-90 Days L-10 1272.12 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4316.50 Day 10 236.43 91-180 Days L-11 242.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16946.18 Day 10 408.94 91-180 Days L-2 1277.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12073.30 Day 10 248.57 30-90 Days L-3 1523.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 779.87 Day 10 56.30 30-90 Days L-4 0.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9021.55 Day 10 628.76 <30 Days L-5 366.14 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6256.15 Day 10 626.29 91-180 Days L-6 651.03 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10569.55 Day 10 1556.11 Open L-7 2048.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11869.78 Day 10 1648.65 <30 Days L-8 2051.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7683.54 Day 10 260.94 Open L-9 548.56 Yes Liberty Mortgage Services Corp. Treasury