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 2500.73 Day 34 132.26 91-180 Days G-3-Q 97.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10783.14 Day 34 16.86 Open S-5-Q 689.68 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15618.57 Day 34 1421.50 91-180 Days S-6-Q 1149.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 6209.67 Day 34 199.71 Open S-7-Q 1043.88 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1226.64 Day 34 95.97 Open E-1-Q 98.36 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5488.36 Day 34 517.45 91-180 Days E-2-Q 202.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4432.94 Day 34 76.88 30-90 Days IG-1-Q 187.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9312.18 Day 34 205.69 Open IG-2-Q 346.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14437.23 Day 34 97.74 30-90 Days C-1 351.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5426.63 Day 34 773.93 30-90 Days CB-4 282.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 555.22 Day 34 73.84 91-180 Days E-10 41.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8055.57 Day 34 1123.77 30-90 Days E-3 324.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4458.38 Day 34 214.16 <30 Days E-4 346.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 15087.45 Day 34 1028.05 30-90 Days E-5 1731.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 17110.65 Day 34 1292.54 <30 Days E-6 1487.16 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1933.68 Day 34 12.67 Open E-7 61.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7711.75 Day 34 494.39 <30 Days E-8 644.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11562.76 Day 34 284.16 30-90 Days E-9 1627.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2437.64 Day 34 337.52 91-180 Days G-4 356.18 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14309.24 Day 34 1452.86 30-90 Days IG-3 52.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16467.27 Day 34 1229.37 30-90 Days IG-4 2182.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3680.34 Day 34 232.94 30-90 Days IG-5 660.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7382.57 Day 34 749.17 <30 Days IG-6 1414.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16521.55 Day 34 2036.45 Open IG-7 2997.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10052.86 Day 34 587.51 91-180 Days IG-8 1028.47 Yes Liberty Wealth Management LLC Finance